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Editing: RSquared.php
<?php namespace Rubix\ML\CrossValidation\Metrics; use Rubix\ML\Tuple; use Rubix\ML\EstimatorType; use Rubix\ML\Helpers\Stats; use Rubix\ML\Specifications\PredictionAndLabelCountsAreEqual; use const Rubix\ML\EPSILON; /** * R Squared * * The *coefficient of determination* or R Squared (R²) is the proportion of the variance in * the target labels that is explainable from the predictions. It gives an indication as to * how well the predictions approximate the labels. * * @category Machine Learning * @package Rubix/ML * @author Andrew DalPino */ class RSquared implements Metric { /** * Return a tuple of the min and max output value for this metric. * * @return \Rubix\ML\Tuple{float,float} */ public function range() : Tuple { return new Tuple(-INF, 1.0); } /** * The estimator types that this metric is compatible with. * * @internal * * @return list<EstimatorType> */ public function compatibility() : array { return [ EstimatorType::regressor(), ]; } /** * Score a set of predictions. * * @param list<int|float> $predictions * @param list<int|float> $labels * @return float */ public function score(array $predictions, array $labels) : float { PredictionAndLabelCountsAreEqual::with($predictions, $labels)->check(); if (empty($predictions)) { return 0.0; } $mean = Stats::mean($labels); $ssr = $sst = 0.0; foreach ($predictions as $i => $prediction) { $label = $labels[$i]; $ssr += ($label - $prediction) ** 2; $sst += ($label - $mean) ** 2; } return 1.0 - ($ssr / ($sst ?: EPSILON)); } /** * Return the string representation of the object. * * @internal * * @return string */ public function __toString() : string { return 'R Squared'; } }
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