[IGNITE-10901] [ML][Umbrella] Add support of regression metrics to evaluate regression models

• Type: Improvement
• Status: Resolved
• Priority: Critical
• Resolution: Fixed
• Affects Version/s: 2.8
• Fix Version/s: 2.8
• Component/s: ml
• Assignee: Alexey Zinoviev
• Reporter: Alexey Zinoviev
• Created: 11/Jan/19 15:06
• Updated: 14/Jan/20 09:03
• Resolved: 04/Mar/19 12:13

Description

Look at scikit-learn metrics like

Regression
‘explained_variance’	metrics.explained_variance_score
‘neg_mean_absolute_error’	metrics.mean_absolute_error
‘neg_mean_squared_error’	metrics.mean_squared_error
‘neg_mean_squared_log_error’	metrics.mean_squared_log_error
‘neg_median_absolute_error’	metrics.median_absolute_error
‘r2’	metrics.r2_score

Sub-Tasks

• [ML] Implement a few regression metrics in one RegressionMetrics class: Resolved
• [ML] Provide an example with training of regression model and its evaluation: Resolved
• [ML] Refactor all examples with regression to use RegressionMetrics: Resolved