How to get the actual mean absolute error in cross validation after transforming the target variable y?

Question

For a target variable y, it is transformed using np.log1p. Then a random forest regression model is trained using the transformed y.

Then I tried to use cross_val_score in sklearn to compute the neg_mean_absolute_error. The mean of the returned scores is -0.17. Should I convert it back by using np.emp1(0.17)?

But the error is too small. As I am predicting housing price. The error should be much larger than this.

Answer 1

You should be able to calculate the mean absolute error (MAE) using just very basic functions in Python. If y is your target variable and you used your transformed target variable y_trans to train the model, you will get a transformed outcome variable out_trans. To get a meaningful MAE, in housing price e.g., you would have to transform your outcome variable,out_trans, using the inverse transformation function you used in y. Note that this is different from transforming the MAE itself, as you suggested. After that, the MAE is just the mean of the differences between y and out, in module:

import numpy as np
mae = np.mean(abs(y) - abs(out))

You could of course compute the MAE with the transformed quantities, but as you said, the unit won't be that meaningful.