# 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. import torch from torch import Tensor from torchmetrics.utilities.checks import _check_same_shape from torchmetrics.utilities.compute import _safe_xlogy def _tweedie_deviance_score_update(preds: Tensor, targets: Tensor, power: float = 0.0) -> tuple[Tensor, Tensor]: """Update and returns variables required to compute Deviance Score for the given power. Check for same shape of input tensors. Args: preds: Predicted tensor targets: Ground truth tensor power: see :func:`tweedie_deviance_score` Example: >>> targets = torch.tensor([1.0, 2.0, 3.0, 4.0]) >>> preds = torch.tensor([4.0, 3.0, 2.0, 1.0]) >>> _tweedie_deviance_score_update(preds, targets, power=2) (tensor(4.8333), tensor(4)) """ _check_same_shape(preds, targets) zero_tensor = torch.zeros(preds.shape, device=preds.device) if 0 < power < 1: raise ValueError(f"Deviance Score is not defined for power={power}.") if power == 0: deviance_score = torch.pow(targets - preds, exponent=2) elif power == 1: # Poisson distribution if torch.any(preds <= 0) or torch.any(targets < 0): raise ValueError( f"For power={power}, 'preds' has to be strictly positive and 'targets' cannot be negative." ) deviance_score = 2 * (_safe_xlogy(targets, targets / preds) + preds - targets) elif power == 2: # Gamma distribution if torch.any(preds <= 0) or torch.any(targets <= 0): raise ValueError(f"For power={power}, both 'preds' and 'targets' have to be strictly positive.") deviance_score = 2 * (torch.log(preds / targets) + (targets / preds) - 1) else: if power < 0: if torch.any(preds <= 0): raise ValueError(f"For power={power}, 'preds' has to be strictly positive.") elif 1 < power < 2: if torch.any(preds <= 0) or torch.any(targets < 0): raise ValueError( f"For power={power}, 'targets' has to be strictly positive and 'preds' cannot be negative." ) else: if torch.any(preds <= 0) or torch.any(targets <= 0): raise ValueError(f"For power={power}, both 'preds' and 'targets' have to be strictly positive.") term_1 = torch.pow(torch.max(targets, zero_tensor), 2 - power) / ((1 - power) * (2 - power)) term_2 = targets * torch.pow(preds, 1 - power) / (1 - power) term_3 = torch.pow(preds, 2 - power) / (2 - power) deviance_score = 2 * (term_1 - term_2 + term_3) sum_deviance_score = torch.sum(deviance_score) num_observations = torch.tensor(torch.numel(deviance_score), device=preds.device) return sum_deviance_score, num_observations def _tweedie_deviance_score_compute(sum_deviance_score: Tensor, num_observations: Tensor) -> Tensor: """Compute Deviance Score. Args: sum_deviance_score: Sum of deviance scores accumulated until now. num_observations: Number of observations encountered until now. Example: >>> targets = torch.tensor([1.0, 2.0, 3.0, 4.0]) >>> preds = torch.tensor([4.0, 3.0, 2.0, 1.0]) >>> sum_deviance_score, num_observations = _tweedie_deviance_score_update(preds, targets, power=2) >>> _tweedie_deviance_score_compute(sum_deviance_score, num_observations) tensor(1.2083) """ return sum_deviance_score / num_observations def tweedie_deviance_score(preds: Tensor, targets: Tensor, power: float = 0.0) -> Tensor: 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`. Args: preds: Predicted tensor with shape ``(N,...)`` targets: Ground truth tensor with shape ``(N,...)`` 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.) Example: >>> from torchmetrics.functional.regression import tweedie_deviance_score >>> targets = torch.tensor([1.0, 2.0, 3.0, 4.0]) >>> preds = torch.tensor([4.0, 3.0, 2.0, 1.0]) >>> tweedie_deviance_score(preds, targets, power=2) tensor(1.2083) """ sum_deviance_score, num_observations = _tweedie_deviance_score_update(preds, targets, power=power) return _tweedie_deviance_score_compute(sum_deviance_score, num_observations)