SeqMetrics 1.3.4

SeqMetrics: Various errors for sequential data

The purpose of this repository to collect various classification and regression performance metrics or errors which can be calculated for time-series/sequential/tabular data, at one place. Currently only 1-dimensional data is supported.

How to Install

You can install SeqMetrics using pip

pip install SeqMetrics

or using GitHub link for the latest code

python -m pip install git+https://github.com/AtrCheema/SeqMetrics.git

or using setup file, go to folder where repo is downloaded

python setup.py install

How to Use

SeqMetrics provides a uniform API for calculation of both regression and classification metrics.

RegressionMetrics

import numpy as np
from SeqMetrics import RegressionMetrics

true = np.random.random((20, 1))
pred = np.random.random((20, 1))

er = RegressionMetrics(true, pred)

for m in er.all_methods: print("{:20}".format(m)) # get names of all availabe methods

er.nse()   # calculate Nash Sutcliff efficiency

er.calculate_all(verbose=True)  # or calculate errors using all available methods 

We can visualize the calcuated performance metrics if we have easy_mpl package installed.

import numpy as np
from SeqMetrics import RegressionMetrics, plot_metrics

np.random.seed(313)
true = np.random.random((20, 1))
pred = np.random.random((20, 1))

er = RegressionMetrics(true, pred)

plot_metrics(er.calculate_all(),  color="Blues")

RegressionMetrics currently, calculates following performane metrics for regression.

Name	Name in this repository
Absolute Percent Bias	abs_pbias
Agreement Index	agreement_index
Aitchison Distance	aitchison
Alpha decomposition of the NSE	nse_alpha
Anomaly correction coefficient	acc
Bias	bias
Beta decomposition of NSE	nse_beta
Bounded NSE	nse_bound
Bounded KGE	kge_bound
Brier Score	brier_score
Correlation Coefficient	corr_coeff
Coefficient of Determination	r2
Centered Root Mean Square Deviation	centered_rms_dev
Covariances	covariance
Decomposed Mean Square Error	decomposed_mse
Explained variance score	exp_var_score
Euclid Distance	euclid_distance
Geometric Mean Difference	gmaen_diff
Geometric Mean Absolute Error	gmae
Geometric Mean Relative Absolute Error	gmrae
Inertial Root Squared Error	irmse
Integral Normalized Root Squared Error	inrse
Inter-percentile Normalized Root Mean Squared Error	nrmse_ipercentile
Jensen-shannon divergence	JS
Kling-Gupta Efficiency	kge
Legate-McCabe Efficiency Index	lm_index
Logrithmic Nash Sutcliff Efficiency	log_nse
Logrithmic probability distribution	log_prob
maximum error	max_error
Mean Absolute Error	mae
Mean Absolute Percentage Deviation	mapd
Mean Absolute Percentage Error	mape
Mean Absolute Relative Error	mare
Mean Absolute Scaled Error	mase
Mean Arctangle Absolute Percentage Error	maape
Mean Bias Error	mean_bias_error
Mean Bounded relative Absolute Error	mbrae
Mean Errors	me
Mean Gamma Deviances	mean_gamma_deviance
Mean Log Error	mle
Mean Normalized Root Mean Square Error	nrmse_mean
Mean Percentage Error	mpe
Mean Poisson Deviance	mean_poisson_deviance
Mean Relative Absolute Error	mrae
Mean Square Error	mse
Mean Square Logrithmic Errors	mean_square_log_error
Mean Variance	mean_var
Median Absolute Error	median_abs_error
Median Absolute Percentage Error	mdape
Median Dictionary Accuracy
Median Error	mde
Median Relative Absolute Error	mdrae
Median Squared Error	med_seq_error
Mielke-Berry R	mb_r
Modified Agreement of Index	mod_agreement_index
Modified Kling-Gupta Efficiency	kge_mod
Modified Nash-Sutcliff Efficiency	nse_mod
Nash-Sutcliff Efficiency	nse
Non parametric Kling-Gupta Efficiency	kge_np
Normalized Absolute Error	norm_ae
Normalized Absolute Percentage Error	norm_ape
Normalized Euclid Distance	norm_euclid_distance
Normalized Root Mean Square Error	nrmse
Peak flow bias of the flow duration curve	fdc_fhv
Pearson correlation coefficient	person_r
Percent Bias	pbias
Range Normalized root mean square	nrmse_range
Refined Agreement of Index	ref_agreement_index
Relative Agreement of Index	rel_agreement_index
Relative Absolute Error	rae
Relative Root Mean Squared Error	relative_rmse
Relative Nash-Sutcliff Efficiency	nse_rel
Root Mean Square Errors	rmse
Root Mean Square Log Error	rmsle
Root Mean Square Percentage Error	rmspe
Root Mean Squared Scaled Error	rmsse
Root Median Squared Scaled Error	rmsse
Root Relative Squared Error	rrse
RSR	rsr
Separmann correlation coefficient	spearmann_corr
Skill Score of Murphy	skill_score_murphy
Spectral Angle	sa
Spectral Correlation	sc
Spectral Gradient Angle	sga
Spectral Information Divergence	sid
Symmetric kullback-leibler divergence	KLsym
Symmetric Mean Absolute Percentage Error	smape
Symmetric Median Absolute Percentage Error	smdape
sum of squared errors	sse
Volume Errors	volume_error
Volumetric Efficiency	ve
Unscaled Mean Bounded Relative Absolute Error	umbrae
Watterson's M	watt_m
Weighted Mean Absolute Percent Errors	wmape
Weighted Absolute Percentage Error	wape

ClassificationMetrics

The API is same for performance metrics of classification problem.

import numpy as np
from SeqMetrics import ClassificationMetrics

# boolean array

t = np.array([True, False, False, False])
p = np.array([True, True, True, True])
metrics = ClassificationMetrics(t, p)
print(metrics.calculate_all())

# binary classification with numerical labels

true = np.array([1, 0, 0, 0])
pred = np.array([1, 1, 1, 1])
metrics = ClassificationMetrics(true, pred)
print(metrics.calculate_all())

# multiclass classification with numerical labels

true = np.random.randint(1, 4, 100)
pred = np.random.randint(1, 4, 100)
metrics = ClassificationMetrics(true, pred)
print(metrics.calculate_all())

# You can also provide logits instead of labels.

predictions = np.array([[0.25, 0.25, 0.25, 0.25],
                       [0.01, 0.01, 0.01, 0.96]])
targets = np.array([[0, 0, 0, 1],
                    [0, 0, 0, 1]])
metrics = ClassificationMetrics(targets, predictions, multiclass=True)
print(metrics.calculate_all())

# Working with categorical values is seamless

true = np.array(['a', 'b', 'b', 'b']) 
pred = np.array(['a', 'a', 'a', 'a'])
metrics = ClassificationMetrics(true, pred)
print(metrics.calculate_all())

# same goes for multiclass categorical labels

t = np.array(['car', 'truck', 'truck', 'car', 'bike', 'truck'])
p = np.array(['car', 'car',   'bike',  'car', 'bike', 'truck'])
metrics = ClassificationMetrics(targets, predictions, multiclass=True)
print(metrics.calculate_all())

SeqMetrics library currently calculates following performance metrics of classification.

Name	Name in this repository
Accuracy	accuracy
Balanced Accuracy	balanced_accuracy
Error Rate	error_rate
Recall	recall
Precision	precision
F1 score	f1_score
F2 score	f2_score
Specificity	specificity
Cross Entropy	cross_entropy
False Positive Rate	false_positive_rate
False Negative Rate	false_negative_rate
False Discovery Rate	false_discovery_rate
False Omission Rate	false_omission_rate
Negative Predictive Value	negative_predictive_value
Positive Likelihood Ratio	positive_likelihood_ratio
Negative Likelihood Ratio	negative_likelihood_ratio
Prevalence Threshold	prevalence_threshold
Youden Index	youden_index
Confusion Matrix	confusion_matrix
Fowlkes Mallows Index	fowlkes_mallows_index
Mathews correlation Coefficient	mathews_corr_coeff

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