Unverified Commit 8544cf70 authored by Arkadiusz Kondas's avatar Arkadiusz Kondas Committed by GitHub
Browse files

Implement regression metrics (#373)

parent f6aa1a59
<?php
declare(strict_types=1);
namespace Phpml\Metric;
use Phpml\Exception\InvalidArgumentException;
use Phpml\Math\Statistic\Correlation;
use Phpml\Math\Statistic\Mean;
final class Regression
{
public static function meanSquaredError(array $targets, array $predictions): float
{
self::assertCountEquals($targets, $predictions);
$errors = [];
foreach ($targets as $index => $target) {
$errors[] = (($target - $predictions[$index]) ** 2);
}
return Mean::arithmetic($errors);
}
public static function meanSquaredLogarithmicError(array $targets, array $predictions): float
{
self::assertCountEquals($targets, $predictions);
$errors = [];
foreach ($targets as $index => $target) {
$errors[] = (log(1 + $target) - log(1 + $predictions[$index])) ** 2;
}
return Mean::arithmetic($errors);
}
public static function meanAbsoluteError(array $targets, array $predictions): float
{
self::assertCountEquals($targets, $predictions);
$errors = [];
foreach ($targets as $index => $target) {
$errors[] = abs($target - $predictions[$index]);
}
return Mean::arithmetic($errors);
}
public static function medianAbsoluteError(array $targets, array $predictions): float
{
self::assertCountEquals($targets, $predictions);
$errors = [];
foreach ($targets as $index => $target) {
$errors[] = abs($target - $predictions[$index]);
}
return (float) Mean::median($errors);
}
public static function r2Score(array $targets, array $predictions): float
{
self::assertCountEquals($targets, $predictions);
return Correlation::pearson($targets, $predictions) ** 2;
}
public static function maxError(array $targets, array $predictions): float
{
self::assertCountEquals($targets, $predictions);
$errors = [];
foreach ($targets as $index => $target) {
$errors[] = abs($target - $predictions[$index]);
}
return (float) max($errors);
}
private static function assertCountEquals(array &$targets, array &$predictions): void
{
if (count($targets) !== count($predictions)) {
throw new InvalidArgumentException('Targets count must be equal with predictions count');
}
}
}
<?php
declare(strict_types=1);
namespace Phpml\Tests\Metric;
use Phpml\Exception\InvalidArgumentException;
use Phpml\Metric\Regression;
use PHPUnit\Framework\TestCase;
final class RegressionTest extends TestCase
{
public function testMeanSquaredError(): void
{
self::assertEquals(6.08, Regression::meanSquaredError(
[41, 45, 49, 47, 44],
[43.6, 44.4, 45.2, 46, 46.8]
));
self::assertEquals(0.375, Regression::meanSquaredError(
[3, -0.5, 2, 7],
[2.5, 0.0, 2, 8]
));
}
public function testR2Score(): void
{
self::assertEqualsWithDelta(0.1739, Regression::r2Score(
[41, 45, 49, 47, 44],
[43.6, 44.4, 45.2, 46, 46.8]
), 0.0001);
}
public function testMaxError(): void
{
self::assertEquals(1, Regression::maxError([3, 2, 7, 1], [4, 2, 7, 1]));
// test absolute value
self::assertEquals(5, Regression::maxError([-10, 2, 7, 1], [-5, 2, 7, 1]));
}
public function testMeanAbsoluteError(): void
{
self::assertEquals(0.5, Regression::meanAbsoluteError([3, -0.5, 2, 7], [2.5, 0.0, 2, 8]));
}
public function testMeanSquaredLogarithmicError(): void
{
self::assertEqualsWithDelta(0.039, Regression::meanSquaredLogarithmicError(
[3, 5, 2.5, 7],
[2.5, 5, 4, 8]
), 0.001);
}
public function testMedianAbsoluteError(): void
{
self::assertEquals(0.5, Regression::medianAbsoluteError(
[3, -0.5, 2, 7],
[2.5, 0.0, 2, 8]
));
}
public function testMeanSquaredErrorInvalidCount(): void
{
self::expectException(InvalidArgumentException::class);
Regression::meanSquaredError([1], [1, 2]);
}
public function testR2ScoreInvalidCount(): void
{
self::expectException(InvalidArgumentException::class);
Regression::r2Score([1], [1, 2]);
}
public function testMaxErrorInvalidCount(): void
{
self::expectException(InvalidArgumentException::class);
Regression::r2Score([1], [1, 2]);
}
public function tesMeanAbsoluteErrorInvalidCount(): void
{
self::expectException(InvalidArgumentException::class);
Regression::meanAbsoluteError([1], [1, 2]);
}
public function tesMediaAbsoluteErrorInvalidCount(): void
{
self::expectException(InvalidArgumentException::class);
Regression::medianAbsoluteError([1], [1, 2]);
}
}
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