
smile.validation.RegressionValidations Maven / Gradle / Ivy
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/*
* Copyright (c) 2010-2025 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify it
* under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Smile is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Smile. If not, see .
*/
package smile.validation;
import java.io.Serial;
import java.io.Serializable;
import java.util.List;
import smile.math.MathEx;
/**
* Regression model validation results.
*
* @param rounds The multiple round validations.
* @param avg The average of metrics.
* @param std The standard deviation of metrics.
* @param The regression model type.
*
* @author Haifeng Li
*/
public record RegressionValidations(List> rounds,
RegressionMetrics avg,
RegressionMetrics std) implements Serializable {
@Serial
private static final long serialVersionUID = 3L;
/**
* Factory method.
* @param rounds the validation metrics of multiple rounds.
* @param the regression model type.
* @return the validation object.
*/
public static RegressionValidations of(List> rounds) {
int k = rounds.size();
double[] fitTime = new double[k];
double[] scoreTime = new double[k];
int[] size = new int[k];
double[] rss = new double[k];
double[] mse = new double[k];
double[] rmse = new double[k];
double[] mad = new double[k];
double[] r2 = new double[k];
for (int i = 0; i < k; i++) {
RegressionMetrics metrics = rounds.get(i).metrics();
fitTime[i] = metrics.fitTime();
scoreTime[i] = metrics.scoreTime();
size[i] = metrics.size();
rss[i] = metrics.rss();
mse[i] = metrics.mse();
rmse[i] = metrics.rmse();
mad[i] = metrics.mad();
r2[i] = metrics.r2();
}
RegressionMetrics avg = new RegressionMetrics(
MathEx.mean(fitTime),
MathEx.mean(scoreTime),
(int) Math.round(MathEx.mean(size)),
MathEx.mean(rss),
MathEx.mean(mse),
MathEx.mean(rmse),
MathEx.mean(mad),
MathEx.mean(r2)
);
RegressionMetrics std = new RegressionMetrics(
MathEx.stdev(fitTime),
MathEx.stdev(scoreTime),
(int) Math.round(MathEx.stdev(size)),
MathEx.stdev(rss),
MathEx.stdev(mse),
MathEx.stdev(rmse),
MathEx.stdev(mad),
MathEx.stdev(r2)
);
return new RegressionValidations<>(rounds, avg, std);
}
@Override
public String toString() {
StringBuilder sb = new StringBuilder("{\n");
sb.append(String.format(" fit time: %.3f ms ± %.3f,\n", avg.fitTime(), std.fitTime()));
sb.append(String.format(" score time: %.3f ms ± %.3f,\n", avg.scoreTime(), std.scoreTime()));
sb.append(String.format(" validation data size: %d ± %d,\n", avg.size(), std.size()));
sb.append(String.format(" RSS: %.4f ± %.4f,\n", avg.rss(), std.rss()));
sb.append(String.format(" MSE: %.4f ± %.4f,\n", avg.mse(), std.mse()));
sb.append(String.format(" RMSE: %.4f ± %.4f,\n", avg.rmse(), std.rmse()));
sb.append(String.format(" MAD: %.4f ± %.4f,\n", avg.mad(), std.mad()));
sb.append(String.format(" R2: %.2f%% ± %.2f\n}", 100 * avg.r2(), 100 * std.r2()));
return sb.toString();
}
}
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