Source code for pquad.error_metrics

# -*- coding: utf-8 -*-
from __future__ import absolute_import, division, print_function
import numpy as np

[docs]def get_r2(y_true, y_pred): """R2 or the error. Parameters ---------- y_true : numpy.ndarray or list Ground truth (correct) values y_pred : numpy.ndarray or list Predicted values, as returned by a regression estimator. Returns ------- loss : float R2 value. """ SStot = np.sum((y_true-y_true.mean())**2) SSres = np.sum((y_true-y_pred)**2) return 1 - SSres/SStot
[docs]def get_rmse(y_true, y_pred): """Compute maximum absolute error. Parameters ---------- y_true : numpy.ndarray or list Ground truth (correct) values. y_pred : numpy.ndarray or list Predicted values, as returned by a regression estimator. Returns ------- loss : float The maximum absolute error times the sign of the error. """ SSres = np.mean((y_true-y_pred)**2) return SSres**0.5
[docs]def get_max_error(y_true, y_pred): """Compute maximum absolute error. Parameters ---------- y_true : numpy.ndarray or list Ground truth (correct) values. y_pred : numpy.ndarray or list Predicted values, as returned by a regression estimator. Returns ------- loss : float The maximum absolute error. """ return np.array(y_pred-y_true)[np.argmax(np.abs(y_pred-y_true))]