laywerrobot/lib/python3.6/site-packages/sklearn/metrics/regression.py

"""Metrics to assess performance on regression task

Functions named as ``*_score`` return a scalar value to maximize: the higher
the better

Function named as ``*_error`` or ``*_loss`` return a scalar value to minimize:
the lower the better
"""

# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
#          Mathieu Blondel <mathieu@mblondel.org>
#          Olivier Grisel <olivier.grisel@ensta.org>
#          Arnaud Joly <a.joly@ulg.ac.be>
#          Jochen Wersdorfer <jochen@wersdoerfer.de>
#          Lars Buitinck
#          Joel Nothman <joel.nothman@gmail.com>
#          Karan Desai <karandesai281196@gmail.com>
#          Noel Dawe <noel@dawe.me>
#          Manoj Kumar <manojkumarsivaraj334@gmail.com>
#          Michael Eickenberg <michael.eickenberg@gmail.com>
#          Konstantin Shmelkov <konstantin.shmelkov@polytechnique.edu>
# License: BSD 3 clause

from __future__ import division

import numpy as np

from ..utils.validation import check_array, check_consistent_length
from ..utils.validation import column_or_1d
from ..externals.six import string_types


__ALL__ = [
    "mean_absolute_error",
    "mean_squared_error",
    "mean_squared_log_error",
    "median_absolute_error",
    "r2_score",
    "explained_variance_score"
]


def _check_reg_targets(y_true, y_pred, multioutput):
    """Check that y_true and y_pred belong to the same regression task

    Parameters
    ----------
    y_true : array-like,

    y_pred : array-like,

    multioutput : array-like or string in ['raw_values', uniform_average',
        'variance_weighted'] or None
        None is accepted due to backward compatibility of r2_score().

    Returns
    -------
    type_true : one of {'continuous', continuous-multioutput'}
        The type of the true target data, as output by
        'utils.multiclass.type_of_target'

    y_true : array-like of shape = (n_samples, n_outputs)
        Ground truth (correct) target values.

    y_pred : array-like of shape = (n_samples, n_outputs)
        Estimated target values.

    multioutput : array-like of shape = (n_outputs) or string in ['raw_values',
        uniform_average', 'variance_weighted'] or None
        Custom output weights if ``multioutput`` is array-like or
        just the corresponding argument if ``multioutput`` is a
        correct keyword.

    """
    check_consistent_length(y_true, y_pred)
    y_true = check_array(y_true, ensure_2d=False)
    y_pred = check_array(y_pred, ensure_2d=False)

    if y_true.ndim == 1:
        y_true = y_true.reshape((-1, 1))

    if y_pred.ndim == 1:
        y_pred = y_pred.reshape((-1, 1))

    if y_true.shape[1] != y_pred.shape[1]:
        raise ValueError("y_true and y_pred have different number of output "
                         "({0}!={1})".format(y_true.shape[1], y_pred.shape[1]))

    n_outputs = y_true.shape[1]
    allowed_multioutput_str = ('raw_values', 'uniform_average',
                               'variance_weighted')
    if isinstance(multioutput, string_types):
        if multioutput not in allowed_multioutput_str:
            raise ValueError("Allowed 'multioutput' string values are {}. "
                             "You provided multioutput={!r}".format(
                                 allowed_multioutput_str,
                                 multioutput))
    elif multioutput is not None:
        multioutput = check_array(multioutput, ensure_2d=False)
        if n_outputs == 1:
            raise ValueError("Custom weights are useful only in "
                             "multi-output cases.")
        elif n_outputs != len(multioutput):
            raise ValueError(("There must be equally many custom weights "
                              "(%d) as outputs (%d).") %
                             (len(multioutput), n_outputs))
    y_type = 'continuous' if n_outputs == 1 else 'continuous-multioutput'

    return y_type, y_true, y_pred, multioutput


def mean_absolute_error(y_true, y_pred,
                        sample_weight=None,
                        multioutput='uniform_average'):
    """Mean absolute error regression loss

    Read more in the :ref:`User Guide <mean_absolute_error>`.

    Parameters
    ----------
    y_true : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Ground truth (correct) target values.

    y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Estimated target values.

    sample_weight : array-like of shape = (n_samples), optional
        Sample weights.

    multioutput : string in ['raw_values', 'uniform_average']
        or array-like of shape (n_outputs)
        Defines aggregating of multiple output values.
        Array-like value defines weights used to average errors.

        'raw_values' :
            Returns a full set of errors in case of multioutput input.

        'uniform_average' :
            Errors of all outputs are averaged with uniform weight.


    Returns
    -------
    loss : float or ndarray of floats
        If multioutput is 'raw_values', then mean absolute error is returned
        for each output separately.
        If multioutput is 'uniform_average' or an ndarray of weights, then the
        weighted average of all output errors is returned.

        MAE output is non-negative floating point. The best value is 0.0.

    Examples
    --------
    >>> from sklearn.metrics import mean_absolute_error
    >>> y_true = [3, -0.5, 2, 7]
    >>> y_pred = [2.5, 0.0, 2, 8]
    >>> mean_absolute_error(y_true, y_pred)
    0.5
    >>> y_true = [[0.5, 1], [-1, 1], [7, -6]]
    >>> y_pred = [[0, 2], [-1, 2], [8, -5]]
    >>> mean_absolute_error(y_true, y_pred)
    0.75
    >>> mean_absolute_error(y_true, y_pred, multioutput='raw_values')
    array([ 0.5,  1. ])
    >>> mean_absolute_error(y_true, y_pred, multioutput=[0.3, 0.7])
    ... # doctest: +ELLIPSIS
    0.849...
    """
    y_type, y_true, y_pred, multioutput = _check_reg_targets(
        y_true, y_pred, multioutput)
    output_errors = np.average(np.abs(y_pred - y_true),
                               weights=sample_weight, axis=0)
    if isinstance(multioutput, string_types):
        if multioutput == 'raw_values':
            return output_errors
        elif multioutput == 'uniform_average':
            # pass None as weights to np.average: uniform mean
            multioutput = None

    return np.average(output_errors, weights=multioutput)


def mean_squared_error(y_true, y_pred,
                       sample_weight=None,
                       multioutput='uniform_average'):
    """Mean squared error regression loss

    Read more in the :ref:`User Guide <mean_squared_error>`.

    Parameters
    ----------
    y_true : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Ground truth (correct) target values.

    y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Estimated target values.

    sample_weight : array-like of shape = (n_samples), optional
        Sample weights.

    multioutput : string in ['raw_values', 'uniform_average']
        or array-like of shape (n_outputs)
        Defines aggregating of multiple output values.
        Array-like value defines weights used to average errors.

        'raw_values' :
            Returns a full set of errors in case of multioutput input.

        'uniform_average' :
            Errors of all outputs are averaged with uniform weight.

    Returns
    -------
    loss : float or ndarray of floats
        A non-negative floating point value (the best value is 0.0), or an
        array of floating point values, one for each individual target.

    Examples
    --------
    >>> from sklearn.metrics import mean_squared_error
    >>> y_true = [3, -0.5, 2, 7]
    >>> y_pred = [2.5, 0.0, 2, 8]
    >>> mean_squared_error(y_true, y_pred)
    0.375
    >>> y_true = [[0.5, 1],[-1, 1],[7, -6]]
    >>> y_pred = [[0, 2],[-1, 2],[8, -5]]
    >>> mean_squared_error(y_true, y_pred)  # doctest: +ELLIPSIS
    0.708...
    >>> mean_squared_error(y_true, y_pred, multioutput='raw_values')
    ... # doctest: +ELLIPSIS
    array([ 0.416...,  1.        ])
    >>> mean_squared_error(y_true, y_pred, multioutput=[0.3, 0.7])
    ... # doctest: +ELLIPSIS
    0.824...

    """
    y_type, y_true, y_pred, multioutput = _check_reg_targets(
        y_true, y_pred, multioutput)
    output_errors = np.average((y_true - y_pred) ** 2, axis=0,
                               weights=sample_weight)
    if isinstance(multioutput, string_types):
        if multioutput == 'raw_values':
            return output_errors
        elif multioutput == 'uniform_average':
            # pass None as weights to np.average: uniform mean
            multioutput = None

    return np.average(output_errors, weights=multioutput)


def mean_squared_log_error(y_true, y_pred,
                           sample_weight=None,
                           multioutput='uniform_average'):
    """Mean squared logarithmic error regression loss

    Read more in the :ref:`User Guide <mean_squared_log_error>`.

    Parameters
    ----------
    y_true : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Ground truth (correct) target values.

    y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Estimated target values.

    sample_weight : array-like of shape = (n_samples), optional
        Sample weights.

    multioutput : string in ['raw_values', 'uniform_average'] \
            or array-like of shape = (n_outputs)

        Defines aggregating of multiple output values.
        Array-like value defines weights used to average errors.

        'raw_values' :
            Returns a full set of errors when the input is of multioutput
            format.

        'uniform_average' :
            Errors of all outputs are averaged with uniform weight.

    Returns
    -------
    loss : float or ndarray of floats
        A non-negative floating point value (the best value is 0.0), or an
        array of floating point values, one for each individual target.

    Examples
    --------
    >>> from sklearn.metrics import mean_squared_log_error
    >>> y_true = [3, 5, 2.5, 7]
    >>> y_pred = [2.5, 5, 4, 8]
    >>> mean_squared_log_error(y_true, y_pred)  # doctest: +ELLIPSIS
    0.039...
    >>> y_true = [[0.5, 1], [1, 2], [7, 6]]
    >>> y_pred = [[0.5, 2], [1, 2.5], [8, 8]]
    >>> mean_squared_log_error(y_true, y_pred)  # doctest: +ELLIPSIS
    0.044...
    >>> mean_squared_log_error(y_true, y_pred, multioutput='raw_values')
    ... # doctest: +ELLIPSIS
    array([ 0.004...,  0.083...])
    >>> mean_squared_log_error(y_true, y_pred, multioutput=[0.3, 0.7])
    ... # doctest: +ELLIPSIS
    0.060...

    """
    y_type, y_true, y_pred, multioutput = _check_reg_targets(
        y_true, y_pred, multioutput)

    if not (y_true >= 0).all() and not (y_pred >= 0).all():
        raise ValueError("Mean Squared Logarithmic Error cannot be used when "
                         "targets contain negative values.")

    return mean_squared_error(np.log(y_true + 1), np.log(y_pred + 1),
                              sample_weight, multioutput)


def median_absolute_error(y_true, y_pred):
    """Median absolute error regression loss

    Read more in the :ref:`User Guide <median_absolute_error>`.

    Parameters
    ----------
    y_true : array-like of shape = (n_samples)
        Ground truth (correct) target values.

    y_pred : array-like of shape = (n_samples)
        Estimated target values.

    Returns
    -------
    loss : float
        A positive floating point value (the best value is 0.0).

    Examples
    --------
    >>> from sklearn.metrics import median_absolute_error
    >>> y_true = [3, -0.5, 2, 7]
    >>> y_pred = [2.5, 0.0, 2, 8]
    >>> median_absolute_error(y_true, y_pred)
    0.5

    """
    y_type, y_true, y_pred, _ = _check_reg_targets(y_true, y_pred,
                                                   'uniform_average')
    if y_type == 'continuous-multioutput':
        raise ValueError("Multioutput not supported in median_absolute_error")
    return np.median(np.abs(y_pred - y_true))


def explained_variance_score(y_true, y_pred,
                             sample_weight=None,
                             multioutput='uniform_average'):
    """Explained variance regression score function

    Best possible score is 1.0, lower values are worse.

    Read more in the :ref:`User Guide <explained_variance_score>`.

    Parameters
    ----------
    y_true : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Ground truth (correct) target values.

    y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Estimated target values.

    sample_weight : array-like of shape = (n_samples), optional
        Sample weights.

    multioutput : string in ['raw_values', 'uniform_average', \
                'variance_weighted'] or array-like of shape (n_outputs)
        Defines aggregating of multiple output scores.
        Array-like value defines weights used to average scores.

        'raw_values' :
            Returns a full set of scores in case of multioutput input.

        'uniform_average' :
            Scores of all outputs are averaged with uniform weight.

        'variance_weighted' :
            Scores of all outputs are averaged, weighted by the variances
            of each individual output.

    Returns
    -------
    score : float or ndarray of floats
        The explained variance or ndarray if 'multioutput' is 'raw_values'.

    Notes
    -----
    This is not a symmetric function.

    Examples
    --------
    >>> from sklearn.metrics import explained_variance_score
    >>> y_true = [3, -0.5, 2, 7]
    >>> y_pred = [2.5, 0.0, 2, 8]
    >>> explained_variance_score(y_true, y_pred)  # doctest: +ELLIPSIS
    0.957...
    >>> y_true = [[0.5, 1], [-1, 1], [7, -6]]
    >>> y_pred = [[0, 2], [-1, 2], [8, -5]]
    >>> explained_variance_score(y_true, y_pred, multioutput='uniform_average')
    ... # doctest: +ELLIPSIS
    0.983...

    """
    y_type, y_true, y_pred, multioutput = _check_reg_targets(
        y_true, y_pred, multioutput)

    y_diff_avg = np.average(y_true - y_pred, weights=sample_weight, axis=0)
    numerator = np.average((y_true - y_pred - y_diff_avg) ** 2,
                           weights=sample_weight, axis=0)

    y_true_avg = np.average(y_true, weights=sample_weight, axis=0)
    denominator = np.average((y_true - y_true_avg) ** 2,
                             weights=sample_weight, axis=0)

    nonzero_numerator = numerator != 0
    nonzero_denominator = denominator != 0
    valid_score = nonzero_numerator & nonzero_denominator
    output_scores = np.ones(y_true.shape[1])

    output_scores[valid_score] = 1 - (numerator[valid_score] /
                                      denominator[valid_score])
    output_scores[nonzero_numerator & ~nonzero_denominator] = 0.
    if isinstance(multioutput, string_types):
        if multioutput == 'raw_values':
            # return scores individually
            return output_scores
        elif multioutput == 'uniform_average':
            # passing to np.average() None as weights results is uniform mean
            avg_weights = None
        elif multioutput == 'variance_weighted':
            avg_weights = denominator
    else:
        avg_weights = multioutput

    return np.average(output_scores, weights=avg_weights)


def r2_score(y_true, y_pred, sample_weight=None,
             multioutput="uniform_average"):
    """R^2 (coefficient of determination) regression score function.

    Best possible score is 1.0 and it can be negative (because the
    model can be arbitrarily worse). A constant model that always
    predicts the expected value of y, disregarding the input features,
    would get a R^2 score of 0.0.

    Read more in the :ref:`User Guide <r2_score>`.

    Parameters
    ----------
    y_true : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Ground truth (correct) target values.

    y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs)
        Estimated target values.

    sample_weight : array-like of shape = (n_samples), optional
        Sample weights.

    multioutput : string in ['raw_values', 'uniform_average', \
'variance_weighted'] or None or array-like of shape (n_outputs)

        Defines aggregating of multiple output scores.
        Array-like value defines weights used to average scores.
        Default is "uniform_average".

        'raw_values' :
            Returns a full set of scores in case of multioutput input.

        'uniform_average' :
            Scores of all outputs are averaged with uniform weight.

        'variance_weighted' :
            Scores of all outputs are averaged, weighted by the variances
            of each individual output.

        .. versionchanged:: 0.19
            Default value of multioutput is 'uniform_average'.

    Returns
    -------
    z : float or ndarray of floats
        The R^2 score or ndarray of scores if 'multioutput' is
        'raw_values'.

    Notes
    -----
    This is not a symmetric function.

    Unlike most other scores, R^2 score may be negative (it need not actually
    be the square of a quantity R).

    References
    ----------
    .. [1] `Wikipedia entry on the Coefficient of determination
            <https://en.wikipedia.org/wiki/Coefficient_of_determination>`_

    Examples
    --------
    >>> from sklearn.metrics import r2_score
    >>> y_true = [3, -0.5, 2, 7]
    >>> y_pred = [2.5, 0.0, 2, 8]
    >>> r2_score(y_true, y_pred)  # doctest: +ELLIPSIS
    0.948...
    >>> y_true = [[0.5, 1], [-1, 1], [7, -6]]
    >>> y_pred = [[0, 2], [-1, 2], [8, -5]]
    >>> r2_score(y_true, y_pred, multioutput='variance_weighted')
    ... # doctest: +ELLIPSIS
    0.938...
    >>> y_true = [1,2,3]
    >>> y_pred = [1,2,3]
    >>> r2_score(y_true, y_pred)
    1.0
    >>> y_true = [1,2,3]
    >>> y_pred = [2,2,2]
    >>> r2_score(y_true, y_pred)
    0.0
    >>> y_true = [1,2,3]
    >>> y_pred = [3,2,1]
    >>> r2_score(y_true, y_pred)
    -3.0
    """
    y_type, y_true, y_pred, multioutput = _check_reg_targets(
        y_true, y_pred, multioutput)

    if sample_weight is not None:
        sample_weight = column_or_1d(sample_weight)
        weight = sample_weight[:, np.newaxis]
    else:
        weight = 1.

    numerator = (weight * (y_true - y_pred) ** 2).sum(axis=0,
                                                      dtype=np.float64)
    denominator = (weight * (y_true - np.average(
        y_true, axis=0, weights=sample_weight)) ** 2).sum(axis=0,
                                                          dtype=np.float64)
    nonzero_denominator = denominator != 0
    nonzero_numerator = numerator != 0
    valid_score = nonzero_denominator & nonzero_numerator
    output_scores = np.ones([y_true.shape[1]])
    output_scores[valid_score] = 1 - (numerator[valid_score] /
                                      denominator[valid_score])
    # arbitrary set to zero to avoid -inf scores, having a constant
    # y_true is not interesting for scoring a regression anyway
    output_scores[nonzero_numerator & ~nonzero_denominator] = 0.
    if isinstance(multioutput, string_types):
        if multioutput == 'raw_values':
            # return scores individually
            return output_scores
        elif multioutput == 'uniform_average':
            # passing None as weights results is uniform mean
            avg_weights = None
        elif multioutput == 'variance_weighted':
            avg_weights = denominator
            # avoid fail on constant y or one-element arrays
            if not np.any(nonzero_denominator):
                if not np.any(nonzero_numerator):
                    return 1.0
                else:
                    return 0.0
    else:
        avg_weights = multioutput

    return np.average(output_scores, weights=avg_weights)