def test_large_array_metrics(self):
y_true = np.ones((20000000, 4, 1), dtype=np.float32)
y_pred = np.zeros((20000000, 4, 1), dtype=np.float32)
assert_array_almost_equal(MAPE(y_true,
y_pred,
multioutput='raw_values'),
[[100], [100], [100], [100]],
decimal=2)
assert_array_almost_equal(MSE(y_true, y_pred,
multioutput='raw_values'),
[[1], [1], [1], [1]],
decimal=2)
assert_array_almost_equal(MAE(y_true, y_pred,
multioutput='raw_values'),
[[1], [1], [1], [1]],
decimal=2)
assert_almost_equal(MSE(y_true, y_pred, multioutput='uniform_average'),
[1],
decimal=2)
assert_almost_equal(MAPE(y_true, y_pred,
multioutput='uniform_average'), [100],
decimal=2)
assert_almost_equal(MAE(y_true, y_pred, multioutput='uniform_average'),
[1],
decimal=2)
def test_multioutput_array_metrics(self):
y_true = [[1, 2], [2.5, -1], [4.5, 3], [5, 7]]
y_pred = [[1, 1], [2, -1], [5, 4], [5, 6.5]]
assert_array_almost_equal(MSE(y_true, y_pred, multioutput='raw_values'),
[0.125, 0.5625], decimal=2)
assert_array_almost_equal(MAE(y_true, y_pred, multioutput='raw_values'),
[0.25, 0.625], decimal=2)
assert_array_almost_equal(R2(y_true, y_pred, multioutput='raw_values'),
[0.95, 0.93], decimal=2)
assert_array_almost_equal(sMAPE(y_true, y_pred, multioutput='raw_values'),
[4.09, 12.83], decimal=2)
assert_array_almost_equal(MAPE(y_true, y_pred, multioutput='raw_values'),
[7.78, 22.62], decimal=2)
assert_array_almost_equal(MPE(y_true, y_pred, multioutput='raw_values'),
[2.22, 5.95], decimal=2)
assert_array_almost_equal(RMSE(y_true, y_pred, multioutput='raw_values'),
[0.35, 0.75], decimal=2)
assert_array_almost_equal(ME(y_true, y_pred, multioutput='raw_values'),
[0., 0.12], decimal=2)
assert_array_almost_equal(MSPE(y_true, y_pred, multioutput='raw_values'),
[0.12, 0.56], decimal=2)
assert_array_almost_equal(MDAPE(y_true, y_pred, multioutput='raw_values'),
[5.56, 20.24], decimal=2)
assert_array_almost_equal(sMDAPE(y_true, y_pred, multioutput='raw_values'),
[2.63, 8.99], decimal=2)
def test_multioutput_metrics(self):
y_true = np.array([[1, 0, 0, 1], [0, 1, 1, 1], [1, 1, 0, 1]])
y_pred = np.array([[0, 0, 0, 1], [1, 0, 1, 1], [0, 0, 0, 1]])
assert_almost_equal(MSE(y_true, y_pred), [(1. / 3 + 2. / 3 + 2. / 3) / 4.])
assert_almost_equal(MSLE(y_true, y_pred), [0.200], decimal=2)
assert_almost_equal(MAE(y_true, y_pred), [(1. + 2. / 3) / 4.])
assert_almost_equal(R2(y_true, y_pred, multioutput='variance_weighted'), [1. - 5. / 2])
assert_almost_equal(R2(y_true, y_pred, multioutput='uniform_average'), [-.875])
y_true = ([[3, -0.5, 2, 7], [3, -0.5, 2, 7], [3, -0.5, 2, 7]])
y_pred = ([[2.5, -0.3, 2, 8], [2.5, -0.3, 2, 8], [2.5, -0.3, 2, 8]])
assert_almost_equal(sMAPE(y_true, y_pred, multioutput='uniform_average'),
[10.19], decimal=2)
assert_almost_equal(MAPE(y_true, y_pred, multioutput='uniform_average'), [17.74], decimal=2)
assert_almost_equal(MPE(y_true, y_pred, multioutput='uniform_average'), [10.6], decimal=2)
assert_almost_equal(RMSE(y_true, y_pred, multioutput='uniform_average'), [0.57], decimal=2)
assert_almost_equal(ME(y_true, y_pred, multioutput='uniform_average'), [-0.18], decimal=2)
assert_almost_equal(MSPE(y_true, y_pred, multioutput='uniform_average'), [0.32], decimal=2)
assert_almost_equal(MDAPE(y_true, y_pred, multioutput='uniform_average'),
[17.74], decimal=2)
assert_almost_equal(sMDAPE(y_true, y_pred, multioutput='uniform_average'),
[10.19], decimal=2)
def test_highdim_array_metrics(self):
y_true = ([[[3, -0.5], [2, 7]], [[3, -0.5], [2, 7]], [[3, -0.5],
[2, 7]]])
y_pred = ([[[2.5, -0.3], [2, 8]], [[2.5, -0.3], [2, 8]],
[[2.5, -0.3], [2, 8]]])
assert_almost_equal(sMAPE(y_true, y_pred, multioutput='raw_values'),
[[9.09, 25], [0, 6.67]],
decimal=2)
assert_almost_equal(MAPE(y_true, y_pred, multioutput='raw_values'),
[[16.67, 40.00], [0, 14.29]],
decimal=2)
assert_almost_equal(RMSE(y_true, y_pred, multioutput='raw_values'),
[[0.5, 0.2], [0, 1]],
decimal=2)
assert_almost_equal(MSE(y_true, y_pred, multioutput='raw_values'),
[[0.25, 0.04], [0, 1]],
decimal=2)
def test_metrics(self, n_samples=50):
y_true = np.arange(n_samples) + 1
y_pred = y_true + 1
assert_almost_equal(MSE(y_true, y_pred), [1.])
assert_almost_equal(MSLE(y_true, y_pred),
MSE(np.log(1 + y_true), np.log(1 + y_pred)))
assert_almost_equal(MAE(y_true, y_pred), [1.])
assert_almost_equal(R2(y_true, y_pred), [0.995], 2)
assert_almost_equal(sMAPE(y_true, y_pred), [3.89], decimal=2)
y_true = [3, -0.5, 2, 7]
y_pred = [2.5, -0.3, 2, 8]
assert_almost_equal(MAPE(y_true, y_pred), [17.74], decimal=2)
assert_almost_equal(MPE(y_true, y_pred), [10.6], decimal=2)
assert_almost_equal(RMSE(y_true, y_pred), [0.57], decimal=2)
assert_almost_equal(ME(y_true, y_pred), [-0.17], decimal=2)
assert_almost_equal(MSPE(y_true, y_pred), [0.32], decimal=2)
assert_almost_equal(MDAPE(y_true, y_pred), [15.48], decimal=2)
assert_almost_equal(sMDAPE(y_true, y_pred), [7.88], decimal=2)
def test_highdim_metrics(self):
y_true = ([[[3, -0.5], [2, 7]], [[3, -0.5], [2, 7]], [[3, -0.5],
[2, 7]]])
y_pred = ([[[2.5, -0.3], [2, 8]], [[2.5, -0.3], [2, 8]],
[[2.5, -0.3], [2, 8]]])
assert_almost_equal(sMAPE(y_true,
y_pred,
multioutput='uniform_average'), [10.19],
decimal=2)
assert_almost_equal(MAPE(y_true, y_pred,
multioutput='uniform_average'), [17.74],
decimal=2)
assert_almost_equal(MPE(y_true, y_pred, multioutput='uniform_average'),
[10.6],
decimal=2)
assert_almost_equal(RMSE(y_true, y_pred,
multioutput='uniform_average'), [0.57],
decimal=2)
assert_almost_equal(ME(y_true, y_pred, multioutput='uniform_average'),
[-0.18],
decimal=2)
assert_almost_equal(MSPE(y_true, y_pred,
multioutput='uniform_average'), [0.32],
decimal=2)
assert_almost_equal(MDAPE(y_true,
y_pred,
multioutput='uniform_average'), [17.74],
decimal=2)
assert_almost_equal(sMDAPE(y_true,
y_pred,
multioutput='uniform_average'), [10.19],
decimal=2)
assert_almost_equal(MSE(y_true, y_pred, multioutput='uniform_average'),
[0.32],
decimal=2)