coverage
metrics.coverage(y_true, y_pred_lower, y_pred_upper)
Compute the coverage of the prediction intervals.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
y_true |
ndarray |
A 1D array of the true target values. | required |
y_pred_lower |
ndarray |
A 1D array of lower bounds of the predicted intervals. | required |
y_pred_upper |
ndarray |
A 1D array of upper bounds of the predicted intervals. | required |
Returns
| Type | Description |
|---|---|
float |
The proportion of true values that fall within the predicted intervals. |