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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 typing import Union
- import torch
- from torch import Tensor
- from torchmetrics.utilities import rank_zero_warn
- from torchmetrics.utilities.checks import _check_same_shape
- def _r2_score_update(preds: Tensor, target: Tensor) -> tuple[Tensor, Tensor, Tensor, int]:
- """Update and returns variables required to compute R2 score.
- Check for same shape and 1D/2D input tensors.
- Args:
- preds: Predicted tensor
- target: Ground truth tensor
- """
- _check_same_shape(preds, target)
- if preds.ndim > 2:
- raise ValueError(
- "Expected both prediction and target to be 1D or 2D tensors,"
- f" but received tensors with dimension {preds.shape}"
- )
- sum_obs = torch.sum(target, dim=0)
- sum_squared_obs = torch.sum(target * target, dim=0)
- residual = target - preds
- rss = torch.sum(residual * residual, dim=0)
- return sum_squared_obs, sum_obs, rss, target.size(0)
- def _r2_score_compute(
- sum_squared_obs: Tensor,
- sum_obs: Tensor,
- rss: Tensor,
- num_obs: Union[int, Tensor],
- adjusted: int = 0,
- multioutput: str = "uniform_average",
- ) -> Tensor:
- """Compute R2 score.
- Args:
- sum_squared_obs: Sum of square of all observations
- sum_obs: Sum of all observations
- rss: Residual sum of squares
- num_obs: Number of predictions or observations
- adjusted: number of independent regressors for calculating adjusted r2 score.
- 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]])
- >>> sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target)
- >>> _r2_score_compute(sum_squared_obs, sum_obs, rss, num_obs, multioutput="raw_values")
- tensor([0.9654, 0.9082])
- """
- if num_obs < 2:
- raise ValueError("Needs at least two samples to calculate r2 score.")
- mean_obs = sum_obs / num_obs
- tss = sum_squared_obs - sum_obs * mean_obs
- # Account for near constant targets
- cond_rss = ~torch.isclose(rss, torch.zeros_like(rss), atol=1e-4)
- cond_tss = ~torch.isclose(tss, torch.zeros_like(tss), atol=1e-4)
- cond = cond_rss & cond_tss
- raw_scores = torch.ones_like(rss)
- raw_scores[cond] = 1 - (rss[cond] / tss[cond])
- raw_scores[cond_rss & ~cond_tss] = 0.0
- if multioutput == "raw_values":
- r2 = raw_scores
- elif multioutput == "uniform_average":
- r2 = torch.mean(raw_scores)
- elif multioutput == "variance_weighted":
- tss_sum = torch.sum(tss)
- r2 = torch.sum(tss / tss_sum * raw_scores)
- else:
- raise ValueError(
- "Argument `multioutput` must be either `raw_values`,"
- f" `uniform_average` or `variance_weighted`. Received {multioutput}."
- )
- if adjusted < 0 or not isinstance(adjusted, int):
- raise ValueError("`adjusted` parameter should be an integer larger or equal to 0.")
- if adjusted != 0:
- if adjusted > num_obs - 1:
- rank_zero_warn(
- "More independent regressions than data points in adjusted r2 score. Falls back to standard r2 score.",
- UserWarning,
- )
- elif adjusted == num_obs - 1:
- rank_zero_warn("Division by zero in adjusted r2 score. Falls back to standard r2 score.", UserWarning)
- else:
- return 1 - (1 - r2) * (num_obs - 1) / (num_obs - adjusted - 1)
- return r2
- def r2_score(
- preds: Tensor,
- target: Tensor,
- adjusted: int = 0,
- multioutput: str = "uniform_average",
- ) -> Tensor:
- r"""Compute r2 score also known as `R2 Score_Coefficient Determination`_.
- .. math:: R^2 = 1 - \frac{SS_{res}}{SS_{tot}}
- where :math:`SS_{res}=\sum_i (y_i - f(x_i))^2` is the sum of residual squares, and
- :math:`SS_{tot}=\sum_i (y_i - \bar{y})^2` is total sum of squares. Can also calculate
- adjusted r2 score given by
- .. math:: R^2_{adj} = 1 - \frac{(1-R^2)(n-1)}{n-k-1}
- where the parameter :math:`k` (the number of independent regressors) should
- be provided as the ``adjusted`` argument.
- Args:
- preds: estimated labels
- target: ground truth labels
- adjusted: number of independent regressors for calculating adjusted r2 score.
- 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
- Raises:
- ValueError:
- If both ``preds`` and ``targets`` are not ``1D`` or ``2D`` tensors.
- ValueError:
- If ``len(preds)`` is less than ``2`` since at least ``2`` samples are needed to calculate r2 score.
- ValueError:
- If ``multioutput`` is not one of ``raw_values``, ``uniform_average`` or ``variance_weighted``.
- ValueError:
- If ``adjusted`` is not an ``integer`` greater than ``0``.
- Example:
- >>> from torchmetrics.functional.regression import r2_score
- >>> target = torch.tensor([3, -0.5, 2, 7])
- >>> preds = torch.tensor([2.5, 0.0, 2, 8])
- >>> r2_score(preds, target)
- tensor(0.9486)
- >>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]])
- >>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]])
- >>> r2_score(preds, target, multioutput='raw_values')
- tensor([0.9654, 0.9082])
- """
- sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target)
- return _r2_score_compute(sum_squared_obs, sum_obs, rss, num_obs, adjusted, multioutput)
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