Errors

errors.py

import numpy as np


def mae(y_true, y_pred):
    '''
    Caluclate mean absolute error between two vectors
    '''
    return np.mean(np.abs(y_pred - y_true))


def smape(y_true, y_pred):
    '''
    Calculate symmetric mean absolute percentage error between two vectors
    '''
    return np.mean(np.abs(y_true - y_pred) / ((np.abs(y_true) + np.abs(y_pred)) / 2))
  
  
def apply_error(df, error_func, true_col='y_true', pred_col='y_pred'):
    '''
    Apply error function to two columns of a dataframe.
    '''
    y_true, y_pred = df[true_col].copy(), df[pred_col].copy()
    return error_func(y_true, y_pred)