Module: Eps::Metrics

Defined in:
lib/eps/metrics.rb

Class Method Summary collapse

Class Method Details

.accuracy(y_true, y_pred, weight: nil) ⇒ Object 



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# File 'lib/eps/metrics.rb', line 19

def accuracy(y_true, y_pred, weight: nil)
  check_size(y_true, y_pred)
  values = y_true.zip(y_pred).map { |yt, yp| yt == yp ? 1 : 0 }
  if weight
    values.each_with_index do |v, i|
      values[i] *= weight[i]
    end
    values.sum / weight.sum.to_f
  else
    values.sum / y_true.size.to_f
  end
end

.log_loss(y_true, y_pred, eps: 1e-15, weight: nil) ⇒ Object

wiki.fast.ai/index.php/Log_Loss



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# File 'lib/eps/metrics.rb', line 33

def log_loss(y_true, y_pred, eps: 1e-15, weight: nil)
  check_size(y_true, y_pred)
  p = y_pred.map { |yp| yp.clamp(eps, 1 - eps) }
  mean(y_true.zip(p).map { |yt, pi| yt == 1 ? -Math.log(pi) : -Math.log(1 - pi) }, weight: weight)
end

.mae(y_true, y_pred, weight: nil) ⇒ Object 



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# File 'lib/eps/metrics.rb', line 9

def mae(y_true, y_pred, weight: nil)
  check_size(y_true, y_pred)
  mean(errors(y_true, y_pred).map { |v| v.abs }, weight: weight)
end

.me(y_true, y_pred, weight: nil) ⇒ Object 



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# File 'lib/eps/metrics.rb', line 14

def me(y_true, y_pred, weight: nil)
  check_size(y_true, y_pred)
  mean(errors(y_true, y_pred), weight: weight)
end

.rmse(y_true, y_pred, weight: nil) ⇒ Object 



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# File 'lib/eps/metrics.rb', line 4

def rmse(y_true, y_pred, weight: nil)
  check_size(y_true, y_pred)
  Math.sqrt(mean(errors(y_true, y_pred).map { |v| v**2 }, weight: weight))
end