Python/machine_learning/scoring_functions.py

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import numpy as np
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""" Here I implemented the scoring functions.
MAE, MSE, RMSE, RMSLE are included.
Those are used for calculating differences between
predicted values and actual values.
Metrics are slightly differentiated. Sometimes squared, rooted,
even log is used.
Using log and roots can be perceived as tools for penalizing big
errors. However, using appropriate metrics depends on the situations,
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and types of data
"""
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# Mean Absolute Error
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def mae(predict, actual):
"""
Examples(rounded for precision):
>>> actual = [1,2,3];predict = [1,4,3]
>>> np.around(mae(predict,actual),decimals = 2)
0.67
>>> actual = [1,1,1];predict = [1,1,1]
>>> mae(predict,actual)
0.0
"""
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predict = np.array(predict)
actual = np.array(actual)
difference = abs(predict - actual)
score = difference.mean()
return score
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# Mean Squared Error
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def mse(predict, actual):
"""
Examples(rounded for precision):
>>> actual = [1,2,3];predict = [1,4,3]
>>> np.around(mse(predict,actual),decimals = 2)
1.33
>>> actual = [1,1,1];predict = [1,1,1]
>>> mse(predict,actual)
0.0
"""
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predict = np.array(predict)
actual = np.array(actual)
difference = predict - actual
square_diff = np.square(difference)
score = square_diff.mean()
return score
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# Root Mean Squared Error
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def rmse(predict, actual):
"""
Examples(rounded for precision):
>>> actual = [1,2,3];predict = [1,4,3]
>>> np.around(rmse(predict,actual),decimals = 2)
1.15
>>> actual = [1,1,1];predict = [1,1,1]
>>> rmse(predict,actual)
0.0
"""
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predict = np.array(predict)
actual = np.array(actual)
difference = predict - actual
square_diff = np.square(difference)
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mean_square_diff = square_diff.mean()
score = np.sqrt(mean_square_diff)
return score
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# Root Mean Square Logarithmic Error
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def rmsle(predict, actual):
"""
Examples(rounded for precision):
>>> actual = [10,10,30];predict = [10,2,30]
>>> np.around(rmsle(predict,actual),decimals = 2)
0.75
>>> actual = [1,1,1];predict = [1,1,1]
>>> rmsle(predict,actual)
0.0
"""
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predict = np.array(predict)
actual = np.array(actual)
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log_predict = np.log(predict + 1)
log_actual = np.log(actual + 1)
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difference = log_predict - log_actual
square_diff = np.square(difference)
mean_square_diff = square_diff.mean()
score = np.sqrt(mean_square_diff)
return score
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# Mean Bias Deviation
def mbd(predict, actual):
"""
This value is Negative, if the model underpredicts,
positive, if it overpredicts.
Example(rounded for precision):
Here the model overpredicts
>>> actual = [1,2,3];predict = [2,3,4]
>>> np.around(mbd(predict,actual),decimals = 2)
50.0
Here the model underpredicts
>>> actual = [1,2,3];predict = [0,1,1]
>>> np.around(mbd(predict,actual),decimals = 2)
-66.67
"""
predict = np.array(predict)
actual = np.array(actual)
difference = predict - actual
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numerator = np.sum(difference) / len(predict)
denumerator = np.sum(actual) / len(predict)
# print(numerator, denumerator)
score = float(numerator) / denumerator * 100
return score
def manual_accuracy(predict, actual):
return np.mean(np.array(actual) == np.array(predict))