fixed r2score - pred and true values in wrong order (#84)

Author: Dianeod

util/metrics.q

@@ -37,7 +37,7 @@ rmsle:{rmse . log(x;y)+1}
 mae:{avg abs x-y}
 mape:{100*avg abs 1-x%y}
 smape:{100*avg abs[y-x]%abs[x]+abs y}
-r2score:{1-sse[x;y]%sse[x]avg x}
+r2score:{1-sse[y;x]%sse[y]avg y}
 
 / t-score for a test (one sample)
 tscore:{[x;mu](avg[x]-mu)%sdev[x]%sqrt count x}

util/tests/metric.t

@@ -138,9 +138,9 @@ plaintabn:plaintab,'([]x4:1 3 0n)
 .ml.smape[xm;ym]~{smape[x;y]}'[flip xm;flip ym]
 .ml.smape[x;x]~0f
 .ml.smape[1 0n 4 2 0n;1 2 4 3 1]~6.666666666666666667
-.ml.r2score[xf;yf] ~ r2[xf;yf]`
+.ml.r2score[xf;yf] ~ r2[yf;xf]`
 .ml.r2score[xf;xf] ~ r2[xf;xf]`
-.ml.r2score[1 2 3;2 2 2] ~ r2[1 2 3;2 2 2]`
+.ml.r2score[2 2 2;1 2 3] ~ r2[1 2 3;2 2 2]`
 .ml.r2score[x;x]~1f
 .ml.r2score[1 0n 4 2 0n;1 2 4 2 1]~1f
 .ml.tscore[x;y] ~first stats[`:ttest_1samp][x;y]`

util/tests/mlpy.p

@@ -7,7 +7,3 @@ p)def< mean_absolute_percentage_error(y_true, y_pred):
 
 p)def< smape(A, F):
     return 100 * np.mean(np.abs(F - A) / (np.abs(A) + np.abs(F)))
-
-p)def< f2_score(y_true, y_pred):
-    y_true, y_pred, = np.array(y_true), np.array(y_pred)
-    return fbeta_score(y_true, y_pred, beta=2, average='samples')