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test: add probabilistic objective regression coverage#504

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kshirajahere wants to merge 1 commit intomllam:mainfrom
kshirajahere:test/probabilistic-objective-regressions
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test: add probabilistic objective regression coverage#504
kshirajahere wants to merge 1 commit intomllam:mainfrom
kshirajahere:test/probabilistic-objective-regressions

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@kshirajahere
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Describe your changes

  • add tests/test_probabilistic_objectives.py
  • verify exact inverse-scaling behavior for wmse and wmae
  • verify that nll and crps_gauss prefer a finite predictive std near the residual scale in a simple fixed-residual setup
  • verify that probabilistic losses behave identically for broadcasted vs fully expanded pred_std
  • add a changelog maintenance entry

Issue Link

Closes #503
Related to the probabilistic-loss correctness discussions in #363 and #347, and to the probabilistic model groundwork needed for #62.

Type of change

  • 🐛 Bug fix (non-breaking change that fixes an issue)
  • ✨ New feature (non-breaking change that adds functionality)
  • 💥 Breaking change (fix or feature that would cause existing functionality to not work as expected)
  • 📖 Documentation (Addition or improvements to documentation)

Checklist before requesting a review

  • My branch is up-to-date with the target branch - if not update your fork with the changes from the target branch (use pull with --rebase option if possible).
  • I have performed a self-review of my code
  • For any new/modified functions/classes I have added docstrings that clearly describe its purpose, expected inputs and returned values
  • I have placed in-line comments to clarify the intent of any hard-to-understand passages of my code
  • I have updated the README to cover introduced code changes
  • I have added tests that prove my fix is effective or that my feature works
  • I have given the PR a name that clearly describes the change, written in imperative form (context).
  • I have requested a reviewer and an assignee (assignee is responsible for merging). This applies only if you have write access to the repo, otherwise feel free to tag a maintainer to add a reviewer and assignee.

Checklist for reviewers

Each PR comes with its own improvements and flaws. The reviewer should check the following:

  • the code is readable
  • the code is well tested
  • the code is documented (including return types and parameters)
  • the code is easy to maintain

Author checklist after completed review

  • I have added a line to the CHANGELOG describing this change, in a section
    reflecting type of change (add section where missing):
    • added: when you have added new functionality
    • changed: when default behaviour of the code has been changed
    • fixes: when your contribution fixes a bug
    • maintenance: when your contribution is relates to repo maintenance, e.g. CI/CD or documentation

Checklist for assignee

  • PR is up to date with the base branch
  • the tests pass
  • (if the PR is not just maintenance/bugfix) the PR is assigned to the next milestone. If it is not, propose it for a future milestone.
  • author has added an entry to the changelog (and designated the change as added, changed, fixed or maintenance)
  • Once the PR is ready to be merged, squash commits and merge the PR.

@kshirajahere
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@leifdenby @joeloskarsson Please have a look :)

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[Test] Add probabilistic objective regression coverage for weighted/probabilistic losses

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