Implement CRPS for normal distribution. #60
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RAMitchell
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Sep 27, 2023
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I think the native code is a bit too complicated for this project. What about one of these in pure cunumeric: https://en.wikipedia.org/wiki/Error_function#Approximation_with_elementary_functions?
I think you could probably do something in 5 lines or so. It may not be that fast, but it might be better to implement it as simply as possible, then adopt a possible legate scipy implementation later.
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All comments are addressed. |
RAMitchell
approved these changes
Sep 28, 2023
| PROPERTIES | ||
| CXX_STANDARD 17 | ||
| CXX_STANDARD_REQUIRED ON | ||
| POSITION_INDEPENDENT_CODE ON) |
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What is position independant code for?
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Nothing, it's the default, just a habit of being explicit. Can revert if needed.
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erffunction. Thinking about upstreaming it to somewhere like raft-legate. Not sure if legateboost wants to depend on raft-legate.The metric is important for probabilistic forecasting.