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42 lines
866 B
Python
42 lines
866 B
Python
import numpy as np
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def RSE(pred, true):
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return np.sqrt(np.sum((true - pred) ** 2)) / np.sqrt(np.sum((true - true.mean()) ** 2))
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def CORR(pred, true):
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u = ((true - true.mean(0)) * (pred - pred.mean(0))).sum(0)
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d = np.sqrt(((true - true.mean(0)) ** 2 * (pred - pred.mean(0)) ** 2).sum(0))
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return (u / d).mean(-1)
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def MAE(pred, true):
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return np.mean(np.abs(pred - true))
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def MSE(pred, true):
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return np.mean((pred - true) ** 2)
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def RMSE(pred, true):
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return np.sqrt(MSE(pred, true))
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def MAPE(pred, true):
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return np.mean(np.abs((pred - true) / true))
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def MSPE(pred, true):
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return np.mean(np.square((pred - true) / true))
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def metric(pred, true):
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mae = MAE(pred, true)
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mse = MSE(pred, true)
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rmse = RMSE(pred, true)
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mape = MAPE(pred, true)
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mspe = MSPE(pred, true)
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return mae, mse, rmse, mape, mspe
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