|
1 | | -""" |
2 | | -@file |
3 | | -@brief Metrics to compare machine learning. |
4 | | -""" |
5 | | -import numpy |
6 | | -from sklearn.metrics import r2_score |
7 | | - |
8 | | -_known_functions = { |
9 | | - 'exp': numpy.exp, |
10 | | - 'log': numpy.log |
11 | | -} |
12 | | - |
13 | | - |
14 | | -def comparable_metric(metric_function, y_true, y_pred, |
15 | | - tr="log", inv_tr='exp', **kwargs): |
16 | | - """ |
17 | | - Applies function on either the true target or/and the predictions |
18 | | - before computing r2 score. |
19 | | -
|
20 | | - :param metric_function: metric to compute |
21 | | - :param y_true: expected targets |
22 | | - :param y_pred: predictions |
23 | | - :param sample_weight: weights |
24 | | - :param multioutput: see :epkg:`sklearn:metrics:r2_score` |
25 | | - :param tr: transformation applied on the target |
26 | | - :param inv_tr: transformation applied on the predictions |
27 | | - :return: results |
28 | | - """ |
29 | | - tr = _known_functions.get(tr, tr) |
30 | | - inv_tr = _known_functions.get(inv_tr, inv_tr) |
31 | | - if tr is not None and not callable(tr): |
32 | | - raise TypeError("Argument tr must be callable.") |
33 | | - if inv_tr is not None and not callable(inv_tr): |
34 | | - raise TypeError("Argument inv_tr must be callable.") |
35 | | - if tr is None and inv_tr is None: |
36 | | - raise ValueError( |
37 | | - "tr and inv_tr cannot be both None at the same time.") |
38 | | - if tr is None: |
39 | | - return metric_function(y_true, inv_tr(y_pred), **kwargs) |
40 | | - if inv_tr is None: |
41 | | - return metric_function(tr(y_true), y_pred, **kwargs) |
42 | | - return metric_function(tr(y_true), inv_tr(y_pred), **kwargs) |
43 | | - |
44 | | - |
45 | | -def r2_score_comparable(y_true, y_pred, *, sample_weight=None, |
46 | | - multioutput='uniform_average', |
47 | | - tr=None, inv_tr=None): |
48 | | - """ |
49 | | - Applies function on either the true target or/and the predictions |
50 | | - before computing r2 score. |
51 | | -
|
52 | | - :param y_true: expected targets |
53 | | - :param y_pred: predictions |
54 | | - :param sample_weight: weights |
55 | | - :param multioutput: see :epkg:`sklearn:metrics:r2_score` |
56 | | - :param tr: transformation applied on the target |
57 | | - :param inv_tr: transformation applied on the predictions |
58 | | - :return: results |
59 | | -
|
60 | | - Example: |
61 | | -
|
62 | | - .. runpython:: |
63 | | - :showcode: |
64 | | -
|
65 | | - import numpy |
66 | | - from sklearn import datasets |
67 | | - from sklearn.model_selection import train_test_split |
68 | | - from sklearn.linear_model import LinearRegression |
69 | | - from sklearn.metrics import r2_score |
70 | | - from mlinsights.metrics import r2_score_comparable |
71 | | -
|
72 | | - iris = datasets.load_iris() |
73 | | - X = iris.data[:, :4] |
74 | | - y = iris.target + 1 |
75 | | -
|
76 | | - X_train, X_test, y_train, y_test = train_test_split(X, y) |
77 | | -
|
78 | | - model1 = LinearRegression().fit(X_train, y_train) |
79 | | - print('r2', r2_score(y_test, model1.predict(X_test))) |
80 | | - print('r2 log', r2_score(numpy.log(y_test), numpy.log(model1.predict(X_test)))) |
81 | | - print('r2 log comparable', r2_score_comparable( |
82 | | - y_test, model1.predict(X_test), tr="log", inv_tr="log")) |
83 | | -
|
84 | | - model2 = LinearRegression().fit(X_train, numpy.log(y_train)) |
85 | | - print('r2', r2_score(numpy.log(y_test), model2.predict(X_test))) |
86 | | - print('r2 log', r2_score(y_test, numpy.exp(model2.predict(X_test)))) |
87 | | - print('r2 log comparable', r2_score_comparable( |
88 | | - y_test, model2.predict(X_test), inv_tr="exp")) |
89 | | - """ |
90 | | - return comparable_metric(r2_score, y_true, y_pred, |
91 | | - sample_weight=sample_weight, |
92 | | - multioutput=multioutput, |
93 | | - tr=tr, inv_tr=inv_tr) |
| 1 | +""" |
| 2 | +@file |
| 3 | +@brief Metrics to compare machine learning. |
| 4 | +""" |
| 5 | +import numpy |
| 6 | +from sklearn.metrics import r2_score |
| 7 | + |
| 8 | +_known_functions = { |
| 9 | + 'exp': numpy.exp, |
| 10 | + 'log': numpy.log |
| 11 | +} |
| 12 | + |
| 13 | + |
| 14 | +def comparable_metric(metric_function, y_true, y_pred, |
| 15 | + tr="log", inv_tr='exp', **kwargs): |
| 16 | + """ |
| 17 | + Applies function on either the true target or/and the predictions |
| 18 | + before computing r2 score. |
| 19 | +
|
| 20 | + :param metric_function: metric to compute |
| 21 | + :param y_true: expected targets |
| 22 | + :param y_pred: predictions |
| 23 | + :param sample_weight: weights |
| 24 | + :param multioutput: see :epkg:`sklearn:metrics:r2_score` |
| 25 | + :param tr: transformation applied on the target |
| 26 | + :param inv_tr: transformation applied on the predictions |
| 27 | + :return: results |
| 28 | + """ |
| 29 | + tr = _known_functions.get(tr, tr) |
| 30 | + inv_tr = _known_functions.get(inv_tr, inv_tr) |
| 31 | + if tr is not None and not callable(tr): |
| 32 | + raise TypeError("Argument tr must be callable.") |
| 33 | + if inv_tr is not None and not callable(inv_tr): |
| 34 | + raise TypeError("Argument inv_tr must be callable.") |
| 35 | + if tr is None and inv_tr is None: |
| 36 | + raise ValueError( |
| 37 | + "tr and inv_tr cannot be both None at the same time.") |
| 38 | + if tr is None: |
| 39 | + return metric_function(y_true, inv_tr(y_pred), **kwargs) |
| 40 | + if inv_tr is None: |
| 41 | + return metric_function(tr(y_true), y_pred, **kwargs) |
| 42 | + return metric_function(tr(y_true), inv_tr(y_pred), **kwargs) |
| 43 | + |
| 44 | + |
| 45 | +def r2_score_comparable(y_true, y_pred, *, sample_weight=None, |
| 46 | + multioutput='uniform_average', |
| 47 | + tr=None, inv_tr=None): |
| 48 | + """ |
| 49 | + Applies function on either the true target or/and the predictions |
| 50 | + before computing r2 score. |
| 51 | +
|
| 52 | + :param y_true: expected targets |
| 53 | + :param y_pred: predictions |
| 54 | + :param sample_weight: weights |
| 55 | + :param multioutput: see :epkg:`sklearn:metrics:r2_score` |
| 56 | + :param tr: transformation applied on the target |
| 57 | + :param inv_tr: transformation applied on the predictions |
| 58 | + :return: results |
| 59 | +
|
| 60 | + Example: |
| 61 | +
|
| 62 | + .. runpython:: |
| 63 | + :showcode: |
| 64 | +
|
| 65 | + import numpy |
| 66 | + from sklearn import datasets |
| 67 | + from sklearn.model_selection import train_test_split |
| 68 | + from sklearn.linear_model import LinearRegression |
| 69 | + from sklearn.metrics import r2_score |
| 70 | + from mlinsights.metrics import r2_score_comparable |
| 71 | +
|
| 72 | + iris = datasets.load_iris() |
| 73 | + X = iris.data[:, :4] |
| 74 | + y = iris.target + 1 |
| 75 | +
|
| 76 | + X_train, X_test, y_train, y_test = train_test_split(X, y) |
| 77 | +
|
| 78 | + model1 = LinearRegression().fit(X_train, y_train) |
| 79 | + print('r2', r2_score(y_test, model1.predict(X_test))) |
| 80 | + print('r2 log', r2_score(numpy.log(y_test), numpy.log(model1.predict(X_test)))) |
| 81 | + print('r2 log comparable', r2_score_comparable( |
| 82 | + y_test, model1.predict(X_test), tr="log", inv_tr="log")) |
| 83 | +
|
| 84 | + model2 = LinearRegression().fit(X_train, numpy.log(y_train)) |
| 85 | + print('r2', r2_score(numpy.log(y_test), model2.predict(X_test))) |
| 86 | + print('r2 log', r2_score(y_test, numpy.exp(model2.predict(X_test)))) |
| 87 | + print('r2 log comparable', r2_score_comparable( |
| 88 | + y_test, model2.predict(X_test), inv_tr="exp")) |
| 89 | + """ |
| 90 | + return comparable_metric(r2_score, y_true, y_pred, |
| 91 | + sample_weight=sample_weight, |
| 92 | + multioutput=multioutput, |
| 93 | + tr=tr, inv_tr=inv_tr) |
0 commit comments