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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 Any, List, Optional, Union
- from torch import Tensor
- from torchmetrics.functional.regression.spearman import _spearman_corrcoef_compute, _spearman_corrcoef_update
- from torchmetrics.metric import Metric
- from torchmetrics.utilities import rank_zero_warn
- from torchmetrics.utilities.data import dim_zero_cat
- from torchmetrics.utilities.imports import _MATPLOTLIB_AVAILABLE
- from torchmetrics.utilities.plot import _AX_TYPE, _PLOT_OUT_TYPE
- if not _MATPLOTLIB_AVAILABLE:
- __doctest_skip__ = ["SpearmanCorrCoef.plot"]
- class SpearmanCorrCoef(Metric):
- r"""Compute `spearmans rank correlation coefficient`_.
- .. math:
- r_s = = \frac{cov(rg_x, rg_y)}{\sigma_{rg_x} * \sigma_{rg_y}}
- where :math:`rg_x` and :math:`rg_y` are the rank associated to the variables :math:`x` and :math:`y`.
- Spearmans correlations coefficient corresponds to the standard pearsons correlation coefficient calculated
- on the rank variables.
- As input to ``forward`` and ``update`` the metric accepts the following input:
- - ``preds`` (:class:`~torch.Tensor`): Predictions from model in float tensor with shape ``(N,d)``
- - ``target`` (:class:`~torch.Tensor`): Ground truth values in float tensor with shape ``(N,d)``
- As output of ``forward`` and ``compute`` the metric returns the following output:
- - ``spearman`` (:class:`~torch.Tensor`): A tensor with the spearman correlation(s)
- Args:
- num_outputs: Number of outputs in multioutput setting
- kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info.
- Example (single output regression):
- >>> from torch import tensor
- >>> from torchmetrics.regression import SpearmanCorrCoef
- >>> target = tensor([3, -0.5, 2, 7])
- >>> preds = tensor([2.5, 0.0, 2, 8])
- >>> spearman = SpearmanCorrCoef()
- >>> spearman(preds, target)
- tensor(1.0000)
- Example (multi output regression):
- >>> from torchmetrics.regression import SpearmanCorrCoef
- >>> target = tensor([[3, -0.5], [2, 7]])
- >>> preds = tensor([[2.5, 0.0], [2, 8]])
- >>> spearman = SpearmanCorrCoef(num_outputs=2)
- >>> spearman(preds, target)
- tensor([1.0000, 1.0000])
- """
- is_differentiable: bool = False
- higher_is_better: bool = True
- full_state_update: bool = False
- plot_lower_bound: float = -1.0
- plot_upper_bound: float = 1.0
- preds: List[Tensor]
- target: List[Tensor]
- def __init__(
- self,
- num_outputs: int = 1,
- **kwargs: Any,
- ) -> None:
- super().__init__(**kwargs)
- rank_zero_warn(
- "Metric `SpearmanCorrcoef` will save all targets and predictions in the buffer."
- " For large datasets, this may lead to large memory footprint."
- )
- if not isinstance(num_outputs, int) and num_outputs < 1:
- raise ValueError(f"Expected argument `num_outputs` to be an int larger than 0, but got {num_outputs}")
- self.num_outputs = num_outputs
- self.add_state("preds", default=[], dist_reduce_fx="cat")
- self.add_state("target", default=[], dist_reduce_fx="cat")
- def update(self, preds: Tensor, target: Tensor) -> None:
- """Update state with predictions and targets."""
- preds, target = _spearman_corrcoef_update(preds, target, num_outputs=self.num_outputs)
- self.preds.append(preds.to(self.dtype))
- self.target.append(target.to(self.dtype))
- def compute(self) -> Tensor:
- """Compute Spearman's correlation coefficient."""
- preds = dim_zero_cat(self.preds)
- target = dim_zero_cat(self.target)
- return _spearman_corrcoef_compute(preds, target)
- def plot(
- self, val: Optional[Union[Tensor, Sequence[Tensor]]] = None, ax: Optional[_AX_TYPE] = None
- ) -> _PLOT_OUT_TYPE:
- """Plot a single or multiple values from the metric.
- Args:
- val: Either a single result from calling `metric.forward` or `metric.compute` or a list of these results.
- If no value is provided, will automatically call `metric.compute` and plot that result.
- ax: An matplotlib axis object. If provided will add plot to that axis
- Returns:
- Figure and Axes object
- Raises:
- ModuleNotFoundError:
- If `matplotlib` is not installed
- .. plot::
- :scale: 75
- >>> from torch import randn
- >>> # Example plotting a single value
- >>> from torchmetrics.regression import SpearmanCorrCoef
- >>> metric = SpearmanCorrCoef()
- >>> metric.update(randn(10,), randn(10,))
- >>> fig_, ax_ = metric.plot()
- .. plot::
- :scale: 75
- >>> from torch import randn
- >>> # Example plotting multiple values
- >>> from torchmetrics.regression import SpearmanCorrCoef
- >>> metric = SpearmanCorrCoef()
- >>> values = []
- >>> for _ in range(10):
- ... values.append(metric(randn(10,), randn(10,)))
- >>> fig, ax = metric.plot(values)
- """
- return self._plot(val, ax)
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