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- # 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,
- )
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