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- import numpy as np
-
- def RSE(pred, true):
- return np.sqrt(np.sum((true-pred)**2)) / np.sqrt(np.sum((true-true.mean())**2))
-
- def CORR(pred, true):
- u = ((true-true.mean(0))*(pred-pred.mean(0))).sum(0)
- d = np.sqrt(((true-true.mean(0))**2*(pred-pred.mean(0))**2).sum(0))
- return (u/d).mean(-1)
-
- def MAE(pred, true):
- return np.mean(np.abs(pred-true))
-
- def MSE(pred, true):
- return np.mean((pred-true)**2)
-
- def RMSE(pred, true):
- return np.sqrt(MSE(pred, true))
-
- def MAPE(pred, true):
- return np.mean(np.abs((pred - true) / true))
-
- def MSPE(pred, true):
- return np.mean(np.square((pred - true) / true))
-
- def metric(pred, true):
- mae = MAE(pred, true)
- mse = MSE(pred, true)
- rmse = RMSE(pred, true)
- mape = MAPE(pred, true)
- mspe = MSPE(pred, true)
-
- return mae,mse,rmse,mape,mspe
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