Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fix corner case for R2Score #1576

Merged
merged 2 commits into from
Mar 1, 2023
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 3 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -92,6 +92,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Fixed the use of `ignore_index` in `MulticlassJaccardIndex` ([#1386](https://github.com/Lightning-AI/metrics/pull/1386))


- Fixed evaluation of `R2Score` with near constant target ([#1576](https://github.com/Lightning-AI/metrics/pull/1576))


## [0.11.2] - 2023-02-21

### Fixed
Expand Down
11 changes: 9 additions & 2 deletions src/torchmetrics/functional/regression/r2.py
Original file line number Diff line number Diff line change
Expand Up @@ -41,7 +41,6 @@ def _r2_score_update(preds: Tensor, target: Tensor) -> Tuple[Tensor, Tensor, Ten
residual = target - preds
rss = torch.sum(residual * residual, dim=0)
n_obs = target.size(0)

return sum_squared_obs, sum_obs, rss, n_obs


Expand Down Expand Up @@ -79,7 +78,15 @@ def _r2_score_compute(

mean_obs = sum_obs / n_obs
tss = sum_squared_obs - sum_obs * mean_obs
raw_scores = 1 - (rss / tss)

# Account for near constant targets
cond_rss = ~torch.isclose(rss, torch.zeros_like(rss), atol=1e-4)
cond_tss = ~torch.isclose(tss, torch.zeros_like(tss), atol=1e-4)
cond = cond_rss & cond_tss

raw_scores = torch.ones_like(rss)
raw_scores[cond] = 1 - (rss[cond] / tss[cond])
raw_scores[cond_rss & ~cond_tss] = 0.0

if multioutput == "raw_values":
r2 = raw_scores
Expand Down
3 changes: 3 additions & 0 deletions src/torchmetrics/regression/r2.py
Original file line number Diff line number Diff line change
Expand Up @@ -32,6 +32,9 @@ class R2Score(Metric):
.. math:: R^2_{adj} = 1 - \frac{(1-R^2)(n-1)}{n-k-1}

where the parameter :math:`k` (the number of independent regressors) should be provided as the `adjusted` argument.
The score is only proper defined when :math:`SS_{tot}\neq 0`, which can happen for near constant targets. In this
case a score of 0 is returned. By definition the score is bounded between 0 and 1, where 1 corresponds to the
predictions exactly matching the targets.

As input to ``forward`` and ``update`` the metric accepts the following input:

Expand Down
8 changes: 8 additions & 0 deletions tests/unittests/regression/test_r2.py
Original file line number Diff line number Diff line change
Expand Up @@ -159,3 +159,11 @@ def test_warning_on_too_large_adjusted(metric_class=R2Score):

with pytest.warns(UserWarning, match="Division by zero in adjusted r2 score. Falls back to" " standard r2 score."):
metric(torch.randn(11), torch.randn(11))


def test_constant_target():
"""Check for a near constant target that a value of 0 is returned."""
y_true = torch.tensor([-5.1608, -5.1609, -5.1608, -5.1608, -5.1608, -5.1608])
y_pred = torch.tensor([-3.9865, -5.4648, -5.0238, -4.3899, -5.6672, -4.7336])
score = r2_score(preds=y_pred, target=y_true)
assert score == 0