rmse를 y_true.std 로 나누어 일반화 시킨 normalized-rmse 사용
from sklearn.metrics import mean_squared_error
def calc_normalized_rmse(y_true, y_pred):
rmse = mean_squared_error(y_true, y_pred, squared=False)
return rmse/y_true.std()
# sklearn make_scorer 사용
from sklearn.metrics import make_scorer
nrmse = make_scorer(score_func=calc_normalized_rmse,
greater_is_better=False)