# 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, Optional, Union import torch from torch import Tensor from torchmetrics.functional.regression.tweedie_deviance import ( _tweedie_deviance_score_compute, _tweedie_deviance_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__ = ["TweedieDevianceScore.plot"] class TweedieDevianceScore(Metric): r"""Compute the `Tweedie Deviance Score`_. .. math:: deviance\_score(\hat{y},y) = \begin{cases} (\hat{y} - y)^2, & \text{for }p=0\\ 2 * (y * log(\frac{y}{\hat{y}}) + \hat{y} - y), & \text{for }p=1\\ 2 * (log(\frac{\hat{y}}{y}) + \frac{y}{\hat{y}} - 1), & \text{for }p=2\\ 2 * (\frac{(max(y,0))^{2 - p}}{(1 - p)(2 - p)} - \frac{y(\hat{y})^{1 - p}}{1 - p} + \frac{( \hat{y})^{2 - p}}{2 - p}), & \text{otherwise} \end{cases} where :math:`y` is a tensor of targets values, :math:`\hat{y}` is a tensor of predictions, and :math:`p` is the `power`. As input to ``forward`` and ``update`` the metric accepts the following input: - ``preds`` (:class:`~torch.Tensor`): Predicted float tensor with shape ``(N,...)`` - ``target`` (:class:`~torch.Tensor`): Ground truth float tensor with shape ``(N,...)`` As output of ``forward`` and ``compute`` the metric returns the following output: - ``deviance_score`` (:class:`~torch.Tensor`): A tensor with the deviance score Args: power: - power < 0 : Extreme stable distribution. (Requires: preds > 0.) - power = 0 : Normal distribution. (Requires: targets and preds can be any real numbers.) - power = 1 : Poisson distribution. (Requires: targets >= 0 and y_pred > 0.) - 1 < p < 2 : Compound Poisson distribution. (Requires: targets >= 0 and preds > 0.) - power = 2 : Gamma distribution. (Requires: targets > 0 and preds > 0.) - power = 3 : Inverse Gaussian distribution. (Requires: targets > 0 and preds > 0.) - otherwise : Positive stable distribution. (Requires: targets > 0 and preds > 0.) kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info. Example: >>> from torchmetrics.regression import TweedieDevianceScore >>> targets = torch.tensor([1.0, 2.0, 3.0, 4.0]) >>> preds = torch.tensor([4.0, 3.0, 2.0, 1.0]) >>> deviance_score = TweedieDevianceScore(power=2) >>> deviance_score(preds, targets) tensor(1.2083) """ is_differentiable: bool = True higher_is_better = None full_state_update: bool = False plot_lower_bound: float = 0.0 sum_deviance_score: Tensor num_observations: Tensor def __init__( self, power: float = 0.0, **kwargs: Any, ) -> None: super().__init__(**kwargs) if 0 < power < 1: raise ValueError(f"Deviance Score is not defined for power={power}.") self.power: float = power self.add_state("sum_deviance_score", torch.tensor(0.0), dist_reduce_fx="sum") self.add_state("num_observations", torch.tensor(0), dist_reduce_fx="sum") def update(self, preds: Tensor, targets: Tensor) -> None: """Update metric states with predictions and targets.""" sum_deviance_score, num_observations = _tweedie_deviance_score_update(preds, targets, self.power) self.sum_deviance_score += sum_deviance_score self.num_observations += num_observations def compute(self) -> Tensor: """Compute metric.""" return _tweedie_deviance_score_compute(self.sum_deviance_score, self.num_observations) 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 TweedieDevianceScore >>> metric = TweedieDevianceScore() >>> 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 TweedieDevianceScore >>> metric = TweedieDevianceScore() >>> values = [] >>> for _ in range(10): ... values.append(metric(randn(10,), randn(10,))) >>> fig, ax = metric.plot(values) """ return self._plot(val, ax)