defmodule Axon.Metrics do @moduledoc """ Metric functions. Metrics are used to measure the performance and compare performance of models in easy-to-understand terms. Often times, neural networks use surrogate loss functions such as negative log-likelihood to indirectly optimize a certain performance metric. Metrics such as accuracy, also called the 0-1 loss, do not have useful derivatives (e.g. they are information sparse), and are often intractable even with low input dimensions. Despite not being able to train specifically for certain metrics, it's still useful to track these metrics to monitor the performance of a neural network during training. Metrics such as accuracy provide useful feedback during training, whereas loss can sometimes be difficult to interpret. You can attach any of these functions as metrics within the `Axon.Loop` API using `Axon.Loop.metric/3`. All of the functions in this module are implemented as numerical functions and can be JIT or AOT compiled with any supported `Nx` compiler. """ import Nx.Defn # Standard Metrics @doc ~S""" Computes the accuracy of the given predictions. If the size of the last axis is 1, it performs a binary accuracy computation with a threshold of 0.5. Otherwise, computes categorical accuracy. ## Argument Shapes * `y_true` - $\(d_0, d_1, ..., d_n\)$ * `y_pred` - $\(d_0, d_1, ..., d_n\)$ ## Examples iex> Axon.Metrics.accuracy(Nx.tensor([[1], [0], [0]]), Nx.tensor([[1], [1], [1]])) #Nx.Tensor< f32 0.3333333432674408 > iex> Axon.Metrics.accuracy(Nx.tensor([[0, 1], [1, 0], [1, 0]]), Nx.tensor([[0, 1], [1, 0], [0, 1]])) #Nx.Tensor< f32 0.6666666865348816 > iex> Axon.Metrics.accuracy(Nx.tensor([[0, 1, 0], [1, 0, 0]]), Nx.tensor([[0, 1, 0], [0, 1, 0]])) #Nx.Tensor< f32 0.5 > """ defn accuracy(y_true, y_pred) do if elem(Nx.shape(y_pred), Nx.rank(y_pred) - 1) == 1 do y_pred |> Nx.greater(0.5) |> Nx.equal(y_true) |> Nx.mean() else y_true |> Nx.argmax(axis: -1) |> Nx.equal(Nx.argmax(y_pred, axis: -1)) |> Nx.mean() end end @doc ~S""" Computes the precision of the given predictions with respect to the given targets. ## Argument Shapes * `y_true` - $\(d_0, d_1, ..., d_n\)$ * `y_pred` - $\(d_0, d_1, ..., d_n\)$ ## Options * `:threshold` - threshold for truth value of the predictions. Defaults to `0.5` ## Examples iex> Axon.Metrics.precision(Nx.tensor([0, 1, 1, 1]), Nx.tensor([1, 0, 1, 1])) #Nx.Tensor< f32 0.6666666865348816 > """ defn precision(y_true, y_pred, opts \\ []) do true_positives = true_positives(y_true, y_pred, opts) false_positives = false_positives(y_true, y_pred, opts) true_positives |> Nx.divide(true_positives + false_positives + 1.0e-16) end @doc ~S""" Computes the recall of the given predictions with respect to the given targets. ## Argument Shapes * `y_true` - $\(d_0, d_1, ..., d_n\)$ * `y_pred` - $\(d_0, d_1, ..., d_n\)$ ## Options * `:threshold` - threshold for truth value of the predictions. Defaults to `0.5` ## Examples iex> Axon.Metrics.recall(Nx.tensor([0, 1, 1, 1]), Nx.tensor([1, 0, 1, 1])) #Nx.Tensor< f32 0.6666666865348816 > """ defn recall(y_true, y_pred, opts \\ []) do true_positives = true_positives(y_true, y_pred, opts) false_negatives = false_negatives(y_true, y_pred, opts) Nx.divide(true_positives, false_negatives + true_positives + 1.0e-16) end @doc """ Computes the number of true positive predictions with respect to given targets. ## Options * `:threshold` - threshold for truth value of predictions. Defaults to `0.5`. ## Examples iex> y_true = Nx.tensor([1, 0, 1, 1, 0, 1, 0]) iex> y_pred = Nx.tensor([0.8, 0.6, 0.4, 0.2, 0.8, 0.2, 0.2]) iex> Axon.Metrics.true_positives(y_true, y_pred) #Nx.Tensor< u64 1 > """ defn true_positives(y_true, y_pred, opts \\ []) do opts = keyword!(opts, threshold: 0.5) thresholded_preds = y_pred |> Nx.greater(opts[:threshold]) thresholded_preds |> Nx.equal(y_true) |> Nx.logical_and(Nx.equal(thresholded_preds, 1)) |> Nx.sum() end @doc """ Computes the number of false negative predictions with respect to given targets. ## Options * `:threshold` - threshold for truth value of predictions. Defaults to `0.5`. ## Examples iex> y_true = Nx.tensor([1, 0, 1, 1, 0, 1, 0]) iex> y_pred = Nx.tensor([0.8, 0.6, 0.4, 0.2, 0.8, 0.2, 0.2]) iex> Axon.Metrics.false_negatives(y_true, y_pred) #Nx.Tensor< u64 3 > """ defn false_negatives(y_true, y_pred, opts \\ []) do opts = keyword!(opts, threshold: 0.5) thresholded_preds = y_pred |> Nx.greater(opts[:threshold]) thresholded_preds |> Nx.not_equal(y_true) |> Nx.logical_and(Nx.equal(thresholded_preds, 0)) |> Nx.sum() end @doc """ Computes the number of true negative predictions with respect to given targets. ## Options * `:threshold` - threshold for truth value of predictions. Defaults to `0.5`. ## Examples iex> y_true = Nx.tensor([1, 0, 1, 1, 0, 1, 0]) iex> y_pred = Nx.tensor([0.8, 0.6, 0.4, 0.2, 0.8, 0.2, 0.2]) iex> Axon.Metrics.true_negatives(y_true, y_pred) #Nx.Tensor< u64 1 > """ defn true_negatives(y_true, y_pred, opts \\ []) do opts = keyword!(opts, threshold: 0.5) thresholded_preds = y_pred |> Nx.greater(opts[:threshold]) thresholded_preds |> Nx.equal(y_true) |> Nx.logical_and(Nx.equal(thresholded_preds, 0)) |> Nx.sum() end @doc """ Computes the number of false positive predictions with respect to given targets. ## Options * `:threshold` - threshold for truth value of predictions. Defaults to `0.5`. ## Examples iex> y_true = Nx.tensor([1, 0, 1, 1, 0, 1, 0]) iex> y_pred = Nx.tensor([0.8, 0.6, 0.4, 0.2, 0.8, 0.2, 0.2]) iex> Axon.Metrics.false_positives(y_true, y_pred) #Nx.Tensor< u64 2 > """ defn false_positives(y_true, y_pred, opts \\ []) do opts = keyword!(opts, threshold: 0.5) thresholded_preds = y_pred |> Nx.greater(opts[:threshold]) thresholded_preds |> Nx.not_equal(y_true) |> Nx.logical_and(Nx.equal(thresholded_preds, 1)) |> Nx.sum() end @doc ~S""" Computes the sensitivity of the given predictions with respect to the given targets. ## Argument Shapes * `y_true` - $\(d_0, d_1, ..., d_n\)$ * `y_pred` - $\(d_0, d_1, ..., d_n\)$ ## Options * `:threshold` - threshold for truth value of the predictions. Defaults to `0.5` ## Examples iex> Axon.Metrics.sensitivity(Nx.tensor([0, 1, 1, 1]), Nx.tensor([1, 0, 1, 1])) #Nx.Tensor< f32 0.6666666865348816 > """ defn sensitivity(y_true, y_pred, opts \\ []) do opts = keyword!(opts, threshold: 0.5) recall(y_true, y_pred, opts) end @doc ~S""" Computes the specificity of the given predictions with respect to the given targets. ## Argument Shapes * `y_true` - $\(d_0, d_1, ..., d_n\)$ * `y_pred` - $\(d_0, d_1, ..., d_n\)$ ## Options * `:threshold` - threshold for truth value of the predictions. Defaults to `0.5` ## Examples iex> Axon.Metrics.specificity(Nx.tensor([0, 1, 1, 1]), Nx.tensor([1, 0, 1, 1])) #Nx.Tensor< f32 0.0 > """ defn specificity(y_true, y_pred, opts \\ []) do opts = keyword!(opts, threshold: 0.5) thresholded_preds = Nx.greater(y_pred, opts[:threshold]) true_negatives = thresholded_preds |> Nx.equal(y_true) |> Nx.logical_and(Nx.equal(thresholded_preds, 0)) |> Nx.sum() false_positives = thresholded_preds |> Nx.not_equal(y_true) |> Nx.logical_and(Nx.equal(thresholded_preds, 1)) |> Nx.sum() Nx.divide(true_negatives, false_positives + true_negatives + 1.0e-16) end @doc ~S""" Calculates the mean absolute error of predictions with respect to targets. $$l_i = \sum_i |\hat{y_i} - y_i|$$ ## Argument Shapes * `y_true` - $\(d_0, d_1, ..., d_n\)$ * `y_pred` - $\(d_0, d_1, ..., d_n\)$ ## Examples iex> y_true = Nx.tensor([[0.0, 1.0], [0.0, 0.0]], type: {:f, 32}) iex> y_pred = Nx.tensor([[1.0, 1.0], [1.0, 0.0]], type: {:f, 32}) iex> Axon.Metrics.mean_absolute_error(y_true, y_pred) #Nx.Tensor< f32 0.5 > """ defn mean_absolute_error(y_true, y_pred) do y_true |> Nx.subtract(y_pred) |> Nx.abs() |> Nx.mean() end @doc ~S""" Computes the top-k categorical accuracy. ## Options * `k` - The k in "top-k". Defaults to 5. * `sparse` - If `y_true` is a sparse tensor. Defaults to `false`. ## Argument Shapes * `y_true` - $\(d_0, d_1, ..., d_n\)$ * `y_pred` - $\(d_0, d_1, ..., d_n\)$ ## Examples iex> Axon.Metrics.top_k_categorical_accuracy(Nx.tensor([0, 1, 0, 0, 0]), Nx.tensor([0.1, 0.4, 0.3, 0.7, 0.1]), k: 2) #Nx.Tensor< f32 1.0 > iex> Axon.Metrics.top_k_categorical_accuracy(Nx.tensor([[0, 1, 0], [1, 0, 0]]), Nx.tensor([[0.1, 0.4, 0.7], [0.1, 0.4, 0.7]]), k: 2) #Nx.Tensor< f32 0.5 > iex> Axon.Metrics.top_k_categorical_accuracy(Nx.tensor([[0], [2]]), Nx.tensor([[0.1, 0.4, 0.7], [0.1, 0.4, 0.7]]), k: 2, sparse: true) #Nx.Tensor< f32 0.5 > """ defn top_k_categorical_accuracy(y_true, y_pred, opts \\ []) do opts = keyword!(opts, k: 5, sparse: false) y_true = transform(y_true, fn y_true -> if opts[:sparse] do y_true else top_k_index_transform(y_true) end end) cond do Nx.rank(y_pred) == 2 -> {rows, _} = Nx.shape(y_pred) y_pred |> Nx.argsort(direction: :desc, axis: -1) |> Nx.slice([0, 0], [rows, opts[:k]]) |> Nx.equal(y_true) |> Nx.any(axes: [-1]) |> Nx.mean() Nx.rank(y_pred) == 1 -> y_pred |> Nx.argsort(direction: :desc, axis: -1) |> Nx.slice([0], [opts[:k]]) |> Nx.equal(y_true) |> Nx.any(axes: [-1]) |> Nx.mean() true -> raise ArgumentError, "rank must be 1 or 2" end end defnp(top_k_index_transform(y_true), do: Nx.argmax(y_true, axis: -1, keep_axis: true)) # Combinators @doc """ Returns a function which computes a running average given current average, new observation, and current iteration. ## Examples iex> cur_avg = 0.5 iex> iteration = 1 iex> y_true = Nx.tensor([[0, 1], [1, 0], [1, 0]]) iex> y_pred = Nx.tensor([[0, 1], [1, 0], [1, 0]]) iex> avg_acc = Axon.Metrics.running_average(&Axon.Metrics.accuracy/2) iex> avg_acc.(cur_avg, [y_true, y_pred], iteration) #Nx.Tensor< f32 0.75 > """ def running_average(metric) do &running_average_impl(&1, apply(metric, &2), &3) end defnp running_average_impl(avg, obs, i) do avg |> Nx.multiply(i) |> Nx.add(obs) |> Nx.divide(Nx.add(i, 1)) end @doc """ Returns a function which computes a running sum given current sum, new observation, and current iteration. ## Examples iex> cur_sum = 12 iex> iteration = 2 iex> y_true = Nx.tensor([0, 1, 0, 1]) iex> y_pred = Nx.tensor([1, 1, 0, 1]) iex> fps = Axon.Metrics.running_sum(&Axon.Metrics.false_positives/2) iex> fps.(cur_sum, [y_true, y_pred], iteration) #Nx.Tensor< s64 13 > """ def running_sum(metric) do &running_sum_impl(&1, apply(metric, &2), &3) end defnp running_sum_impl(sum, obs, _) do Nx.add(sum, obs) end end