from sklearn.metrics import f1_score import numpy as np SAMPLE_SIZE = None def f1e(y_true, y_pred): return 1. - f1_score(y_true, y_pred, average='macro') def acce(y_true, y_pred): return 1. - (y_true == y_pred).mean() def mae(prevs, prevs_hat): return ae(prevs, prevs_hat).mean() def ae(p, p_hat): assert p.shape == p_hat.shape, 'wrong shape' return abs(p_hat-p).mean(axis=-1) def mse(prevs, prevs_hat): return se(prevs, prevs_hat).mean() def se(p, p_hat): return ((p_hat-p)**2).mean(axis=-1) def mkld(prevs, prevs_hat): return kld(prevs, prevs_hat).mean() def kld(p, p_hat, eps=None): eps = __check_eps(eps) sp = p+eps sp_hat = p_hat + eps return (sp*np.log(sp/sp_hat)).sum(axis=-1) def mnkld(prevs, prevs_hat): return nkld(prevs, prevs_hat).mean() def nkld(p, p_hat, eps=None): ekld = np.exp(kld(p, p_hat, eps)) return 2. * ekld / (1 + ekld) - 1. def mrae(p, p_hat, eps=None): return rae(p, p_hat, eps).mean() def rae(p, p_hat, eps=None): eps = __check_eps(eps) p = smooth(p, eps) p_hat = smooth(p_hat, eps) return (abs(p-p_hat)/p).mean(axis=-1) def smooth(p, eps): n_classes = p.shape[-1] return (p+eps)/(eps*n_classes + 1) def __check_eps(eps): if eps is None: if SAMPLE_SIZE is None: raise ValueError('eps was not defined, and qp.error.SAMPLE_SIZE was not set') else: eps = 1. / (2. * SAMPLE_SIZE) return eps CLASSIFICATION_ERROR = {f1e, acce} QUANTIFICATION_ERROR = {mae, mrae, mse, mkld, mnkld} f1_error = f1e acc_error = acce mean_absolute_error = mae absolute_error = ae mean_relative_absolute_error = mrae relative_absolute_error = rae