permetrics 1.2.0

PerMetrics: A framework of PERformance METRICS for machine learning models

A framework of PERformance METRICS (PerMetrics) for artificial intelligence models

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"Knowledge is power, sharing it is the premise of progress in life. It seems like a burden to someone, but it is the only way to achieve immortality." --- Thieu Nguyen

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Introduction

• PerMetrics is a python library for performance metrics of machine learning models.

• The goals of this framework are:

  • Combine all metrics for regression, classification and clustering models
  • Helping users in all field access to metrics as fast as possible
  • Perform Qualitative Analysis of models.
  • Perform Quantitative Analysis of models.

Dependencies

• Python (>= 3.6)
• Numpy (>= 1.15.1)

User installation

Install the current PyPI release:

pip install permetrics

Or install the development version from GitHub:

pip install git+https://github.com/thieu1995/permetrics

Example

• Permetrics version >= 1.2.0

from numpy import array
from permetrics.regression import RegressionMetric

## For 1-D array
y_true = array([3, -0.5, 2, 7])
y_pred = array([2.5, 0.0, 2, 8])

evaluator = RegressionMetric(y_true, y_pred, decimal=5)
print(evaluator.RMSE())
print(evaluator.MSE())

## For > 1-D array
y_true = array([[0.5, 1], [-1, 1], [7, -6]])
y_pred = array([[0, 2], [-1, 2], [8, -5]])

evaluator = RegressionMetric(y_true, y_pred, decimal=5)
print(evaluator.RMSE(multi_output="raw_values", decimal=5))
print(evaluator.MAE(multi_output="raw_values", decimal=5))

• Permetrics version <= 1.1.3

##  All you need to do is: (Make sure your y_true and y_pred is a numpy array)
## For example with RMSE:

from numpy import array
from permetrics.regression import Metrics

## 1-D array
y_true = array([3, -0.5, 2, 7])
y_pred = array([2.5, 0.0, 2, 8])

y_true2 = array([3, -0.5, 2, 7])
y_pred2 = array([2.5, 0.0, 2, 9])

### C1. Using OOP style - very powerful when calculating multiple metrics
obj1 = Metrics(y_true, y_pred)  # Pass the data here
result = obj1.root_mean_squared_error(clean=True, decimal=5)
print(f"1-D array, OOP style: {result}")

### C2. Using functional style
obj2 = Metrics()
result = obj2.root_mean_squared_error(clean=True, decimal=5, y_true=y_true2, y_pred=y_pred2)  
# Pass the data here, remember the keywords (y_true, y_pred)
print(f"1-D array, Functional style: {result}")

## > 1-D array - Multi-dimensional Array
y_true = array([[0.5, 1], [-1, 1], [7, -6]])
y_pred = array([[0, 2], [-1, 2], [8, -5]])

multi_outputs = [None, "raw_values", [0.3, 1.2], array([0.5, 0.2]), (0.1, 0.9)]
obj3 = Metrics(y_true, y_pred)
for multi_output in multi_outputs:
    result = obj3.root_mean_squared_error(clean=False, multi_output=multi_output, decimal=5)
    print(f"n-D array, OOP style: {result}")

# Or run the simple:
python examples/RMSE.py

# The more complicated tests in the folder: examples

The documentation includes more detailed installation instructions and explanations.

Changelog

• See the ChangeLog.md for a history of notable changes to permetrics.

Important links

• Official source code repo: https://github.com/thieu1995/permetrics

• Official documentation: https://permetrics.readthedocs.io/

• Download releases: https://pypi.org/project/permetrics/

• Issue tracker: https://github.com/thieu1995/permetrics/issues

• This project also related to my another projects which are "meta-heuristics" and "neural-network", check it here

  • https://github.com/thieu1995/mealpy
  • https://github.com/thieu1995/opfunu
  • https://github.com/thieu1995/metaheuristics
  • https://github.com/chasebk

Metrics

Problem	STT	Metric	Metric Fullname	Characteristics
Regression	1	EVS	Explained Variance Score	Larger is better (Best = 1)
	2	ME	Max Error	Smaller is better (Best = 0)
	3	MAE	Mean Absolute Error	Smaller is better (Best = 0)
	4	MSE	Mean Squared Error	Smaller is better (Best = 0)
	5	RMSE	Root Mean Squared Error	Smaller is better (Best = 0)
	6	MSLE	Mean Squared Log Error	Smaller is better (Best = 0)
	7	MedAE	Median Absolute Error	Smaller is better (Best = 0)
	8	MRE	Mean Relative Error	Smaller is better (Best = 0)
	9	MAPE	Mean Absolute Percentage Error	Smaller is better (Best = 0)
	10	SMAPE	Symmetric Mean Absolute Percentage Error	Smaller is better (Best = 0)
	11	MAAPE	Mean Arctangent Absolute Percentage Error	Smaller is better (Best = 0)
	12	MASE	Mean Absolute Scaled Error	Smaller is better (Best = 0)
	13	NSE	Nash-Sutcliffe Efficiency Coefficient	Larger is better (Best = 1)
	14	WI	Willmott Index	Larger is better (Best = 1)
	15	R	Pearson’s Correlation Index	Larger is better (Best = 1)
	16	CI	Confidence Index	Larger is better (Best = 1)
	17	R2	Coefficient of Determination	Larger is better (Best = 1)
	18	R2s	(Pearson’s Correlation Index) ^ 2	Larger is better (Best = 1)
	19	DRV	Deviation of Runoff Volume	Smaller is better (Best = 0)
	20	KGE	Kling-Gupta Efficiency	Larger is better (Best = 1)
	21	GINI	Gini Coefficient
	22	GINI_WIKI	Gini Coefficient in Wiki
	23	PCD	Prediction of Change in Direction
	24	E	Entropy
	25	CE	Cross Entropy
	26	KLD	Kullback Leibler Divergence
	27	JSD	Jensen Shannon Divergence
	28	VAF	Variance Accounted For
	29	RAE	Relative Absolute Error
	30	A10	A10 Index
	31	A20	A20 Index
	32	NRMSE	Normalized Root Mean Square Error
	33	RSE	Residual Standard Error
Single Loss	1	RE	Relative error	Smaller is better (Best = 0)
	2	AE	Absolute error	Smaller is better (Best = 0)
	3	SE	Squared error	Smaller is better (Best = 0)
	4	SLE	Squared log error	Smaller is better (Best = 0)
	5	LL	Log likelihood	Smaller is better (Best = 0)
	6
Classification	1	MLL	Mean Log Likelihood	Smaller is better (Best = 0)
	2
Clustering	1
	2

Contributions

Citation

• If you use permetrics in your project, please cite my works:

@software{thieu_nguyen_2020_3951205,
  author       = {Thieu Nguyen},
  title        = {A framework of PERformance METRICS (PerMetrics) for artificial intelligence models},
  month        = jul,
  year         = 2020,
  publisher    = {Zenodo},
  doi          = {10.5281/zenodo.3951205},
  url          = {https://doi.org/10.5281/zenodo.3951205}
}

@article{nguyen2019efficient,
  title={Efficient Time-Series Forecasting Using Neural Network and Opposition-Based Coral Reefs Optimization},
  author={Nguyen, Thieu and Nguyen, Tu and Nguyen, Binh Minh and Nguyen, Giang},
  journal={International Journal of Computational Intelligence Systems},
  volume={12},
  number={2},
  pages={1144--1161},
  year={2019},
  publisher={Atlantis Press}
}

Future works

Classification

• F1 score
• Multiclass log loss
• Lift
• Average Precision for binary classification
• precision / recall break-even point
• cross-entropy
• True Pos / False Pos / True Neg / False Neg rates
• precision / recall / sensitivity / specificity
• mutual information

HIGHER LEVEL TRANSFORMATIONS TO HANDLE

• GroupBy / Reduce
• Weight individual samples or groups

PROPERTIES METRICS CAN HAVE

• Min or Max (optimize through minimization or maximization)
• Binary Classification
  • Scores predicted class labels
  • Scores predicted ranking (most likely to least likely for being in one class)
  • Scores predicted probabilities
• Multiclass Classification
  • Scores predicted class labels
  • Scores predicted probabilities
• Discrete Rater Comparison (confusion matrix)