From 59e64d4286459c49df442124548db9b80c8a29e9 Mon Sep 17 00:00:00 2001
From: Xiao Nan <road2stat@gmail.com>
Date: Mon, 19 Oct 2015 02:00:21 -0500
Subject: [PATCH] add regression metrics MAE and RMSLE

---
 R-package/NAMESPACE                 |  2 ++
 R-package/R/metric.R                | 26 +++++++++++++++++++++-----
 R-package/man/mx.metric.accuracy.Rd |  4 ++--
 R-package/man/mx.metric.mae.Rd      | 20 ++++++++++++++++++++
 R-package/man/mx.metric.rmse.Rd     |  4 ++--
 R-package/man/mx.metric.rmsle.Rd    | 20 ++++++++++++++++++++
 6 files changed, 67 insertions(+), 9 deletions(-)
 create mode 100644 R-package/man/mx.metric.mae.Rd
 create mode 100644 R-package/man/mx.metric.rmsle.Rd

diff --git a/R-package/NAMESPACE b/R-package/NAMESPACE
index ab141f4abdc6..e1bb9570fb40 100644
--- 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
index 97cc7314977d..7d0b09fca922 100644
--- 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)
   }
@@ -18,7 +18,7 @@ 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) {
@@ -26,10 +26,26 @@ mx.metric.accuracy <- mx.metric.custom("accuracy", function(label, pred) {
   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
index c8f4049a6ea6..174d77fed8f9 100644
--- 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
new file mode 100644
index 000000000000..a98df21f7d7f
--- /dev/null
+++ 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
index f6f4cc2d1d87..76b4696a910b 100644
--- 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
new file mode 100644
index 000000000000..3e2737fe07b7
--- /dev/null
+++ 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}
+