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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, Optional, Union
- import torch
- from torch import Tensor
- from torchmetrics.functional.regression.tweedie_deviance import (
- _tweedie_deviance_score_compute,
- _tweedie_deviance_score_update,
- )
- from torchmetrics.metric import Metric
- from torchmetrics.utilities.imports import _MATPLOTLIB_AVAILABLE
- from torchmetrics.utilities.plot import _AX_TYPE, _PLOT_OUT_TYPE
- if not _MATPLOTLIB_AVAILABLE:
- __doctest_skip__ = ["TweedieDevianceScore.plot"]
- class TweedieDevianceScore(Metric):
- 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`.
- As input to ``forward`` and ``update`` the metric accepts the following input:
- - ``preds`` (:class:`~torch.Tensor`): Predicted float tensor with shape ``(N,...)``
- - ``target`` (:class:`~torch.Tensor`): Ground truth float tensor with shape ``(N,...)``
- As output of ``forward`` and ``compute`` the metric returns the following output:
- - ``deviance_score`` (:class:`~torch.Tensor`): A tensor with the deviance score
- Args:
- 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.)
- kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info.
- Example:
- >>> from torchmetrics.regression import TweedieDevianceScore
- >>> targets = torch.tensor([1.0, 2.0, 3.0, 4.0])
- >>> preds = torch.tensor([4.0, 3.0, 2.0, 1.0])
- >>> deviance_score = TweedieDevianceScore(power=2)
- >>> deviance_score(preds, targets)
- tensor(1.2083)
- """
- is_differentiable: bool = True
- higher_is_better = None
- full_state_update: bool = False
- plot_lower_bound: float = 0.0
- sum_deviance_score: Tensor
- num_observations: Tensor
- def __init__(
- self,
- power: float = 0.0,
- **kwargs: Any,
- ) -> None:
- super().__init__(**kwargs)
- if 0 < power < 1:
- raise ValueError(f"Deviance Score is not defined for power={power}.")
- self.power: float = power
- self.add_state("sum_deviance_score", torch.tensor(0.0), dist_reduce_fx="sum")
- self.add_state("num_observations", torch.tensor(0), dist_reduce_fx="sum")
- def update(self, preds: Tensor, targets: Tensor) -> None:
- """Update metric states with predictions and targets."""
- sum_deviance_score, num_observations = _tweedie_deviance_score_update(preds, targets, self.power)
- self.sum_deviance_score += sum_deviance_score
- self.num_observations += num_observations
- def compute(self) -> Tensor:
- """Compute metric."""
- return _tweedie_deviance_score_compute(self.sum_deviance_score, self.num_observations)
- 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 TweedieDevianceScore
- >>> metric = TweedieDevianceScore()
- >>> 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 TweedieDevianceScore
- >>> metric = TweedieDevianceScore()
- >>> 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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