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Add rank correlation metrics #3276
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Thanks for the PR @kzkadc , I left few comments now about how to handle the imports of scipy in the code. I'll check the tests and docs a bit later, but overall implementation looks ok to me.
Please also check code formatting, unit tests CI is also failed due to too long line |
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LGTM, thanks for the PR @kzkadc !
CI failures are unrelated, submitted a temporary fix with mlflow version constraints. Once #3278 is merged let's update this PR, rerun the CI and merge if all is green. |
Description: added Spearman and Kendall rank correlation coefficient metrics.
https://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
https://en.wikipedia.org/wiki/Kendall_rank_correlation_coefficient
Check list: