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Contents
# frozen_string_literal: true
require 'rumale/base/evaluator'
module Rumale
module EvaluationMeasure
# R2Score is a class that calculates the coefficient of determination for the predicted values.
#
# @example
# require 'rumale/evaluation_measure/r2_score'
#
# evaluator = Rumale::EvaluationMeasure::R2Score.new
# puts evaluator.score(ground_truth, predicted)
class R2Score
include ::Rumale::Base::Evaluator
# Create a new evaluation measure calculater for coefficient of determination.
def initialize; end
# Calculate the coefficient of determination.
#
# @param y_true [Numo::DFloat] (shape: [n_samples, n_outputs]) Ground truth target values.
# @param y_pred [Numo::DFloat] (shape: [n_samples, n_outputs]) Estimated taget values.
# @return [Float] Coefficient of determination
def score(y_true, y_pred)
n_samples, n_outputs = y_true.shape
numerator = ((y_true - y_pred)**2).sum(axis: 0)
yt_mean = y_true.sum(axis: 0) / n_samples
denominator = ((y_true - yt_mean)**2).sum(axis: 0)
if n_outputs.nil?
denominator.zero? ? 0.0 : 1.0 - numerator / denominator
else
scores = 1 - numerator / denominator
scores[denominator.eq(0)] = 0.0
scores.sum / scores.size
end
end
end
end
end
Version data entries
8 entries across 8 versions & 1 rubygems