utils/metrics.py

import numpy as np
import torch
from torchmetrics import Metric


def RSE(pred, true):
    return np.sqrt(np.sum((true - pred) ** 2)) / np.sqrt(
        np.sum((true - true.mean()) ** 2)
    )


def CORR(pred, true):
    u = ((true - true.mean(0)) * (pred - pred.mean(0))).sum(0)
    d = np.sqrt(((true - true.mean(0)) ** 2 * (pred - pred.mean(0)) ** 2).sum(0))
    return (u / d).mean(-1)


def MAE(pred, true):
    return np.mean(np.abs(pred - true))


def MSE(pred, true):
    return np.mean((pred - true) ** 2)


def RMSE(pred, true):
    return np.sqrt(MSE(pred, true))


def MAPE(pred, true):
    return np.mean(np.abs((pred - true) / true))


def MSPE(pred, true):
    return np.mean(np.square((pred - true) / true))


def metric(pred, true):
    mae = MAE(pred, true)
    mse = MSE(pred, true)
    rmse = RMSE(pred, true)
    mape = MAPE(pred, true)
    mspe = MSPE(pred, true)

    return mae, mse, rmse, mape, mspe


class MSELoss(Metric):
    # Just testing to make sure torch metrics work as expected
    is_differentiable = True

    def __init__(self):
        super().__init__()

        self.add_state(
            "sum_squared_errors",
            default=torch.tensor(0, dtype=float),
            dist_reduce_fx="sum",
        )
        self.add_state("n_observations", default=torch.tensor(0), dist_reduce_fx="sum")

    def update(self, preds: torch.Tensor, target: torch.Tensor):
        assert preds.shape == target.shape

        self.sum_squared_errors += torch.sum(torch.square(preds - target))
        self.n_observations += preds.numel()

    def compute(self):
        return self.sum_squared_errors / self.n_observations