add regression metrics MAE and RMSLE

halisyilboga1 · Oct 19, 2015 · 59e64d4 · 59e64d4
1 parent 8dce815
commit 59e64d4
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Showing 6 changed files with 67 additions and 9 deletions.
diff --git a/R-package/NAMESPACE b/R-package/NAMESPACE
@@ -33,7 +33,9 @@ export(mx.io.extract)
 export(mx.kv.create)
 export(mx.metric.accuracy)
 export(mx.metric.custom)
+export(mx.metric.mae)
 export(mx.metric.rmse)
+export(mx.metric.rmsle)
 export(mx.model.FeedForward.create)
 export(mx.model.load)
 export(mx.model.save)

diff --git a/R-package/R/metric.R b/R-package/R/metric.R
@@ -1,7 +1,7 @@
 #' Helper function to create a customized metric
-#' 
+#'
 #' @export
-mx.metric.custom <-function(name, feval) {
+mx.metric.custom <- function(name, feval) {
   init <- function() {
     c(0, 0)
   }
@@ -18,18 +18,34 @@ mx.metric.custom <-function(name, feval) {
   return(ret)
 }
 
-#' Accuracy metric
+#' Accuracy metric for classification
 #'
 #' @export
 mx.metric.accuracy <- mx.metric.custom("accuracy", function(label, pred) {
   ypred = max.col(pred, tie="first")
   return(sum((label + 1) == ypred) / length(label))
 })
 
-#' RMSE metric
-#' 
+#' RMSE (Root Mean Squared Error) metric for regression
+#'
 #' @export
 mx.metric.rmse <- mx.metric.custom("rmse", function(label, pred) {
   res <- sqrt(mean((label-pred)^2))
   return(res)
 })
+
+#' MAE (Mean Absolute Error) metric for regression
+#'
+#' @export
+mx.metric.mae <- mx.metric.custom("mae", function(label, pred) {
+  res <- mean(abs(label-pred))
+  return(res)
+})
+
+#' RMSLE (Root Mean Squared Logarithmic Error) metric for regression
+#'
+#' @export
+mx.metric.rmsle <- mx.metric.custom("rmsle", function(label, pred) {
+  res <- sqrt(mean((log(pred + 1) - log(label + 1))^2))
+  return(res)
+})
diff --git a/R-package/man/mx.metric.accuracy.Rd b/R-package/man/mx.metric.accuracy.Rd
@@ -3,7 +3,7 @@
 \docType{data}
 \name{mx.metric.accuracy}
 \alias{mx.metric.accuracy}
-\title{Accuracy metric}
+\title{Accuracy metric for classification}
 \format{\preformatted{List of 3
  $ init  :function ()  
  $ update:function (label, pred, state)  
@@ -14,7 +14,7 @@
 mx.metric.accuracy
 }
 \description{
-Accuracy metric
+Accuracy metric for classification
 }
 \keyword{datasets}
 
diff --git a/R-package/man/mx.metric.mae.Rd b/R-package/man/mx.metric.mae.Rd
@@ -0,0 +1,20 @@
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/metric.R
+\docType{data}
+\name{mx.metric.mae}
+\alias{mx.metric.mae}
+\title{MAE (Mean Absolute Error) metric for regression}
+\format{\preformatted{List of 3
+ $ init  :function ()  
+ $ update:function (label, pred, state)  
+ $ get   :function (state)  
+ - attr(*, "class")= chr "mx.metric"
+}}
+\usage{
+mx.metric.mae
+}
+\description{
+MAE (Mean Absolute Error) metric for regression
+}
+\keyword{datasets}
+
diff --git a/R-package/man/mx.metric.rmse.Rd b/R-package/man/mx.metric.rmse.Rd
@@ -3,7 +3,7 @@
 \docType{data}
 \name{mx.metric.rmse}
 \alias{mx.metric.rmse}
-\title{RMSE metric}
+\title{RMSE (Root Mean Squared Error) metric for regression}
 \format{\preformatted{List of 3
  $ init  :function ()  
  $ update:function (label, pred, state)  
@@ -14,7 +14,7 @@
 mx.metric.rmse
 }
 \description{
-RMSE metric
+RMSE (Root Mean Squared Error) metric for regression
 }
 \keyword{datasets}
 
diff --git a/R-package/man/mx.metric.rmsle.Rd b/R-package/man/mx.metric.rmsle.Rd
@@ -0,0 +1,20 @@
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/metric.R
+\docType{data}
+\name{mx.metric.rmsle}
+\alias{mx.metric.rmsle}
+\title{RMSLE (Root Mean Squared Logarithmic Error) metric for regression}
+\format{\preformatted{List of 3
+ $ init  :function ()  
+ $ update:function (label, pred, state)  
+ $ get   :function (state)  
+ - attr(*, "class")= chr "mx.metric"
+}}
+\usage{
+mx.metric.rmsle
+}
+\description{
+RMSLE (Root Mean Squared Logarithmic Error) metric for regression
+}
+\keyword{datasets}
+