r2_score.py

from chainer.backends import cuda
from chainer import function
from chainer.utils import type_check


class R2_score(function.Function):

    def __init__(self, sample_weight, multioutput):
        if sample_weight is not None:
            raise NotImplementedError()
        if multioutput in ['uniform_average', 'raw_values']:
            self.multioutput = multioutput
        else:
            raise ValueError("invalid multioutput argument")

    def check_type_forward(self, in_types):
        type_check.expect(in_types.size() == 2)
        pred_type, true_type = in_types

        type_check.expect(
            pred_type.dtype.kind == 'f',
            true_type.dtype.kind == 'f'
        )

        type_check.expect(
            pred_type.shape == true_type.shape,
        )

    def forward(self, inputs):
        xp = cuda.get_array_module(*inputs)
        pred, true = inputs
        SS_res = xp.asarray(
            xp.sum((pred - true) ** 2, axis=0))
        SS_tot = xp.asarray(
            xp.sum((true - xp.mean(true, axis=0)) ** 2, axis=0))
        SS_tot_iszero = SS_tot == 0
        SS_tot[SS_tot_iszero] = 1  # Assign dummy value to avoid zero-division
        ret = xp.where(
            SS_tot_iszero, 0.0, 1 - SS_res / SS_tot).astype(pred.dtype)
        if self.multioutput == 'uniform_average':
            return xp.asarray(ret.mean()),
        elif self.multioutput == 'raw_values':
            return ret,


def r2_score(pred, true, sample_weight=None, multioutput='uniform_average'):
    """Computes R^2(coefficient of determination) regression score function.

    Args:
        pred(Variable): Variable holding a vector, matrix or tensor of
                estimated target values.
        true(Variable): Variable holding a vector, matrix or tensor of
                correct target values.
        sample_weight: This argument is for compatibility with scikit-learn's
                implementation of r2_score. Current implementation admits None
                only.
        multioutput(string): ['uniform_average', 'raw_values']. if
                'uniform_average', this function returns an average of R^2
                score of multiple output. If 'raw_average', this function
                return a set of R^2 score of multiple output.
    Returns:
        Variable: A Variable holding a scalar array of the R^2 score if
        'multioutput' is 'uniform_average' or a vector of R^2 scores if
        'multioutput' is 'raw_values'.

    .. note:: This function is non-differentiable.

    """
    return R2_score(sample_weight=sample_weight,
                    multioutput=multioutput)(pred, true)