| import numpy as np |
| import warnings |
| from scipy.stats import spearmanr |
|
|
| def compute_metrics(y_true, y_pred): |
| y_true = np.asarray(y_true, dtype=np.float64) |
| y_pred = np.asarray(y_pred, dtype=np.float64) |
| mask = ~(np.isnan(y_true) | np.isnan(y_pred)) |
| y_true = y_true[mask] |
| y_pred = y_pred[mask] |
| n = len(y_true) |
| if n < 2: |
| return {"n": n, "error": "insufficient data"} |
| errors = y_true - y_pred |
| mae = float(np.mean(np.abs(errors))) |
| rmse = float(np.sqrt(np.mean(errors ** 2))) |
| ss_res = np.sum(errors ** 2) |
| ss_tot = np.sum((y_true - np.mean(y_true)) ** 2) |
| r2 = float(1 - ss_res / ss_tot) if ss_tot > 1e-12 else 0.0 |
| mape = float(np.mean(np.abs(errors / (np.abs(y_true) + 1e-10)))) * 100 |
| max_error = float(np.max(np.abs(errors))) |
| if n >= 3: |
| with warnings.catch_warnings(): |
| warnings.simplefilter("ignore") |
| rho, _ = spearmanr(y_true, y_pred) |
| spearman_r = float(rho) if not np.isnan(rho) else None |
| else: |
| spearman_r = None |
| return { |
| "n": n, |
| "mae": mae, |
| "rmse": rmse, |
| "r2": r2, |
| "mape": mape, |
| "max_error": max_error, |
| "spearman_r": spearman_r, |
| } |
|
|