# 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 collections.abc import Sequence from typing import Any, List, Optional, Union from torch import Tensor from torchmetrics.functional.regression.spearman import _spearman_corrcoef_compute, _spearman_corrcoef_update from torchmetrics.metric import Metric from torchmetrics.utilities import rank_zero_warn from torchmetrics.utilities.data import dim_zero_cat from torchmetrics.utilities.imports import _MATPLOTLIB_AVAILABLE from torchmetrics.utilities.plot import _AX_TYPE, _PLOT_OUT_TYPE if not _MATPLOTLIB_AVAILABLE: __doctest_skip__ = ["SpearmanCorrCoef.plot"] class SpearmanCorrCoef(Metric): r"""Compute `spearmans rank correlation coefficient`_. .. math: r_s = = \frac{cov(rg_x, rg_y)}{\sigma_{rg_x} * \sigma_{rg_y}} where :math:`rg_x` and :math:`rg_y` are the rank associated to the variables :math:`x` and :math:`y`. Spearmans correlations coefficient corresponds to the standard pearsons correlation coefficient calculated on the rank variables. 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,d)`` - ``target`` (:class:`~torch.Tensor`): Ground truth values in float tensor with shape ``(N,d)`` As output of ``forward`` and ``compute`` the metric returns the following output: - ``spearman`` (:class:`~torch.Tensor`): A tensor with the spearman correlation(s) Args: num_outputs: Number of outputs in multioutput setting kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info. Example (single output regression): >>> from torch import tensor >>> from torchmetrics.regression import SpearmanCorrCoef >>> target = tensor([3, -0.5, 2, 7]) >>> preds = tensor([2.5, 0.0, 2, 8]) >>> spearman = SpearmanCorrCoef() >>> spearman(preds, target) tensor(1.0000) Example (multi output regression): >>> from torchmetrics.regression import SpearmanCorrCoef >>> target = tensor([[3, -0.5], [2, 7]]) >>> preds = tensor([[2.5, 0.0], [2, 8]]) >>> spearman = SpearmanCorrCoef(num_outputs=2) >>> spearman(preds, target) tensor([1.0000, 1.0000]) """ is_differentiable: bool = False higher_is_better: bool = True full_state_update: bool = False plot_lower_bound: float = -1.0 plot_upper_bound: float = 1.0 preds: List[Tensor] target: List[Tensor] def __init__( self, num_outputs: int = 1, **kwargs: Any, ) -> None: super().__init__(**kwargs) rank_zero_warn( "Metric `SpearmanCorrcoef` will save all targets and predictions in the buffer." " For large datasets, this may lead to large memory footprint." ) if not isinstance(num_outputs, int) and num_outputs < 1: raise ValueError(f"Expected argument `num_outputs` to be an int larger than 0, but got {num_outputs}") self.num_outputs = num_outputs self.add_state("preds", default=[], dist_reduce_fx="cat") self.add_state("target", default=[], dist_reduce_fx="cat") def update(self, preds: Tensor, target: Tensor) -> None: """Update state with predictions and targets.""" preds, target = _spearman_corrcoef_update(preds, target, num_outputs=self.num_outputs) self.preds.append(preds.to(self.dtype)) self.target.append(target.to(self.dtype)) def compute(self) -> Tensor: """Compute Spearman's correlation coefficient.""" preds = dim_zero_cat(self.preds) target = dim_zero_cat(self.target) return _spearman_corrcoef_compute(preds, target) 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 SpearmanCorrCoef >>> metric = SpearmanCorrCoef() >>> 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 SpearmanCorrCoef >>> metric = SpearmanCorrCoef() >>> values = [] >>> for _ in range(10): ... values.append(metric(randn(10,), randn(10,))) >>> fig, ax = metric.plot(values) """ return self._plot(val, ax)