|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
from collections.abc import Sequence |
|
from typing import Any, Optional, Union |
|
|
|
from torch import Tensor, tensor |
|
|
|
from torchmetrics.functional.regression.r2 import _r2_score_compute, _r2_score_update |
|
from torchmetrics.metric import Metric |
|
from torchmetrics.utilities.imports import _MATPLOTLIB_AVAILABLE |
|
from torchmetrics.utilities.plot import _AX_TYPE, _PLOT_OUT_TYPE |
|
|
|
if not _MATPLOTLIB_AVAILABLE: |
|
__doctest_skip__ = ["R2Score.plot"] |
|
|
|
|
|
class R2Score(Metric): |
|
r"""Compute r2 score also known as `R2 Score_Coefficient Determination`_. |
|
|
|
.. math:: R^2 = 1 - \frac{SS_{res}}{SS_{tot}} |
|
|
|
where :math:`SS_{res}=\sum_i (y_i - f(x_i))^2` is the sum of residual squares, and |
|
:math:`SS_{tot}=\sum_i (y_i - \bar{y})^2` is total sum of squares. Can also calculate |
|
adjusted r2 score given by |
|
|
|
.. math:: R^2_{adj} = 1 - \frac{(1-R^2)(n-1)}{n-k-1} |
|
|
|
where the parameter :math:`k` (the number of independent regressors) should be provided as the `adjusted` argument. |
|
The score is only proper defined when :math:`SS_{tot}\neq 0`, which can happen for near constant targets. In this |
|
case a score of 0 is returned. By definition the score is bounded between :math:`-inf` and 1.0, with 1.0 indicating |
|
perfect prediction, 0 indicating constant prediction and negative values indicating worse than constant prediction. |
|
|
|
As input to ``forward`` and ``update`` the metric accepts the following input: |
|
|
|
- ``preds`` (:class:`~torch.Tensor`): Predictions from model in float tensor with shape ``(N,)`` |
|
or ``(N, M)`` (multioutput) |
|
- ``target`` (:class:`~torch.Tensor`): Ground truth values in float tensor with shape ``(N,)`` |
|
or ``(N, M)`` (multioutput) |
|
|
|
As output of ``forward`` and ``compute`` the metric returns the following output: |
|
|
|
- ``r2score`` (:class:`~torch.Tensor`): A tensor with the r2 score(s) |
|
|
|
In the case of multioutput, as default the variances will be uniformly averaged over the additional dimensions. |
|
Please see argument ``multioutput`` for changing this behavior. |
|
|
|
Args: |
|
num_outputs: Number of outputs in multioutput setting |
|
adjusted: number of independent regressors for calculating adjusted r2 score. |
|
multioutput: Defines aggregation in the case of multiple output scores. Can be one of the following strings: |
|
|
|
* ``'raw_values'`` returns full set of scores |
|
* ``'uniform_average'`` scores are uniformly averaged |
|
* ``'variance_weighted'`` scores are weighted by their individual variances |
|
kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info. |
|
|
|
.. warning:: |
|
Argument ``num_outputs`` in ``R2Score`` has been deprecated because it is no longer necessary and will be |
|
removed in v1.6.0 of TorchMetrics. The number of outputs is now automatically inferred from the shape |
|
of the input tensors. |
|
|
|
Raises: |
|
ValueError: |
|
If ``adjusted`` parameter is not an integer larger or equal to 0. |
|
ValueError: |
|
If ``multioutput`` is not one of ``"raw_values"``, ``"uniform_average"`` or ``"variance_weighted"``. |
|
|
|
Example (single output): |
|
>>> from torch import tensor |
|
>>> from torchmetrics.regression import R2Score |
|
>>> target = tensor([3, -0.5, 2, 7]) |
|
>>> preds = tensor([2.5, 0.0, 2, 8]) |
|
>>> r2score = R2Score() |
|
>>> r2score(preds, target) |
|
tensor(0.9486) |
|
|
|
Example (multioutput): |
|
>>> from torch import tensor |
|
>>> from torchmetrics.regression import R2Score |
|
>>> target = tensor([[0.5, 1], [-1, 1], [7, -6]]) |
|
>>> preds = tensor([[0, 2], [-1, 2], [8, -5]]) |
|
>>> r2score = R2Score(multioutput='raw_values') |
|
>>> r2score(preds, target) |
|
tensor([0.9654, 0.9082]) |
|
|
|
""" |
|
|
|
is_differentiable: bool = True |
|
higher_is_better: bool = True |
|
full_state_update: bool = False |
|
plot_upper_bound: float = 1.0 |
|
|
|
sum_squared_error: Tensor |
|
sum_error: Tensor |
|
residual: Tensor |
|
total: Tensor |
|
|
|
def __init__( |
|
self, |
|
adjusted: int = 0, |
|
multioutput: str = "uniform_average", |
|
**kwargs: Any, |
|
) -> None: |
|
super().__init__(**kwargs) |
|
if adjusted < 0 or not isinstance(adjusted, int): |
|
raise ValueError("`adjusted` parameter should be an integer larger or equal to 0.") |
|
self.adjusted = adjusted |
|
|
|
allowed_multioutput = ("raw_values", "uniform_average", "variance_weighted") |
|
if multioutput not in allowed_multioutput: |
|
raise ValueError( |
|
f"Invalid input to argument `multioutput`. Choose one of the following: {allowed_multioutput}" |
|
) |
|
self.multioutput = multioutput |
|
|
|
self.add_state("sum_squared_error", default=tensor(0.0), dist_reduce_fx="sum") |
|
self.add_state("sum_error", default=tensor(0.0), dist_reduce_fx="sum") |
|
self.add_state("residual", default=tensor(0.0), dist_reduce_fx="sum") |
|
self.add_state("total", default=tensor(0), dist_reduce_fx="sum") |
|
|
|
def update(self, preds: Tensor, target: Tensor) -> None: |
|
"""Update state with predictions and targets.""" |
|
sum_squared_error, sum_error, residual, total = _r2_score_update(preds, target) |
|
|
|
self.sum_squared_error = self.sum_squared_error + sum_squared_error |
|
self.sum_error = self.sum_error + sum_error |
|
self.residual = self.residual + residual |
|
self.total = self.total + total |
|
|
|
def compute(self) -> Tensor: |
|
"""Compute r2 score over the metric states.""" |
|
return _r2_score_compute( |
|
self.sum_squared_error, self.sum_error, self.residual, self.total, self.adjusted, self.multioutput |
|
) |
|
|
|
def plot( |
|
self, val: Optional[Union[Tensor, Sequence[Tensor]]] = None, ax: Optional[_AX_TYPE] = None |
|
) -> _PLOT_OUT_TYPE: |
|
"""Plot a single or multiple values from the metric. |
|
|
|
Args: |
|
val: Either a single result from calling `metric.forward` or `metric.compute` or a list of these results. |
|
If no value is provided, will automatically call `metric.compute` and plot that result. |
|
ax: An matplotlib axis object. If provided will add plot to that axis |
|
|
|
Returns: |
|
Figure and Axes object |
|
|
|
Raises: |
|
ModuleNotFoundError: |
|
If `matplotlib` is not installed |
|
|
|
.. plot:: |
|
:scale: 75 |
|
|
|
>>> from torch import randn |
|
>>> # Example plotting a single value |
|
>>> from torchmetrics.regression import R2Score |
|
>>> metric = R2Score() |
|
>>> metric.update(randn(10,), randn(10,)) |
|
>>> fig_, ax_ = metric.plot() |
|
|
|
.. plot:: |
|
:scale: 75 |
|
|
|
>>> from torch import randn |
|
>>> # Example plotting multiple values |
|
>>> from torchmetrics.regression import R2Score |
|
>>> metric = R2Score() |
|
>>> values = [] |
|
>>> for _ in range(10): |
|
... values.append(metric(randn(10,), randn(10,))) |
|
>>> fig, ax = metric.plot(values) |
|
|
|
""" |
|
return self._plot(val, ax) |
|
|