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ML Academy

Introduced on day 18

Metric waterfall

A decomposition of the change in a metric between two versions or periods into additive steps by slice or driver that sum to the total change.

In detail

It works for additive quantities such as total absolute error, squared-error sums or euros. RMSE and ratios are not additive: decompose the sums beneath them (MSE, numerator and denominator), then report the ratio once. Each step is the slice's volume times the change in its average.