sxjscience commented on issue #18046: Proposal to mxnet.metric URL: https://github.com/apache/incubator-mxnet/issues/18046#issuecomment-614734035 Also, I suggest to remove the option of `macro` averaging. I don't think the current implementation is correct. In scikit-learn, there is no `macro` option for MAE (https://scikit-learn.org/stable/modules/generated/sklearn.metrics.mean_absolute_error.html#sklearn.metrics.mean_absolute_error), MSE (https://scikit-learn.org/stable/modules/generated/sklearn.metrics.mean_squared_error.html#sklearn.metrics.mean_squared_error). And for F1 score, the `macro` option is used for multi-label/multi-class prediction. See also: https://github.com/apache/incubator-mxnet/issues/9586#issuecomment-365427676
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