Fix prediction on training data in transformed space when calculating model fit quality metrics #2279
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… model fit quality metrics Summary: D54040302 enabled model fit quality metric calculation in transformed space for both training data and CV data. However, in the calculation of model fit quality metric on training data, we didn't transform training data original observation into transformed space and ended up calculating model fit quality metrics on y_obs on original_scale and y_predicted in transformed space. This diff fixes this bug Differential Revision: D54927552
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This pull request was exported from Phabricator. Differential Revision: D54927552 |
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This pull request has been merged in 1e2faa8. |
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Summary:
D54040302 enabled model fit quality metric calculation in transformed space for both training data and CV data. However, in the calculation of model fit quality metric on training data, we didn't transform training data original observation into transformed space and ended up calculating model fit quality metrics on y_obs on original_scale and y_predicted in transformed space.
This diff fixes this bug
Differential Revision: D54927552