# 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 Union import torch from torch import Tensor from typing_extensions import Literal from torchmetrics.utilities.checks import _check_same_shape ALLOWED_MULTIOUTPUT = ("raw_values", "uniform_average", "variance_weighted") def _explained_variance_update(preds: Tensor, target: Tensor) -> tuple[int, Tensor, Tensor, Tensor, Tensor]: """Update and returns variables required to compute Explained Variance. Checks for same shape of input tensors. Args: preds: Predicted tensor target: Ground truth tensor """ _check_same_shape(preds, target) num_obs = preds.size(0) sum_error = torch.sum(target - preds, dim=0) diff = target - preds sum_squared_error = torch.sum(diff * diff, dim=0) sum_target = torch.sum(target, dim=0) sum_squared_target = torch.sum(target * target, dim=0) return num_obs, sum_error, sum_squared_error, sum_target, sum_squared_target def _explained_variance_compute( num_obs: Union[int, Tensor], sum_error: Tensor, sum_squared_error: Tensor, sum_target: Tensor, sum_squared_target: Tensor, multioutput: Literal["raw_values", "uniform_average", "variance_weighted"] = "uniform_average", ) -> Tensor: """Compute Explained Variance. Args: num_obs: Number of predictions or observations sum_error: Sum of errors over all observations sum_squared_error: Sum of square of errors over all observations sum_target: Sum of target values sum_squared_target: Sum of squares of target values 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 Example: >>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]]) >>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]]) >>> num_obs, sum_error, ss_error, sum_target, ss_target = _explained_variance_update(preds, target) >>> _explained_variance_compute(num_obs, sum_error, ss_error, sum_target, ss_target, multioutput='raw_values') tensor([0.9677, 1.0000]) """ diff_avg = sum_error / num_obs numerator = sum_squared_error / num_obs - (diff_avg * diff_avg) target_avg = sum_target / num_obs denominator = sum_squared_target / num_obs - (target_avg * target_avg) # Take care of division by zero nonzero_numerator = numerator != 0 nonzero_denominator = denominator != 0 valid_score = nonzero_numerator & nonzero_denominator output_scores = torch.ones_like(diff_avg) output_scores[valid_score] = 1.0 - (numerator[valid_score] / denominator[valid_score]) output_scores[nonzero_numerator & ~nonzero_denominator] = 0.0 # Decide what to do in multioutput case # Todo: allow user to pass in tensor with weights if multioutput == "raw_values": return output_scores if multioutput == "uniform_average": return torch.mean(output_scores) denom_sum = torch.sum(denominator) return torch.sum(denominator / denom_sum * output_scores) def explained_variance( preds: Tensor, target: Tensor, multioutput: Literal["raw_values", "uniform_average", "variance_weighted"] = "uniform_average", ) -> Union[Tensor, Sequence[Tensor]]: """Compute explained variance. Args: preds: estimated labels target: ground truth labels 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 Example: >>> from torchmetrics.functional.regression import explained_variance >>> target = torch.tensor([3, -0.5, 2, 7]) >>> preds = torch.tensor([2.5, 0.0, 2, 8]) >>> explained_variance(preds, target) tensor(0.9572) >>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]]) >>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]]) >>> explained_variance(preds, target, multioutput='raw_values') tensor([0.9677, 1.0000]) """ if multioutput not in ALLOWED_MULTIOUTPUT: raise ValueError(f"Invalid input to argument `multioutput`. Choose one of the following: {ALLOWED_MULTIOUTPUT}") num_obs, sum_error, sum_squared_error, sum_target, sum_squared_target = _explained_variance_update(preds, target) return _explained_variance_compute( num_obs, sum_error, sum_squared_error, sum_target, sum_squared_target, multioutput, )