Metrics ======= Distances --------- Wasserstein ~~~~~~~~~~~ In mathematics, the `Wasserstein`_ distance or Kantorovich–Rubinstein metric is a distance function defined between probability distributions on a given metric space M. .. _Wasserstein: https://en.wikipedia.org/wiki/Wasserstein_metric .. code-block:: python from scipy.stats import wasserstein_distance, beta wasserstein_distance([1,2,3,4],[1,2,3,4,4]) x = np.linspace(0, 1, 100) dist1 = stats.beta.pdf(x,5,5) dist2 = stats.beta.pdf(x,8,5) ws_distance = wasserstein_distance(dist1,dist2) Sklearn Metrics ~~~~~~~~~~~~~~~ To import or get the short name of all metrics in sklearn. .. code-block:: python from sklearn.metrics import SCORERS SCORERS.keys()