# Copyright The PyTorch 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, Tuple, Sequence import torch from pytorch_lightning.metrics.utils import _check_same_shape def _explained_variance_update(preds: torch.Tensor, target: torch.Tensor) -> Tuple[torch.Tensor, torch.Tensor]: _check_same_shape(preds, target) return preds, target def _explained_variance_compute(preds: torch.Tensor, target: torch.Tensor, multioutput: str = 'uniform_average', ) -> Union[torch.Tensor, Sequence[torch.Tensor]]: diff_avg = torch.mean(target - preds, dim=0) numerator = torch.mean((target - preds - diff_avg) ** 2, dim=0) target_avg = torch.mean(target, dim=0) denominator = torch.mean((target - target_avg) ** 2, dim=0) # Take care of division by zero nonzero_numerator = numerator != 0 nonzero_denominator = denominator != 0 valid_score = nonzero_numerator & nonzero_denominator output_scores = torch.ones_like(diff_avg) output_scores[valid_score] = 1.0 - (numerator[valid_score] / denominator[valid_score]) output_scores[nonzero_numerator & ~nonzero_denominator] = 0. # Decide what to do in multioutput case # Todo: allow user to pass in tensor with weights if multioutput == 'raw_values': return output_scores if multioutput == 'uniform_average': return torch.mean(output_scores) if multioutput == 'variance_weighted': denom_sum = torch.sum(denominator) return torch.sum(denominator / denom_sum * output_scores) def explained_variance(preds: torch.Tensor, target: torch.Tensor, multioutput: str = 'uniform_average', ) -> Union[torch.Tensor, Sequence[torch.Tensor]]: """ Computes explained variance. Args: pred: estimated labels target: ground truth labels multioutput: Defines aggregation in the case of multiple output scores. Can be one of the following strings (default is `'uniform_average'`.): * `'raw_values'` returns full set of scores * `'uniform_average'` scores are uniformly averaged * `'variance_weighted'` scores are weighted by their individual variances Example: >>> from pytorch_lightning.metrics.functional import explained_variance >>> target = torch.tensor([3, -0.5, 2, 7]) >>> preds = torch.tensor([2.5, 0.0, 2, 8]) >>> explained_variance(preds, target) tensor(0.9572) >>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]]) >>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]]) >>> explained_variance(preds, target, multioutput='raw_values') tensor([0.9677, 1.0000]) """ preds, target = _explained_variance_update(preds, target) return _explained_variance_compute(preds, target, multioutput)