fix: correct Tweedie deviance formula for power not in {0, 1}

docs/losses.html.md

@@ -436,7 +436,7 @@ d_{p}(y,\mu)
 y\,\ln\!\frac{y}{\mu}\;-\;(y-\mu),
 & p = 1\quad(\text{Poisson deviance}),\\[0.5em]
 \displaystyle
--2\Bigl[\ln\!\frac{y}{\mu}\;-\;\frac{y-\mu}{\mu}\Bigr],
+-\Bigl[\ln\!\frac{y}{\mu}\;-\;\frac{y-\mu}{\mu}\Bigr],
 & p = 2\quad(\text{Gamma deviance}).
 \end{cases}
 ```

tests/test_losses.py

@@ -176,7 +176,7 @@ def tweedie_deviance_single(y_true, y_pred, power, **kwargs):
     elif power == 1:
         return np.mean(2 * (y_true * np.log(y_true / y_pred) - (y_true - y_pred)))
     elif power == 2:
-        return np.mean(2 * (np.log(y_pred) - np.log(y_true)) + y_true / y_pred - 1)
+        return np.mean(2 * ((np.log(y_pred) - np.log(y_true)) + y_true / y_pred - 1))
     else:
         return np.mean(
             2
@@ -235,6 +235,14 @@ def linex_single(y_true, y_pred, a=1.0, **kwargs):
             partial(ufl.tweedie_deviance, power=2),
             partial(tweedie_deviance_single, power=2),
         ),
+        (
+            partial(ufl.tweedie_deviance, power=1.5),
+            partial(tweedie_deviance_single, power=1.5),
+        ),
+        (
+            partial(ufl.tweedie_deviance, power=2.5),
+            partial(tweedie_deviance_single, power=2.5),
+        ),
     ],
 )
 def test_loss(engine, utils_fn, single_fn):

utilsforecast/losses.py

@@ -1232,9 +1232,12 @@ def gen_expr(model):
 
         def gen_expr(model):
             return (
-                2 * (nw.col(model).log() - nw.col(target_col).log())
-                + (nw.col(target_col) / nw.col(model))
-                - 1
+                2
+                * (
+                    (nw.col(model).log() - nw.col(target_col).log())
+                    + (nw.col(target_col) / nw.col(model))
+                    - 1
+                )
             ).alias(model)
 
     else:
@@ -1245,9 +1248,13 @@ def gen_expr(model):
                 * (
                     nw.col(target_col).clip(0) ** (2 - power)
                     / ((1 - power) * (2 - power))
+                    - (
+                        nw.col(target_col)
+                        * (nw.col(model) ** (1 - power))
+                        / (1 - power)
+                    )
+                    + (nw.col(model) ** (2 - power) / (2 - power))
                 )
-                - (nw.col(target_col) * (nw.col(model) ** (1 - power)) / (1 - power))
-                + (nw.col(model) ** (2 - power) / (2 - power))
             ).alias(model)
 
     return _nw_agg_expr(