[ML] Add r_squared eval metric to regression #44248
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| Original file line number | Diff line number | Diff line change |
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| /* | ||
| * Licensed to Elasticsearch under one or more contributor | ||
| * license agreements. See the NOTICE file distributed with | ||
| * this work for additional information regarding copyright | ||
| * ownership. Elasticsearch licenses this file to you under | ||
| * the Apache License, Version 2.0 (the "License"); you may | ||
| * not use this file except in compliance with the License. | ||
| * You may obtain a copy of the License at | ||
| * | ||
| * http://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, | ||
| * software distributed under the License is distributed on an | ||
| * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY | ||
| * KIND, either express or implied. See the License for the | ||
| * specific language governing permissions and limitations | ||
| * under the License. | ||
| */ | ||
| package org.elasticsearch.client.ml.dataframe.evaluation.regression; | ||
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| import org.elasticsearch.client.ml.dataframe.evaluation.EvaluationMetric; | ||
| import org.elasticsearch.common.ParseField; | ||
| import org.elasticsearch.common.xcontent.ConstructingObjectParser; | ||
| import org.elasticsearch.common.xcontent.ObjectParser; | ||
| import org.elasticsearch.common.xcontent.XContentBuilder; | ||
| import org.elasticsearch.common.xcontent.XContentParser; | ||
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| import java.io.IOException; | ||
| import java.util.Objects; | ||
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| import static org.elasticsearch.common.xcontent.ConstructingObjectParser.constructorArg; | ||
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| /** | ||
| * Calculates R-Squared between two known numerical fields. | ||
| * | ||
| * equation: mse = 1 - SSres/SStot | ||
| * such that, | ||
| * SSres = Σ(y - y´)^2 | ||
| * SStot = Σ(y - y_mean)^2 | ||
| */ | ||
| public class RSquaredMetric implements EvaluationMetric { | ||
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| public static final String NAME = "r_squared"; | ||
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| private static final ObjectParser<RSquaredMetric, Void> PARSER = | ||
| new ObjectParser<>("r_squared", true, RSquaredMetric::new); | ||
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| public static RSquaredMetric fromXContent(XContentParser parser) { | ||
| return PARSER.apply(parser, null); | ||
| } | ||
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| public RSquaredMetric() { | ||
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| } | ||
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| @Override | ||
| public XContentBuilder toXContent(XContentBuilder builder, Params params) throws IOException { | ||
| builder.startObject(); | ||
| builder.endObject(); | ||
| return builder; | ||
| } | ||
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| @Override | ||
| public boolean equals(Object o) { | ||
| if (this == o) return true; | ||
| if (o == null || getClass() != o.getClass()) return false; | ||
| return true; | ||
| } | ||
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| @Override | ||
| public int hashCode() { | ||
| // create static hash code from name as there are currently no unique fields per class instance | ||
| return Objects.hashCode(NAME); | ||
| } | ||
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| @Override | ||
| public String getName() { | ||
| return NAME; | ||
| } | ||
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| public static class Result implements EvaluationMetric.Result { | ||
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| public static final ParseField VALUE = new ParseField("value"); | ||
| private final double value; | ||
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| public static Result fromXContent(XContentParser parser) { | ||
| return PARSER.apply(parser, null); | ||
| } | ||
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| private static final ConstructingObjectParser<Result, Void> PARSER = | ||
| new ConstructingObjectParser<>("r_squared_result", true, args -> new Result((double) args[0])); | ||
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| static { | ||
| PARSER.declareDouble(constructorArg(), VALUE); | ||
| } | ||
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| public Result(double value) { | ||
| this.value = value; | ||
| } | ||
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| @Override | ||
| public XContentBuilder toXContent(XContentBuilder builder, Params params) throws IOException { | ||
| builder.startObject(); | ||
| builder.field(VALUE.getPreferredName(), value); | ||
| builder.endObject(); | ||
| return builder; | ||
| } | ||
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| public double getValue() { | ||
| return value; | ||
| } | ||
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| @Override | ||
| public String getMetricName() { | ||
| return NAME; | ||
| } | ||
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| @Override | ||
| public boolean equals(Object o) { | ||
| if (this == o) return true; | ||
| if (o == null || getClass() != o.getClass()) return false; | ||
| Result that = (Result) o; | ||
| return Objects.equals(that.value, this.value); | ||
| } | ||
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| @Override | ||
| public int hashCode() { | ||
| return Objects.hash(value); | ||
| } | ||
| } | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,53 @@ | ||
| /* | ||
| * Licensed to Elasticsearch under one or more contributor | ||
| * license agreements. See the NOTICE file distributed with | ||
| * this work for additional information regarding copyright | ||
| * ownership. Elasticsearch licenses this file to you under | ||
| * the Apache License, Version 2.0 (the "License"); you may | ||
| * not use this file except in compliance with the License. | ||
| * You may obtain a copy of the License at | ||
| * | ||
| * http://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, | ||
| * software distributed under the License is distributed on an | ||
| * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY | ||
| * KIND, either express or implied. See the License for the | ||
| * specific language governing permissions and limitations | ||
| * under the License. | ||
| */ | ||
| package org.elasticsearch.client.ml.dataframe.evaluation.regression; | ||
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| import org.elasticsearch.client.ml.dataframe.evaluation.MlEvaluationNamedXContentProvider; | ||
| import org.elasticsearch.common.xcontent.NamedXContentRegistry; | ||
| import org.elasticsearch.common.xcontent.XContentParser; | ||
| import org.elasticsearch.test.AbstractXContentTestCase; | ||
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| import java.io.IOException; | ||
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| public class RSquaredMetricResultTests extends AbstractXContentTestCase<RSquaredMetric.Result> { | ||
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| public static RSquaredMetric.Result randomResult() { | ||
| return new RSquaredMetric.Result(randomDouble()); | ||
| } | ||
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| @Override | ||
| protected RSquaredMetric.Result createTestInstance() { | ||
| return randomResult(); | ||
| } | ||
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| @Override | ||
| protected RSquaredMetric.Result doParseInstance(XContentParser parser) throws IOException { | ||
| return RSquaredMetric.Result.fromXContent(parser); | ||
| } | ||
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| @Override | ||
| protected boolean supportsUnknownFields() { | ||
| return true; | ||
| } | ||
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| @Override | ||
| protected NamedXContentRegistry xContentRegistry() { | ||
| return new NamedXContentRegistry(new MlEvaluationNamedXContentProvider().getNamedXContentParsers()); | ||
| } | ||
| } |
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