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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.functional.regression.r2 import _r2_score_update
- def _relative_squared_error_compute(
- sum_squared_obs: Tensor,
- sum_obs: Tensor,
- sum_squared_error: Tensor,
- num_obs: Union[int, Tensor],
- squared: bool = True,
- ) -> Tensor:
- """Computes Relative Squared Error.
- Args:
- sum_squared_obs: Sum of square of all observations
- sum_obs: Sum of all observations
- sum_squared_error: Residual sum of squares
- num_obs: Number of predictions or observations
- squared: Returns RRSE value if set to False.
- Example:
- >>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]])
- >>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]])
- >>> # RSE uses the same update function as R2 score.
- >>> sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target)
- >>> _relative_squared_error_compute(sum_squared_obs, sum_obs, rss, num_obs, squared=True)
- tensor(0.0632)
- """
- epsilon = torch.finfo(sum_squared_error.dtype).eps
- rse = sum_squared_error / torch.clamp(sum_squared_obs - sum_obs * sum_obs / num_obs, min=epsilon)
- if not squared:
- rse = torch.sqrt(rse)
- return torch.mean(rse)
- def relative_squared_error(preds: Tensor, target: Tensor, squared: bool = True) -> Tensor:
- r"""Computes the relative squared error (RSE).
- .. math:: \text{RSE} = \frac{\sum_i^N(y_i - \hat{y_i})^2}{\sum_i^N(y_i - \overline{y})^2}
- Where :math:`y` is a tensor of target values with mean :math:`\overline{y}`, and
- :math:`\hat{y}` is a tensor of predictions.
- If `preds` and `targets` are 2D tensors, the RSE is averaged over the second dim.
- Args:
- preds: estimated labels
- target: ground truth labels
- squared: returns RRSE value if set to False
- Return:
- Tensor with RSE
- Example:
- >>> from torchmetrics.functional.regression import relative_squared_error
- >>> target = torch.tensor([3, -0.5, 2, 7])
- >>> preds = torch.tensor([2.5, 0.0, 2, 8])
- >>> relative_squared_error(preds, target)
- tensor(0.0514)
- """
- sum_squared_obs, sum_obs, rss, num_obs = _r2_score_update(preds, target)
- return _relative_squared_error_compute(sum_squared_obs, sum_obs, rss, num_obs, squared=squared)
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