Weighted Pearson, Spearman, and R2 score #1759

matsumotosan · 2023-05-06T12:43:04Z

What does this PR do?

Before submitting

Was this discussed/agreed via a Github issue? (no need for typos and docs improvements)
Did you read the contributor guideline, Pull Request section?
Did you make sure to update the docs?
Did you write any new necessary tests?

PR review

Anyone in the community is free to review the PR once the tests have passed.
If we didn't discuss your PR in Github issues there's a high chance it will not be merged.

Did you have fun?

Make sure you had fun coding 🙃

matsumotosan · 2023-05-06T13:11:53Z

I’m adding a weighted version of Pearson right now and updated the pearson_corrcoef function to take in an additional optional argument weights. When testing, I am getting a failure due to pearson_corrcoef() got an unexpected keyword argument 'weights' even though I’ve modified the function definition for pearson_corrcoef.

I tried debugging test_pearson_corrcoef_functional to check the signature of the imported pearson_corrcoef and got <Signature (preds: torch.Tensor, target: torch.Tensor) -> torch.Tensor> (missing weights: torch.Tensor).

src/torchmetrics/functional/regression/utils.py

src/torchmetrics/regression/pearson.py

tests/unittests/regression/test_pearson.py

SkafteNicki · 2023-05-10T06:33:00Z

@matsumotosan I have taken care of the testing now, such that inputs gets correctly send to the respective input.
Now the tests are only failing due to some values error in relation to the shape checking.

Borda · 2023-08-08T07:06:17Z

@matsumotosan @SkafteNicki, how is it going here? Could we have it for the next 1.1 release?

matsumotosan · 2023-08-18T06:48:15Z

The docstring for final_aggregation contains an incomplete reference to some sort of equation to compute the aggregated statistics. Would anyone happen to know where this is?

for more information, see https://pre-commit.ci

* fix * changelog

for more information, see https://pre-commit.ci

Borda · 2023-09-19T13:40:39Z

@matsumotosan run rebase from master so pls check if I resolved all conflict property...

Borda · 2023-09-19T13:41:40Z

src/torchmetrics/functional/regression/pearson.py

    if cond:
-        mx_new = (n_prior * mean_x + preds.sum(0)) / (n_prior + n_obs)
-        my_new = (n_prior * mean_y + target.sum(0)) / (n_prior + n_obs)
+        if weights is None:
+            mx_new = (n_prior * mean_x + preds.sum(0)) / (n_prior + n_obs)
+            my_new = (n_prior * mean_y + target.sum(0)) / (n_prior + n_obs)
+        else:
+            mx_new = (n_prior * mean_x + torch.matmul(weights, preds)) / (n_prior + n_obs)
+            my_new = (n_prior * mean_y + torch.matmul(weights, target)) / (n_prior + n_obs)
    else:
-        mx_new = preds.mean(0)
-        my_new = target.mean(0)
+        if weights is None:
+            mx_new = preds.mean(0)
+            my_new = target.mean(0)
+        else:
+            mx_new = torch.matmul(weights, preds) / weights.sum()
+            my_new = torch.matmul(weights, target) / weights.sum()


Can we rather have have if weights is NOne to make it full of ones to have no effect but the code simpler

@Borda I think it might be simpler just to have separate functions for weighted and unweighted instead of trying to fit everything into one.

kushagragpt99 · 2025-01-08T16:52:30Z

Hey! Wanted to see if there’s still some work left here since #1235 is still open.

Borda · 2025-03-10T12:49:12Z

@matsumotosan, would you mind checking the collisions and remaining comments? 🦩
or @SkafteNicki could we finish this one? 🐿️

matsumotosan · 2025-03-17T19:20:58Z

@Borda Taking this back up.

for more information, see https://pre-commit.ci

SkafteNicki reviewed May 6, 2023

View reviewed changes

SkafteNicki assigned matsumotosan May 6, 2023

SkafteNicki added the enhancement New feature or request label May 6, 2023

SkafteNicki added this to the v1.0.0 milestone May 6, 2023

matsumotosan requested a review from SkafteNicki May 8, 2023 01:38

SkafteNicki modified the milestones: v1.0.0, future Jun 2, 2023

Borda force-pushed the master branch from 696e673 to f6760b5 Compare August 22, 2023 20:19

Borda modified the milestones: future, v1.2.0 Aug 24, 2023

SkafteNicki modified the milestones: v1.2.0, v1.3.0 Sep 15, 2023

matsumotosan and others added 5 commits September 19, 2023 15:37

fix imports

3c57e87

functional tests passing

5352988

[pre-commit.ci] auto fixes from pre-commit.com hooks

cd183a8

for more information, see https://pre-commit.ci

[pre-commit.ci] auto fixes from pre-commit.com hooks

48fc353

for more information, see https://pre-commit.ci

Fix single update in pearson corrcoef (Lightning-AI#2019)

e2e800f

* fix * changelog

Borda force-pushed the 1235-weighted-reg-coeffs branch from 6a8603b to e2e800f Compare September 19, 2023 13:39

[pre-commit.ci] auto fixes from pre-commit.com hooks

ae73a93

for more information, see https://pre-commit.ci

Borda reviewed Sep 19, 2023

View reviewed changes

Borda force-pushed the master branch from 04684b9 to 80a7b68 Compare January 11, 2024 12:55

Borda modified the milestones: v1.3.0, v1.4.0 Jan 11, 2024

Borda force-pushed the master branch from 306bb3d to 4ed43e6 Compare March 14, 2024 12:36

Borda force-pushed the master branch 2 times, most recently from d0a5568 to 9fc79ae Compare September 16, 2024 08:18

kushagragpt99 mentioned this pull request Jan 8, 2025

Add weights for the pearson, spearman, and r2_score #1235

Open

matsumotosan and others added 5 commits March 18, 2025 15:57

Merge branch 'master' into 1235-weighted-reg-coeffs

53aa17e

[pre-commit.ci] auto fixes from pre-commit.com hooks

5344261

for more information, see https://pre-commit.ci

Merge branch 'master' into 1235-weighted-reg-coeffs

6b89f91

combine if else blocks

d1ffc57

[pre-commit.ci] auto fixes from pre-commit.com hooks

a5302b3

for more information, see https://pre-commit.ci

Borda force-pushed the master branch 2 times, most recently from 4b07b79 to 9f4a001 Compare March 20, 2025 12:09

Borda and others added 2 commits March 21, 2025 08:24

chlog update + 1.8.0dev

444126b

Merge branch 'master' into 1235-weighted-reg-coeffs

26b8a68

Borda force-pushed the master branch from 444126b to 627121a Compare March 24, 2025 08:02

Merge branch 'master' into 1235-weighted-reg-coeffs

f08b891

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

Weighted Pearson, Spearman, and R2 score #1759

Weighted Pearson, Spearman, and R2 score #1759

matsumotosan commented May 6, 2023

matsumotosan commented May 6, 2023

SkafteNicki commented May 10, 2023

Borda commented Aug 8, 2023

matsumotosan commented Aug 18, 2023

Borda commented Sep 19, 2023

Borda Sep 19, 2023

matsumotosan Mar 18, 2025

kushagragpt99 commented Jan 8, 2025

Borda commented Mar 10, 2025 •

edited

Loading

matsumotosan commented Mar 17, 2025

Weighted Pearson, Spearman, and R2 score #1759

Are you sure you want to change the base?

Weighted Pearson, Spearman, and R2 score #1759

Conversation

matsumotosan commented May 6, 2023

What does this PR do?

Did you have fun?

matsumotosan commented May 6, 2023

SkafteNicki commented May 10, 2023

Borda commented Aug 8, 2023

matsumotosan commented Aug 18, 2023

Borda commented Sep 19, 2023

Borda Sep 19, 2023

Choose a reason for hiding this comment

matsumotosan Mar 18, 2025

Choose a reason for hiding this comment

kushagragpt99 commented Jan 8, 2025

Borda commented Mar 10, 2025 • edited Loading

matsumotosan commented Mar 17, 2025

Borda commented Mar 10, 2025 •

edited

Loading