# Copyright The Lightning team. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from typing import Union import torch from torch import Tensor from torchmetrics.functional.regression.r2 import _r2_score_update def _relative_squared_error_compute( sum_squared_obs: Tensor, sum_obs: Tensor, sum_squared_error: Tensor, num_obs: Union[int, Tensor], squared: bool = True, ) -> Tensor: """Computes Relative Squared Error. Args: sum_squared_obs: Sum of square of all observations sum_obs: Sum of all observations sum_squared_error: Residual sum of squares num_obs: Number of predictions or observations squared: Returns RRSE value if set to False. Example: >>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]]) >>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]]) >>> # RSE uses the same update function as R2 score. >>> sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target) >>> _relative_squared_error_compute(sum_squared_obs, sum_obs, rss, num_obs, squared=True) tensor(0.0632) """ epsilon = torch.finfo(sum_squared_error.dtype).eps rse = sum_squared_error / torch.clamp(sum_squared_obs - sum_obs * sum_obs / num_obs, min=epsilon) if not squared: rse = torch.sqrt(rse) return torch.mean(rse) def relative_squared_error(preds: Tensor, target: Tensor, squared: bool = True) -> Tensor: r"""Computes the relative squared error (RSE). .. math:: \text{RSE} = \frac{\sum_i^N(y_i - \hat{y_i})^2}{\sum_i^N(y_i - \overline{y})^2} Where :math:`y` is a tensor of target values with mean :math:`\overline{y}`, and :math:`\hat{y}` is a tensor of predictions. If `preds` and `targets` are 2D tensors, the RSE is averaged over the second dim. Args: preds: estimated labels target: ground truth labels squared: returns RRSE value if set to False Return: Tensor with RSE Example: >>> from torchmetrics.functional.regression import relative_squared_error >>> target = torch.tensor([3, -0.5, 2, 7]) >>> preds = torch.tensor([2.5, 0.0, 2, 8]) >>> relative_squared_error(preds, target) tensor(0.0514) """ sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target) return _relative_squared_error_compute(sum_squared_obs, sum_obs, rss, num_obs, squared=squared)