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from typing import Union |
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import torch |
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from torch import Tensor |
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from torchmetrics.functional.regression.r2 import _r2_score_update |
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def _relative_squared_error_compute( |
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sum_squared_obs: Tensor, |
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sum_obs: Tensor, |
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sum_squared_error: Tensor, |
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num_obs: Union[int, Tensor], |
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squared: bool = True, |
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) -> Tensor: |
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"""Computes Relative Squared Error. |
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Args: |
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sum_squared_obs: Sum of square of all observations |
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sum_obs: Sum of all observations |
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sum_squared_error: Residual sum of squares |
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num_obs: Number of predictions or observations |
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squared: Returns RRSE value if set to False. |
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Example: |
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>>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]]) |
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>>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]]) |
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>>> # RSE uses the same update function as R2 score. |
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>>> sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target) |
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>>> _relative_squared_error_compute(sum_squared_obs, sum_obs, rss, num_obs, squared=True) |
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tensor(0.0632) |
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""" |
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epsilon = torch.finfo(sum_squared_error.dtype).eps |
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rse = sum_squared_error / torch.clamp(sum_squared_obs - sum_obs * sum_obs / num_obs, min=epsilon) |
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if not squared: |
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rse = torch.sqrt(rse) |
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return torch.mean(rse) |
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def relative_squared_error(preds: Tensor, target: Tensor, squared: bool = True) -> Tensor: |
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r"""Computes the relative squared error (RSE). |
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.. math:: \text{RSE} = \frac{\sum_i^N(y_i - \hat{y_i})^2}{\sum_i^N(y_i - \overline{y})^2} |
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Where :math:`y` is a tensor of target values with mean :math:`\overline{y}`, and |
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:math:`\hat{y}` is a tensor of predictions. |
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If `preds` and `targets` are 2D tensors, the RSE is averaged over the second dim. |
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Args: |
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preds: estimated labels |
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target: ground truth labels |
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squared: returns RRSE value if set to False |
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Return: |
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Tensor with RSE |
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Example: |
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>>> from torchmetrics.functional.regression import relative_squared_error |
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>>> target = torch.tensor([3, -0.5, 2, 7]) |
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>>> preds = torch.tensor([2.5, 0.0, 2, 8]) |
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>>> relative_squared_error(preds, target) |
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tensor(0.0514) |
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""" |
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sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target) |
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return _relative_squared_error_compute(sum_squared_obs, sum_obs, rss, num_obs, squared=squared) |
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