Fix error msg for alpha in PinballLoss#1018
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Ahmed-Zahran02 wants to merge 2 commits intosktime:mainfrom
Open
Fix error msg for alpha in PinballLoss#1018Ahmed-Zahran02 wants to merge 2 commits intosktime:mainfrom
Ahmed-Zahran02 wants to merge 2 commits intosktime:mainfrom
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Ahmed-Zahran02
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fkiraly
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Pull request overview
This PR improves the diagnosability of PinballLoss when a user supplies an explicit alpha and y_pred does not contain predictions for all requested quantile levels.
Changes:
- Compute the set of missing quantile levels (
missing_alphas) whenalphais provided. - Raise a
ValueErrorwhose message now includes the missing alpha values.
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| if len(missing_alphas) > 0: | ||
| msg = ( | ||
| f"Not all quantile values in alpha are available in y_pred. " | ||
| f"Missing alphas: {missing_alphas.tolist()}" |
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This change updates user-visible error text for missing quantiles, but existing tests only assert that a ValueError is raised (they don't check the message). Please extend the existing quantile metric negative test to assert the error message includes the missing alpha values (and, if added, the requested/available lists) so future refactors don't regress the improved diagnostics.
Suggested change
| f"Missing alphas: {missing_alphas.tolist()}" | |
| f"Missing alphas: {missing_alphas.tolist()}. " | |
| f"Requested alphas: {list(alpha)}. " | |
| f"Available alphas in y_pred: {list(y_pred_alphas)}" |
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
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Reference Issues/PRs
Fix #966
What does this implement/fix? Explain your changes.
It fixes the ambiguity of the error message in
PinballLossto show whichalphavalues requested and missing from the predictions.