83 lines
2.4 KiB
Rust
83 lines
2.4 KiB
Rust
//! Coefficient of Determination (R2)
|
|
//!
|
|
//! Coefficient of determination, denoted R2 is the proportion of the variance in the dependent variable that can be explained be explanatory (independent) variable(s).
|
|
//!
|
|
//! \\[R^2(y, \hat{y}) = 1 - \frac{\sum_{i=1}^{n}(y_i - \hat{y_i})^2}{\sum_{i=1}^{n}(y_i - \bar{y})^2} \\]
|
|
//!
|
|
//! where \\(\hat{y}\\) are predictions, \\(y\\) are true target values, \\(\bar{y}\\) is the mean of the observed data
|
|
//!
|
|
//! Example:
|
|
//!
|
|
//! ```
|
|
//! use smartcore::metrics::mean_absolute_error::MeanAbsoluteError;
|
|
//! let y_pred: Vec<f64> = vec![3., -0.5, 2., 7.];
|
|
//! let y_true: Vec<f64> = vec![2.5, 0.0, 2., 8.];
|
|
//!
|
|
//! let mse: f64 = MeanAbsoluteError {}.get_score(&y_pred, &y_true);
|
|
//! ```
|
|
//!
|
|
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
|
|
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
|
|
use serde::{Deserialize, Serialize};
|
|
|
|
use crate::linalg::BaseVector;
|
|
use crate::math::num::RealNumber;
|
|
|
|
/// Coefficient of Determination (R2)
|
|
#[derive(Serialize, Deserialize, Debug)]
|
|
pub struct R2 {}
|
|
|
|
impl R2 {
|
|
/// Computes R2 score
|
|
/// * `y_true` - Ground truth (correct) target values.
|
|
/// * `y_pred` - Estimated target values.
|
|
pub fn get_score<T: RealNumber, V: BaseVector<T>>(&self, y_true: &V, y_pred: &V) -> T {
|
|
if y_true.len() != y_pred.len() {
|
|
panic!(
|
|
"The vector sizes don't match: {} != {}",
|
|
y_true.len(),
|
|
y_pred.len()
|
|
);
|
|
}
|
|
|
|
let n = y_true.len();
|
|
|
|
let mut mean = T::zero();
|
|
|
|
for i in 0..n {
|
|
mean += y_true.get(i);
|
|
}
|
|
|
|
mean /= T::from_usize(n).unwrap();
|
|
|
|
let mut ss_tot = T::zero();
|
|
let mut ss_res = T::zero();
|
|
|
|
for i in 0..n {
|
|
let y_i = y_true.get(i);
|
|
let f_i = y_pred.get(i);
|
|
ss_tot += (y_i - mean).square();
|
|
ss_res += (y_i - f_i).square();
|
|
}
|
|
|
|
T::one() - (ss_res / ss_tot)
|
|
}
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use super::*;
|
|
|
|
#[test]
|
|
fn r2() {
|
|
let y_true: Vec<f64> = vec![3., -0.5, 2., 7.];
|
|
let y_pred: Vec<f64> = vec![2.5, 0.0, 2., 8.];
|
|
|
|
let score1: f64 = R2 {}.get_score(&y_true, &y_pred);
|
|
let score2: f64 = R2 {}.get_score(&y_true, &y_true);
|
|
|
|
assert!((score1 - 0.948608137).abs() < 1e-8);
|
|
assert!((score2 - 1.0).abs() < 1e-8);
|
|
}
|
|
}
|