use std::error::Error;
use nalgebra::DVector;
use crate::data::dataset::RealNumber;
pub trait RegressionMetrics<T: RealNumber> {
fn mse(&self, y_true: &DVector<T>, y_pred: &DVector<T>) -> Result<T, Box<dyn Error>> {
if y_true.len() != y_pred.len() {
return Err("Predictions and labels are of different sizes.".into());
}
let n = T::from_usize(y_true.len()).unwrap();
let errors = y_pred - y_true;
let errors_sq = errors.component_mul(&errors);
Ok(errors_sq.sum() / n)
}
fn mae(&self, y_true: &DVector<T>, y_pred: &DVector<T>) -> Result<T, Box<dyn Error>> {
if y_true.len() != y_pred.len() {
return Err("Predictions and labels are of different sizes.".into());
}
let n = T::from_usize(y_true.len()).unwrap();
let abs_errors_sum = y_pred
.iter()
.zip(y_true.iter())
.map(|(&y_p, &y_t)| (y_p - y_t).abs())
.fold(T::from_f64(0.0).unwrap(), |acc, x| acc + x);
Ok(abs_errors_sum / n)
}
fn r2(&self, y_true: &DVector<T>, y_pred: &DVector<T>) -> Result<T, Box<dyn Error>> {
if y_true.len() != y_pred.len() {
return Err("Predictions and labels are of different sizes.".into());
}
let n = T::from_usize(y_true.len()).unwrap();
let y_true_mean = y_true.sum() / n;
let y_true_mean_vec = DVector::from_element(y_true.len(), y_true_mean);
let mse_model = self.mse(y_true, y_pred)?;
let mse_base = self.mse(&y_true_mean_vec, y_true)?;
Ok(T::from_f64(1.0).unwrap() - (mse_model / mse_base))
}
}
#[cfg(test)]
mod tests {
use super::*;
use nalgebra::DVector;
struct MockRegressor;
impl RegressionMetrics<f64> for MockRegressor {}
#[test]
fn test_mse() {
let regressor = MockRegressor;
let y_true = DVector::from_vec(vec![1.0, 2.0, 3.0]);
let y_pred = DVector::from_vec(vec![1.1, 1.9, 3.2]);
let mse = regressor.mse(&y_true, &y_pred).unwrap();
let expected_mse = ((0.1 * 0.1) + (0.1 * 0.1) + (0.2 * 0.2)) / 3.0;
assert!((mse - expected_mse).abs() < 1e-6);
}
#[test]
fn test_mae() {
let regressor = MockRegressor;
let y_true = DVector::from_vec(vec![1.0, 2.0, 3.0]);
let y_pred = DVector::from_vec(vec![1.1, 1.9, 3.2]);
let mae = regressor.mae(&y_true, &y_pred).unwrap();
let expected_mae = (0.1 + 0.1 + 0.2) / 3.0;
assert!((mae - expected_mae).abs() < 1e-6);
}
#[test]
fn test_r2() {
let regressor = MockRegressor;
let y_true = DVector::from_vec(vec![1.0, 2.0, 3.0]);
let y_pred = DVector::from_vec(vec![1.1, 1.9, 3.2]);
let r2 = regressor.r2(&y_true, &y_pred).unwrap();
let y_true_mean = y_true.mean();
let tss: f64 = y_true.iter().map(|&y| (y - y_true_mean).powi(2)).sum();
let rss: f64 = y_true
.iter()
.zip(y_pred.iter())
.map(|(&y_t, &y_p)| (y_t - y_p).powi(2))
.sum();
let expected_r2 = 1.0 - (rss / tss);
assert!((r2 - expected_r2).abs() < 1e-6);
}
#[test]
fn test_different_length_error() {
let regressor = MockRegressor;
let y_true = DVector::from_vec(vec![1.0, 2.0, 3.0]);
let y_pred = DVector::from_vec(vec![1.1, 1.9]);
assert!(regressor.mse(&y_true, &y_pred).is_err());
assert!(regressor.mae(&y_true, &y_pred).is_err());
assert!(regressor.r2(&y_true, &y_pred).is_err());
}
}