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*
* http://www.apache.org/licenses/LICENSE-2.0
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package hivemall.evaluation;
import java.util.ArrayList;
import java.util.List;
import org.apache.hadoop.hive.ql.exec.Description;
import org.apache.hadoop.hive.ql.exec.UDAF;
import org.apache.hadoop.hive.ql.exec.UDAFEvaluator;
import org.apache.hadoop.hive.ql.metadata.HiveException;
import org.apache.hadoop.hive.serde2.io.DoubleWritable;
@SuppressWarnings("deprecation")
@Description(name = "r2",
value = "_FUNC_(double predicted, double actual) - Return R Squared (coefficient of determination)")
public final class R2UDAF extends UDAF {
public static class Evaluator implements UDAFEvaluator {
private PartialResult partial;
public Evaluator() {}
@Override
public void init() {
this.partial = null;
}
public boolean iterate(DoubleWritable predicted, DoubleWritable actual)
throws HiveException {
if (predicted == null || actual == null) {// skip
return true;
}
if (partial == null) {
this.partial = new PartialResult();
}
partial.iterate(predicted.get(), actual.get());
return true;
}
public PartialResult terminatePartial() {
return partial;
}
public boolean merge(PartialResult other) throws HiveException {
if (other == null) {
return true;
}
if (partial == null) {
this.partial = new PartialResult();
}
partial.merge(other);
return true;
}
public double terminate() {
if (partial == null) {
return 0.d;
}
return partial.getR2();
}
}
public static class PartialResult {
double residual_sum_of_squares;
List actuals;
double sum_actuals;
long count;
PartialResult() {
this.residual_sum_of_squares = 0.d;
this.actuals = new ArrayList();
this.sum_actuals = 0.d;
this.count = 0L;
}
void iterate(double predicted, double actual) {
this.residual_sum_of_squares += Math.pow(actual - predicted, 2.d);
this.actuals.add(actual);
this.sum_actuals += actual;
this.count++;
}
void merge(PartialResult other) {
residual_sum_of_squares += other.residual_sum_of_squares;
this.actuals.addAll(other.actuals);
this.sum_actuals += other.sum_actuals;
count += other.count;
}
double getR2() {
double avg_actuals = this.sum_actuals / this.count;
double total_sum_of_squares = 0.d;
for (Double a : actuals) {
total_sum_of_squares += Math.pow(a - avg_actuals, 2.d);
}
if (total_sum_of_squares == 0.d) {
return 1.d;
}
return 1.d - this.residual_sum_of_squares / total_sum_of_squares;
}
}
}
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