# 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 Any, Callable, Optional import torch from pytorch_lightning.metrics.functional.r2score import _r2score_compute, _r2score_update from pytorch_lightning.metrics.metric import Metric class R2Score(Metric): r""" Computes r2 score also known as `coefficient of determination `_: .. math:: R^2 = 1 - \frac{SS_res}{SS_tot} where :math:`SS_res=\sum_i (y_i - f(x_i))^2` is the sum of residual squares, and :math:`SS_tot=\sum_i (y_i - \bar{y})^2` is total sum of squares. Can also calculate adjusted r2 score given by .. math:: R^2_adj = 1 - \frac{(1-R^2)(n-1)}{n-k-1} where the parameter :math:`k` (the number of independent regressors) should be provided as the `adjusted` argument. Forward accepts - ``preds`` (float tensor): ``(N,)`` or ``(N, M)`` (multioutput) - ``target`` (float tensor): ``(N,)`` or ``(N, M)`` (multioutput) In the case of multioutput, as default the variances will be uniformly averaged over the additional dimensions. Please see argument `multioutput` for changing this behavior. Args: num_outputs: Number of outputs in multioutput setting (default is 1) adjusted: number of independent regressors for calculating adjusted r2 score. Default 0 (standard r2 score). 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 compute_on_step: Forward only calls ``update()`` and return None if this is set to False. default: True dist_sync_on_step: Synchronize metric state across processes at each ``forward()`` before returning the value at the step. default: False process_group: Specify the process group on which synchronization is called. default: None (which selects the entire world) Raises: ValueError: If ``adjusted`` parameter is not an integer larger or equal to 0. ValueError: If ``multioutput`` is not one of ``"raw_values"``, ``"uniform_average"`` or ``"variance_weighted"``. Example: >>> from pytorch_lightning.metrics import R2Score >>> target = torch.tensor([3, -0.5, 2, 7]) >>> preds = torch.tensor([2.5, 0.0, 2, 8]) >>> r2score = R2Score() >>> r2score(preds, target) tensor(0.9486) >>> target = torch.tensor([[0.5, 1], [-1, 1], [7, -6]]) >>> preds = torch.tensor([[0, 2], [-1, 2], [8, -5]]) >>> r2score = R2Score(num_outputs=2, multioutput='raw_values') >>> r2score(preds, target) tensor([0.9654, 0.9082]) """ def __init__( self, num_outputs: int = 1, adjusted: int = 0, multioutput: str = "uniform_average", compute_on_step: bool = True, dist_sync_on_step: bool = False, process_group: Optional[Any] = None, dist_sync_fn: Callable = None, ): super().__init__( compute_on_step=compute_on_step, dist_sync_on_step=dist_sync_on_step, process_group=process_group, dist_sync_fn=dist_sync_fn, ) self.num_outputs = num_outputs if adjusted < 0 or not isinstance(adjusted, int): raise ValueError('`adjusted` parameter should be an integer larger or equal to 0.') self.adjusted = adjusted allowed_multioutput = ('raw_values', 'uniform_average', 'variance_weighted') if multioutput not in allowed_multioutput: raise ValueError( f'Invalid input to argument `multioutput`. Choose one of the following: {allowed_multioutput}' ) self.multioutput = multioutput self.add_state("sum_squared_error", default=torch.zeros(self.num_outputs), dist_reduce_fx="sum") self.add_state("sum_error", default=torch.zeros(self.num_outputs), dist_reduce_fx="sum") self.add_state("residual", default=torch.zeros(self.num_outputs), dist_reduce_fx="sum") self.add_state("total", default=torch.tensor(0), dist_reduce_fx="sum") def update(self, preds: torch.Tensor, target: torch.Tensor): """ Update state with predictions and targets. Args: preds: Predictions from model target: Ground truth values """ sum_squared_error, sum_error, residual, total = _r2score_update(preds, target) self.sum_squared_error += sum_squared_error self.sum_error += sum_error self.residual += residual self.total += total def compute(self) -> torch.Tensor: """ Computes r2 score over the metric states. """ return _r2score_compute( self.sum_squared_error, self.sum_error, self.residual, self.total, self.adjusted, self.multioutput )