Implement regression metrics (#373)

src/Metric/Regression.php

@@ -0,0 +1,86 @@
+<?php
+
+declare(strict_types=1);
+
+namespace Phpml\Metric;
+
+use Phpml\Exception\InvalidArgumentException;
+use Phpml\Math\Statistic\Correlation;
+use Phpml\Math\Statistic\Mean;
+
+final class Regression
+{
+    public static function meanSquaredError(array $targets, array $predictions): float
+    {
+        self::assertCountEquals($targets, $predictions);
+
+        $errors = [];
+        foreach ($targets as $index => $target) {
+            $errors[] = (($target - $predictions[$index]) ** 2);
+        }
+
+        return Mean::arithmetic($errors);
+    }
+
+    public static function meanSquaredLogarithmicError(array $targets, array $predictions): float
+    {
+        self::assertCountEquals($targets, $predictions);
+
+        $errors = [];
+        foreach ($targets as $index => $target) {
+            $errors[] = (log(1 + $target) - log(1 + $predictions[$index])) ** 2;
+        }
+
+        return Mean::arithmetic($errors);
+    }
+
+    public static function meanAbsoluteError(array $targets, array $predictions): float
+    {
+        self::assertCountEquals($targets, $predictions);
+
+        $errors = [];
+        foreach ($targets as $index => $target) {
+            $errors[] = abs($target - $predictions[$index]);
+        }
+
+        return Mean::arithmetic($errors);
+    }
+
+    public static function medianAbsoluteError(array $targets, array $predictions): float
+    {
+        self::assertCountEquals($targets, $predictions);
+
+        $errors = [];
+        foreach ($targets as $index => $target) {
+            $errors[] = abs($target - $predictions[$index]);
+        }
+
+        return (float) Mean::median($errors);
+    }
+
+    public static function r2Score(array $targets, array $predictions): float
+    {
+        self::assertCountEquals($targets, $predictions);
+
+        return Correlation::pearson($targets, $predictions) ** 2;
+    }
+
+    public static function maxError(array $targets, array $predictions): float
+    {
+        self::assertCountEquals($targets, $predictions);
+
+        $errors = [];
+        foreach ($targets as $index => $target) {
+            $errors[] = abs($target - $predictions[$index]);
+        }
+
+        return (float) max($errors);
+    }
+
+    private static function assertCountEquals(array &$targets, array &$predictions): void
+    {
+        if (count($targets) !== count($predictions)) {
+            throw new InvalidArgumentException('Targets count must be equal with predictions count');
+        }
+    }
+}

tests/Metric/RegressionTest.php

@@ -0,0 +1,97 @@
+<?php
+
+declare(strict_types=1);
+
+namespace Phpml\Tests\Metric;
+
+use Phpml\Exception\InvalidArgumentException;
+use Phpml\Metric\Regression;
+use PHPUnit\Framework\TestCase;
+
+final class RegressionTest extends TestCase
+{
+    public function testMeanSquaredError(): void
+    {
+        self::assertEquals(6.08, Regression::meanSquaredError(
+            [41, 45, 49, 47, 44],
+            [43.6, 44.4, 45.2, 46, 46.8]
+        ));
+
+        self::assertEquals(0.375, Regression::meanSquaredError(
+            [3, -0.5, 2, 7],
+            [2.5, 0.0, 2, 8]
+        ));
+    }
+
+    public function testR2Score(): void
+    {
+        self::assertEqualsWithDelta(0.1739, Regression::r2Score(
+            [41, 45, 49, 47, 44],
+            [43.6, 44.4, 45.2, 46, 46.8]
+        ), 0.0001);
+    }
+
+    public function testMaxError(): void
+    {
+        self::assertEquals(1, Regression::maxError([3, 2, 7, 1], [4, 2, 7, 1]));
+
+        // test absolute value
+        self::assertEquals(5, Regression::maxError([-10, 2, 7, 1], [-5, 2, 7, 1]));
+    }
+
+    public function testMeanAbsoluteError(): void
+    {
+        self::assertEquals(0.5, Regression::meanAbsoluteError([3, -0.5, 2, 7], [2.5, 0.0, 2, 8]));
+    }
+
+    public function testMeanSquaredLogarithmicError(): void
+    {
+        self::assertEqualsWithDelta(0.039, Regression::meanSquaredLogarithmicError(
+            [3, 5, 2.5, 7],
+            [2.5, 5, 4, 8]
+        ), 0.001);
+    }
+
+    public function testMedianAbsoluteError(): void
+    {
+        self::assertEquals(0.5, Regression::medianAbsoluteError(
+            [3, -0.5, 2, 7],
+            [2.5, 0.0, 2, 8]
+        ));
+    }
+
+    public function testMeanSquaredErrorInvalidCount(): void
+    {
+        self::expectException(InvalidArgumentException::class);
+
+        Regression::meanSquaredError([1], [1, 2]);
+    }
+
+    public function testR2ScoreInvalidCount(): void
+    {
+        self::expectException(InvalidArgumentException::class);
+
+        Regression::r2Score([1], [1, 2]);
+    }
+
+    public function testMaxErrorInvalidCount(): void
+    {
+        self::expectException(InvalidArgumentException::class);
+
+        Regression::r2Score([1], [1, 2]);
+    }
+
+    public function tesMeanAbsoluteErrorInvalidCount(): void
+    {
+        self::expectException(InvalidArgumentException::class);
+
+        Regression::meanAbsoluteError([1], [1, 2]);
+    }
+
+    public function tesMediaAbsoluteErrorInvalidCount(): void
+    {
+        self::expectException(InvalidArgumentException::class);
+
+        Regression::medianAbsoluteError([1], [1, 2]);
+    }
+}