--- a +++ b/Generation/utils/metrics.py @@ -0,0 +1,41 @@ +import numpy as np + + +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