Source code for mxnet.metric
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# coding: utf-8
# pylint: disable=no-member, too-many-lines
"""Online evaluation metric module."""
import math
from collections import OrderedDict
import numpy
from .base import numeric_types, string_types
from . import ndarray
from . import registry
[docs]def check_label_shapes(labels, preds, wrap=False, shape=False):
    """Helper function for checking shape of label and prediction
    Parameters
    ----------
    labels : list of `NDArray`
        The labels of the data.
    preds : list of `NDArray`
        Predicted values.
    wrap : boolean
        If True, wrap labels/preds in a list if they are single NDArray
    shape : boolean
        If True, check the shape of labels and preds;
        Otherwise only check their length.
    """
    if not shape:
        label_shape, pred_shape = len(labels), len(preds)
    else:
        label_shape, pred_shape = labels.shape, preds.shape
    if label_shape != pred_shape:
        raise ValueError("Shape of labels {} does not match shape of "
                         "predictions {}".format(label_shape, pred_shape))
    if wrap:
        if isinstance(labels, ndarray.ndarray.NDArray):
            labels = [labels]
        if isinstance(preds, ndarray.ndarray.NDArray):
            preds = [preds]
    return labels, preds
[docs]class EvalMetric(object):
    """Base class for all evaluation metrics.
    .. note::
        This is a base class that provides common metric interfaces.
        One should not use this class directly, but instead create new metric
        classes that extend it.
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    """
    def __init__(self, name, output_names=None,
                 label_names=None, **kwargs):
        self.name = str(name)
        self.output_names = output_names
        self.label_names = label_names
        self._has_global_stats = kwargs.pop("has_global_stats", False)
        self._kwargs = kwargs
        self.reset()
    def __str__(self):
        return "EvalMetric: {}".format(dict(self.get_name_value()))
[docs]    def get_config(self):
        """Save configurations of metric. Can be recreated
        from configs with metric.create(``**config``)
        """
        config = self._kwargs.copy()
        config.update({
            'metric': self.__class__.__name__,
            'name': self.name,
            'output_names': self.output_names,
            'label_names': self.label_names})
        return config
[docs]    def update_dict(self, label, pred):
        """Update the internal evaluation with named label and pred
        Parameters
        ----------
        labels : OrderedDict of str -> NDArray
            name to array mapping for labels.
        preds : OrderedDict of str -> NDArray
            name to array mapping of predicted outputs.
        """
        if self.output_names is not None:
            pred = [pred[name] for name in self.output_names]
        else:
            pred = list(pred.values())
        if self.label_names is not None:
            label = [label[name] for name in self.label_names]
        else:
            label = list(label.values())
        self.update(label, pred)
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        raise NotImplementedError()
[docs]    def reset(self):
        """Resets the internal evaluation result to initial state."""
        self.num_inst = 0
        self.sum_metric = 0.0
        self.global_num_inst = 0
        self.global_sum_metric = 0.0
[docs]    def reset_local(self):
        """Resets the local portion of the internal evaluation results to initial state."""
        self.num_inst = 0
        self.sum_metric = 0.0
[docs]    def get(self):
        """Gets the current evaluation result.
        Returns
        -------
        names : list of str
           Name of the metrics.
        values : list of float
           Value of the evaluations.
        """
        if self.num_inst == 0:
            return (self.name, float('nan'))
        else:
            return (self.name, self.sum_metric / self.num_inst)
[docs]    def get_global(self):
        """Gets the current global evaluation result.
        Returns
        -------
        names : list of str
           Name of the metrics.
        values : list of float
           Value of the evaluations.
        """
        if self._has_global_stats:
            if self.global_num_inst == 0:
                return (self.name, float('nan'))
            else:
                return (self.name, self.global_sum_metric / self.global_num_inst)
        else:
            return self.get()
[docs]    def get_name_value(self):
        """Returns zipped name and value pairs.
        Returns
        -------
        list of tuples
            A (name, value) tuple list.
        """
        name, value = self.get()
        if not isinstance(name, list):
            name = [name]
        if not isinstance(value, list):
            value = [value]
        return list(zip(name, value))
[docs]    def get_global_name_value(self):
        """Returns zipped name and value pairs for global results.
        Returns
        -------
        list of tuples
            A (name, value) tuple list.
        """
        if self._has_global_stats:
            name, value = self.get_global()
            if not isinstance(name, list):
                name = [name]
            if not isinstance(value, list):
                value = [value]
            return list(zip(name, value))
        else:
            return self.get_name_value()
# pylint: disable=invalid-name
register = registry.get_register_func(EvalMetric, 'metric')
alias = registry.get_alias_func(EvalMetric, 'metric')
_create = registry.get_create_func(EvalMetric, 'metric')
# pylint: enable=invalid-name
[docs]def create(metric, *args, **kwargs):
    """Creates evaluation metric from metric names or instances of EvalMetric
    or a custom metric function.
    Parameters
    ----------
    metric : str or callable
        Specifies the metric to create.
        This argument must be one of the below:
        - Name of a metric.
        - An instance of `EvalMetric`.
        - A list, each element of which is a metric or a metric name.
        - An evaluation function that computes custom metric for a given batch of
          labels and predictions.
    *args : list
        Additional arguments to metric constructor.
        Only used when metric is str.
    **kwargs : dict
        Additional arguments to metric constructor.
        Only used when metric is str
    Examples
    --------
    >>> def custom_metric(label, pred):
    ...     return np.mean(np.abs(label - pred))
    ...
    >>> metric1 = mx.metric.create('acc')
    >>> metric2 = mx.metric.create(custom_metric)
    >>> metric3 = mx.metric.create([metric1, metric2, 'rmse'])
    """
    if callable(metric):
        return CustomMetric(metric, *args, **kwargs)
    elif isinstance(metric, list):
        composite_metric = CompositeEvalMetric()
        for child_metric in metric:
            composite_metric.add(create(child_metric, *args, **kwargs))
        return composite_metric
    return _create(metric, *args, **kwargs)
[docs]@register
@alias('composite')
class CompositeEvalMetric(EvalMetric):
    """Manages multiple evaluation metrics.
    Parameters
    ----------
    metrics : list of EvalMetric
        List of child metrics.
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array([[0.3, 0.7], [0, 1.], [0.4, 0.6]])]
    >>> labels   = [mx.nd.array([0, 1, 1])]
    >>> eval_metrics_1 = mx.metric.Accuracy()
    >>> eval_metrics_2 = mx.metric.F1()
    >>> eval_metrics = mx.metric.CompositeEvalMetric()
    >>> for child_metric in [eval_metrics_1, eval_metrics_2]:
    >>>     eval_metrics.add(child_metric)
    >>> eval_metrics.update(labels = labels, preds = predicts)
    >>> print eval_metrics.get()
    (['accuracy', 'f1'], [0.6666666666666666, 0.8])
    """
    def __init__(self, metrics=None, name='composite',
                 output_names=None, label_names=None):
        super(CompositeEvalMetric, self).__init__(
            name, output_names=output_names, label_names=label_names,
            has_global_stats=True)
        if metrics is None:
            metrics = []
        self.metrics = [create(i) for i in metrics]
[docs]    def add(self, metric):
        """Adds a child metric.
        Parameters
        ----------
        metric
            A metric instance.
        """
        self.metrics.append(create(metric))
[docs]    def get_metric(self, index):
        """Returns a child metric.
        Parameters
        ----------
        index : int
            Index of child metric in the list of metrics.
        """
        try:
            return self.metrics[index]
        except IndexError:
            return ValueError("Metric index {} is out of range 0 and {}".format(
                index, len(self.metrics)))
[docs]    def update_dict(self, labels, preds): # pylint: disable=arguments-differ
        if self.label_names is not None:
            labels = OrderedDict([i for i in labels.items()
                                  if i[0] in self.label_names])
        if self.output_names is not None:
            preds = OrderedDict([i for i in preds.items()
                                 if i[0] in self.output_names])
        for metric in self.metrics:
            metric.update_dict(labels, preds)
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        for metric in self.metrics:
            metric.update(labels, preds)
[docs]    def reset(self):
        """Resets the internal evaluation result to initial state."""
        try:
            for metric in self.metrics:
                metric.reset()
        except AttributeError:
            pass
[docs]    def reset_local(self):
        """Resets the local portion of the internal evaluation results to initial state."""
        try:
            for metric in self.metrics:
                metric.reset_local()
        except AttributeError:
            pass
[docs]    def get(self):
        """Returns the current evaluation result.
        Returns
        -------
        names : list of str
           Name of the metrics.
        values : list of float
           Value of the evaluations.
        """
        names = []
        values = []
        for metric in self.metrics:
            name, value = metric.get()
            if isinstance(name, string_types):
                name = [name]
            if isinstance(value, numeric_types):
                value = [value]
            names.extend(name)
            values.extend(value)
        return (names, values)
[docs]    def get_global(self):
        """Returns the current evaluation result.
        Returns
        -------
        names : list of str
           Name of the metrics.
        values : list of float
           Value of the evaluations.
        """
        names = []
        values = []
        for metric in self.metrics:
            name, value = metric.get_global()
            if isinstance(name, string_types):
                name = [name]
            if isinstance(value, numeric_types):
                value = [value]
            names.extend(name)
            values.extend(value)
        return (names, values)
[docs]    def get_config(self):
        config = super(CompositeEvalMetric, self).get_config()
        config.update({'metrics': [i.get_config() for i in self.metrics]})
        return config
########################
# CLASSIFICATION METRICS
########################
[docs]@register
@alias('acc')
class Accuracy(EvalMetric):
    """Computes accuracy classification score.
    The accuracy score is defined as
    .. math::
        \\text{accuracy}(y, \\hat{y}) = \\frac{1}{n} \\sum_{i=0}^{n-1}
        \\text{1}(\\hat{y_i} == y_i)
    Parameters
    ----------
    axis : int, default=1
        The axis that represents classes
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array([[0.3, 0.7], [0, 1.], [0.4, 0.6]])]
    >>> labels   = [mx.nd.array([0, 1, 1])]
    >>> acc = mx.metric.Accuracy()
    >>> acc.update(preds = predicts, labels = labels)
    >>> print acc.get()
    ('accuracy', 0.6666666666666666)
    """
    def __init__(self, axis=1, name='accuracy',
                 output_names=None, label_names=None):
        super(Accuracy, self).__init__(
            name, axis=axis,
            output_names=output_names, label_names=label_names,
            has_global_stats=True)
        self.axis = axis
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data with class indices as values, one per sample.
        preds : list of `NDArray`
            Prediction values for samples. Each prediction value can either be the class index,
            or a vector of likelihoods for all classes.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred_label in zip(labels, preds):
            if pred_label.shape != label.shape:
                pred_label = ndarray.argmax(pred_label, axis=self.axis)
            pred_label = pred_label.asnumpy().astype('int32')
            label = label.asnumpy().astype('int32')
            # flatten before checking shapes to avoid shape miss match
            label = label.flat
            pred_label = pred_label.flat
            check_label_shapes(label, pred_label)
            num_correct = (pred_label == label).sum()
            self.sum_metric += num_correct
            self.global_sum_metric += num_correct
            self.num_inst += len(pred_label)
            self.global_num_inst += len(pred_label)
[docs]@register
@alias('top_k_accuracy', 'top_k_acc')
class TopKAccuracy(EvalMetric):
    """Computes top k predictions accuracy.
    `TopKAccuracy` differs from Accuracy in that it considers the prediction
    to be ``True`` as long as the ground truth label is in the top K
    predicated labels.
    If `top_k` = ``1``, then `TopKAccuracy` is identical to `Accuracy`.
    Parameters
    ----------
    top_k : int
        Whether targets are in top k predictions.
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> np.random.seed(999)
    >>> top_k = 3
    >>> labels = [mx.nd.array([2, 6, 9, 2, 3, 4, 7, 8, 9, 6])]
    >>> predicts = [mx.nd.array(np.random.rand(10, 10))]
    >>> acc = mx.metric.TopKAccuracy(top_k=top_k)
    >>> acc.update(labels, predicts)
    >>> print acc.get()
    ('top_k_accuracy', 0.3)
    """
    def __init__(self, top_k=1, name='top_k_accuracy',
                 output_names=None, label_names=None):
        super(TopKAccuracy, self).__init__(
            name, top_k=top_k,
            output_names=output_names, label_names=label_names,
            has_global_stats=True)
        self.top_k = top_k
        assert(self.top_k > 1), 'Please use Accuracy if top_k is no more than 1'
        self.name += '_%d' % self.top_k
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred_label in zip(labels, preds):
            assert(len(pred_label.shape) <= 2), 'Predictions should be no more than 2 dims'
            # Using argpartition here instead of argsort is safe because
            # we do not care about the order of top k elements. It is
            # much faster, which is important since that computation is
            # single-threaded due to Python GIL.
            pred_label = numpy.argpartition(pred_label.asnumpy().astype('float32'), -self.top_k)
            label = label.asnumpy().astype('int32')
            check_label_shapes(label, pred_label)
            num_samples = pred_label.shape[0]
            num_dims = len(pred_label.shape)
            if num_dims == 1:
                self.sum_metric += (pred_label.flat == label.flat).sum()
            elif num_dims == 2:
                num_classes = pred_label.shape[1]
                top_k = min(num_classes, self.top_k)
                for j in range(top_k):
                    num_correct = (pred_label[:, num_classes - 1 - j].flat == label.flat).sum()
                    self.sum_metric += num_correct
                    self.global_sum_metric += num_correct
            self.num_inst += num_samples
            self.global_num_inst += num_samples
class _BinaryClassificationMetrics(object):
    """Private container class for classification metric statistics.
    True/false positive and true/false negative counts are sufficient statistics for various classification metrics.
    This class provides the machinery to track those statistics across mini-batches of
    (label, prediction) pairs.
    """
    def __init__(self):
        self.true_positives = 0
        self.false_negatives = 0
        self.false_positives = 0
        self.true_negatives = 0
        self.global_true_positives = 0
        self.global_false_negatives = 0
        self.global_false_positives = 0
        self.global_true_negatives = 0
    def update_binary_stats(self, label, pred):
        """Update various binary classification counts for a single (label, pred) pair.
        Parameters
        ----------
        label : `NDArray`
            The labels of the data.
        pred : `NDArray`
            Predicted values.
        """
        pred = pred.asnumpy()
        label = label.asnumpy().astype('int32')
        pred_label = numpy.argmax(pred, axis=1)
        check_label_shapes(label, pred)
        if len(numpy.unique(label)) > 2:
            raise ValueError("%s currently only supports binary classification."
                             % self.__class__.__name__)
        pred_true = (pred_label == 1)
        pred_false = 1 - pred_true
        label_true = (label == 1)
        label_false = 1 - label_true
        true_pos = (pred_true * label_true).sum()
        false_pos = (pred_true * label_false).sum()
        false_neg = (pred_false * label_true).sum()
        true_neg = (pred_false * label_false).sum()
        self.true_positives += true_pos
        self.global_true_positives += true_pos
        self.false_positives += false_pos
        self.global_false_positives += false_pos
        self.false_negatives += false_neg
        self.global_false_negatives += false_neg
        self.true_negatives += true_neg
        self.global_true_negatives += true_neg
    @property
    def precision(self):
        if self.true_positives + self.false_positives > 0:
            return float(self.true_positives) / (self.true_positives + self.false_positives)
        else:
            return 0.
    @property
    def global_precision(self):
        if self.global_true_positives + self.global_false_positives > 0:
            return float(self.global_true_positives) / (self.global_true_positives + self.global_false_positives)
        else:
            return 0.
    @property
    def recall(self):
        if self.true_positives + self.false_negatives > 0:
            return float(self.true_positives) / (self.true_positives + self.false_negatives)
        else:
            return 0.
    @property
    def global_recall(self):
        if self.global_true_positives + self.global_false_negatives > 0:
            return float(self.global_true_positives) / (self.global_true_positives + self.global_false_negatives)
        else:
            return 0.
    @property
    def fscore(self):
        if self.precision + self.recall > 0:
            return 2 * self.precision * self.recall / (self.precision + self.recall)
        else:
            return 0.
    @property
    def global_fscore(self):
        if self.global_precision + self.global_recall > 0:
            return 2 * self.global_precision * self.global_recall / (self.global_precision + self.global_recall)
        else:
            return 0.
    def matthewscc(self, use_global=False):
        """Calculate the Matthew's Correlation Coefficent"""
        if use_global:
            if not self.global_total_examples:
                return 0.
            true_pos = float(self.global_true_positives)
            false_pos = float(self.global_false_positives)
            false_neg = float(self.global_false_negatives)
            true_neg = float(self.global_true_negatives)
        else:
            if not self.total_examples:
                return 0.
            true_pos = float(self.true_positives)
            false_pos = float(self.false_positives)
            false_neg = float(self.false_negatives)
            true_neg = float(self.true_negatives)
        terms = [(true_pos + false_pos),
                 (true_pos + false_neg),
                 (true_neg + false_pos),
                 (true_neg + false_neg)]
        denom = 1.
        for t in filter(lambda t: t != 0., terms):
            denom *= t
        return ((true_pos * true_neg) - (false_pos * false_neg)) / math.sqrt(denom)
    @property
    def total_examples(self):
        return self.false_negatives + self.false_positives + \
               self.true_negatives + self.true_positives
    @property
    def global_total_examples(self):
        return self.global_false_negatives + self.global_false_positives + \
               self.global_true_negatives + self.global_true_positives
    def local_reset_stats(self):
        self.false_positives = 0
        self.false_negatives = 0
        self.true_positives = 0
        self.true_negatives = 0
    def reset_stats(self):
        self.false_positives = 0
        self.false_negatives = 0
        self.true_positives = 0
        self.true_negatives = 0
        self.global_false_positives = 0
        self.global_false_negatives = 0
        self.global_true_positives = 0
        self.global_true_negatives = 0
[docs]@register
class F1(EvalMetric):
    """Computes the F1 score of a binary classification problem.
    The F1 score is equivalent to harmonic mean of the precision and recall,
    where the best value is 1.0 and the worst value is 0.0. The formula for F1 score is::
        F1 = 2 * (precision * recall) / (precision + recall)
    The formula for precision and recall is::
        precision = true_positives / (true_positives + false_positives)
        recall    = true_positives / (true_positives + false_negatives)
    .. note::
        This F1 score only supports binary classification.
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    average : str, default 'macro'
        Strategy to be used for aggregating across mini-batches.
            "macro": average the F1 scores for each batch.
            "micro": compute a single F1 score across all batches.
    Examples
    --------
    >>> predicts = [mx.nd.array([[0.3, 0.7], [0., 1.], [0.4, 0.6]])]
    >>> labels   = [mx.nd.array([0., 1., 1.])]
    >>> f1 = mx.metric.F1()
    >>> f1.update(preds = predicts, labels = labels)
    >>> print f1.get()
    ('f1', 0.8)
    """
    def __init__(self, name='f1',
                 output_names=None, label_names=None, average="macro"):
        self.average = average
        self.metrics = _BinaryClassificationMetrics()
        EvalMetric.__init__(self, name=name,
                            output_names=output_names, label_names=label_names,
                            has_global_stats=True)
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            self.metrics.update_binary_stats(label, pred)
        if self.average == "macro":
            self.sum_metric += self.metrics.fscore
            self.global_sum_metric += self.metrics.global_fscore
            self.num_inst += 1
            self.global_num_inst += 1
            self.metrics.reset_stats()
        else:
            self.sum_metric = self.metrics.fscore * self.metrics.total_examples
            self.global_sum_metric = self.metrics.global_fscore * self.metrics.global_total_examples
            self.num_inst = self.metrics.total_examples
            self.global_num_inst = self.metrics.global_total_examples
[docs]    def reset(self):
        """Resets the internal evaluation result to initial state."""
        self.sum_metric = 0.
        self.num_inst = 0
        self.global_num_inst = 0
        self.global_sum_metric = 0.0
        self.metrics.reset_stats()
[docs]    def reset_local(self):
        """Resets the internal evaluation result to initial state."""
        self.sum_metric = 0.
        self.num_inst = 0
        self.metrics.local_reset_stats()
[docs]@register
class MCC(EvalMetric):
    """Computes the Matthews Correlation Coefficient of a binary classification problem.
    While slower to compute than F1 the MCC can give insight that F1 or Accuracy cannot.
    For instance, if the network always predicts the same result
    then the MCC will immeadiately show this. The MCC is also symetric with respect
    to positive and negative categorization, however, there needs to be both
    positive and negative examples in the labels or it will always return 0.
    MCC of 0 is uncorrelated, 1 is completely correlated, and -1 is negatively correlated.
    .. math::
        \\text{MCC} = \\frac{ TP \\times TN - FP \\times FN }
        {\\sqrt{ (TP + FP) ( TP + FN ) ( TN + FP ) ( TN + FN ) } }
    where 0 terms in the denominator are replaced by 1.
    .. note::
        This version of MCC only supports binary classification.  See PCC.
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    average : str, default 'macro'
        Strategy to be used for aggregating across mini-batches.
            "macro": average the MCC for each batch.
            "micro": compute a single MCC across all batches.
    Examples
    --------
    >>> # In this example the network almost always predicts positive
    >>> false_positives = 1000
    >>> false_negatives = 1
    >>> true_positives = 10000
    >>> true_negatives = 1
    >>> predicts = [mx.nd.array(
        [[.3, .7]]*false_positives +
        [[.7, .3]]*true_negatives +
        [[.7, .3]]*false_negatives +
        [[.3, .7]]*true_positives
    )]
    >>> labels  = [mx.nd.array(
        [0.]*(false_positives + true_negatives) +
        [1.]*(false_negatives + true_positives)
    )]
    >>> f1 = mx.metric.F1()
    >>> f1.update(preds = predicts, labels = labels)
    >>> mcc = mx.metric.MCC()
    >>> mcc.update(preds = predicts, labels = labels)
    >>> print f1.get()
    ('f1', 0.95233560306652054)
    >>> print mcc.get()
    ('mcc', 0.01917751877733392)
    """
    def __init__(self, name='mcc',
                 output_names=None, label_names=None, average="macro"):
        self._average = average
        self._metrics = _BinaryClassificationMetrics()
        EvalMetric.__init__(self, name=name,
                            output_names=output_names, label_names=label_names,
                            has_global_stats=True)
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            self._metrics.update_binary_stats(label, pred)
        if self._average == "macro":
            self.sum_metric += self._metrics.matthewscc()
            self.global_sum_metric += self._metrics.matthewscc(use_global=True)
            self.num_inst += 1
            self.global_num_inst += 1
            self._metrics.reset_stats()
        else:
            self.sum_metric = self._metrics.matthewscc() * self._metrics.total_examples
            self.global_sum_metric = self._metrics.matthewscc(use_global=True) * \
                                     self._metrics.global_total_examples
            self.num_inst = self._metrics.total_examples
            self.global_num_inst = self._metrics.global_total_examples
[docs]    def reset(self):
        """Resets the internal evaluation result to initial state."""
        self.sum_metric = 0.
        self.num_inst = 0.
        self.global_sum_metric = 0.
        self.global_num_inst = 0.
        self._metrics.reset_stats()
[docs]    def reset_local(self):
        """Resets the internal evaluation result to initial state."""
        self.sum_metric = 0.
        self.num_inst = 0.
        self._metrics.local_reset_stats()
[docs]@register
class Perplexity(EvalMetric):
    """Computes perplexity.
    Perplexity is a measurement of how well a probability distribution
    or model predicts a sample. A low perplexity indicates the model
    is good at predicting the sample.
    The perplexity of a model q is defined as
    .. math::
        b^{\\big(-\\frac{1}{N} \\sum_{i=1}^N \\log_b q(x_i) \\big)}
        = \\exp \\big(-\\frac{1}{N} \\sum_{i=1}^N \\log q(x_i)\\big)
    where we let `b = e`.
    :math:`q(x_i)` is the predicted value of its ground truth
    label on sample :math:`x_i`.
    For example, we have three samples :math:`x_1, x_2, x_3` and their labels
    are :math:`[0, 1, 1]`.
    Suppose our model predicts :math:`q(x_1) = p(y_1 = 0 | x_1) = 0.3`
    and :math:`q(x_2) = 1.0`,
    :math:`q(x_3) = 0.6`. The perplexity of model q is
    :math:`exp\\big(-(\\log 0.3 + \\log 1.0 + \\log 0.6) / 3\\big) = 1.77109762852`.
    Parameters
    ----------
    ignore_label : int or None
        Index of invalid label to ignore when
        counting. By default, sets to -1.
        If set to `None`, it will include all entries.
    axis : int (default -1)
        The axis from prediction that was used to
        compute softmax. By default use the last
        axis.
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array([[0.3, 0.7], [0, 1.], [0.4, 0.6]])]
    >>> labels   = [mx.nd.array([0, 1, 1])]
    >>> perp = mx.metric.Perplexity(ignore_label=None)
    >>> perp.update(labels, predicts)
    >>> print perp.get()
    ('Perplexity', 1.7710976285155853)
    """
    def __init__(self, ignore_label, axis=-1, name='perplexity',
                 output_names=None, label_names=None):
        super(Perplexity, self).__init__(
            name, ignore_label=ignore_label,
            output_names=output_names, label_names=label_names,
            has_global_stats=True)
        self.ignore_label = ignore_label
        self.axis = axis
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        assert len(labels) == len(preds)
        loss = 0.
        num = 0
        for label, pred in zip(labels, preds):
            assert label.size == pred.size/pred.shape[-1], \
                "shape mismatch: %s vs. %s"%(label.shape, pred.shape)
            label = label.as_in_context(pred.context).reshape((label.size,))
            pred = ndarray.pick(pred, label.astype(dtype='int32'), axis=self.axis)
            if self.ignore_label is not None:
                ignore = (label == self.ignore_label).astype(pred.dtype)
                num -= ndarray.sum(ignore).asscalar()
                pred = pred*(1-ignore) + ignore
            loss -= ndarray.sum(ndarray.log(ndarray.maximum(1e-10, pred))).asscalar()
            num += pred.size
        self.sum_metric += loss
        self.global_sum_metric += loss
        self.num_inst += num
        self.global_num_inst += num
[docs]    def get(self):
        """Returns the current evaluation result.
        Returns
        -------
        Tuple of (str, float)
            Representing name of the metric and evaluation result.
        """
        if self.num_inst == 0:
            return (self.name, float('nan'))
        else:
            return (self.name, math.exp(self.sum_metric/self.num_inst))
[docs]    def get_global(self):
        """Returns the current global evaluation result.
        Returns
        -------
        Tuple of (str, float)
            Representing name of the metric and evaluation result.
        """
        if self.global_num_inst == 0:
            return (self.name, float('nan'))
        else:
            return (self.name, math.exp(self.global_sum_metric/self.global_num_inst))
####################
# REGRESSION METRICS
####################
[docs]@register
class MAE(EvalMetric):
    """Computes Mean Absolute Error (MAE) loss.
    The mean absolute error is given by
    .. math::
        \\frac{\\sum_i^n |y_i - \\hat{y}_i|}{n}
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array(np.array([3, -0.5, 2, 7]).reshape(4,1))]
    >>> labels = [mx.nd.array(np.array([2.5, 0.0, 2, 8]).reshape(4,1))]
    >>> mean_absolute_error = mx.metric.MAE()
    >>> mean_absolute_error.update(labels = labels, preds = predicts)
    >>> print mean_absolute_error.get()
    ('mae', 0.5)
    """
    def __init__(self, name='mae',
                 output_names=None, label_names=None):
        super(MAE, self).__init__(
            name, output_names=output_names, label_names=label_names,
            has_global_stats=True)
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            label = label.asnumpy()
            pred = pred.asnumpy()
            if len(label.shape) == 1:
                label = label.reshape(label.shape[0], 1)
            if len(pred.shape) == 1:
                pred = pred.reshape(pred.shape[0], 1)
            mae = numpy.abs(label - pred).mean()
            self.sum_metric += mae
            self.global_sum_metric += mae
            self.num_inst += 1 # numpy.prod(label.shape)
            self.global_num_inst += 1 # numpy.prod(label.shape)
[docs]@register
class MSE(EvalMetric):
    """Computes Mean Squared Error (MSE) loss.
    The mean squared error is given by
    .. math::
        \\frac{\\sum_i^n (y_i - \\hat{y}_i)^2}{n}
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array(np.array([3, -0.5, 2, 7]).reshape(4,1))]
    >>> labels = [mx.nd.array(np.array([2.5, 0.0, 2, 8]).reshape(4,1))]
    >>> mean_squared_error = mx.metric.MSE()
    >>> mean_squared_error.update(labels = labels, preds = predicts)
    >>> print mean_squared_error.get()
    ('mse', 0.375)
    """
    def __init__(self, name='mse',
                 output_names=None, label_names=None):
        super(MSE, self).__init__(
            name, output_names=output_names, label_names=label_names,
            has_global_stats=True)
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            label = label.asnumpy()
            pred = pred.asnumpy()
            if len(label.shape) == 1:
                label = label.reshape(label.shape[0], 1)
            if len(pred.shape) == 1:
                pred = pred.reshape(pred.shape[0], 1)
            mse = ((label - pred)**2.0).mean()
            self.sum_metric += mse
            self.global_sum_metric += mse
            self.num_inst += 1 # numpy.prod(label.shape)
            self.global_num_inst += 1 # numpy.prod(label.shape)
[docs]@register
class RMSE(EvalMetric):
    """Computes Root Mean Squred Error (RMSE) loss.
    The root mean squared error is given by
    .. math::
        \\sqrt{\\frac{\\sum_i^n (y_i - \\hat{y}_i)^2}{n}}
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array(np.array([3, -0.5, 2, 7]).reshape(4,1))]
    >>> labels = [mx.nd.array(np.array([2.5, 0.0, 2, 8]).reshape(4,1))]
    >>> root_mean_squared_error = mx.metric.RMSE()
    >>> root_mean_squared_error.update(labels = labels, preds = predicts)
    >>> print root_mean_squared_error.get()
    ('rmse', 0.612372457981)
    """
    def __init__(self, name='rmse',
                 output_names=None, label_names=None):
        super(RMSE, self).__init__(
            name, output_names=output_names, label_names=label_names,
            has_global_stats=True)
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            label = label.asnumpy()
            pred = pred.asnumpy()
            if len(label.shape) == 1:
                label = label.reshape(label.shape[0], 1)
            if len(pred.shape) == 1:
                pred = pred.reshape(pred.shape[0], 1)
            rmse = numpy.sqrt(((label - pred)**2.0).mean())
            self.sum_metric += rmse
            self.global_sum_metric += rmse
            self.num_inst += 1
            self.global_num_inst += 1
[docs]@register
@alias('ce')
class CrossEntropy(EvalMetric):
    """Computes Cross Entropy loss.
    The cross entropy over a batch of sample size :math:`N` is given by
    .. math::
       -\\sum_{n=1}^{N}\\sum_{k=1}^{K}t_{nk}\\log (y_{nk}),
    where :math:`t_{nk}=1` if and only if sample :math:`n` belongs to class :math:`k`.
    :math:`y_{nk}` denotes the probability of sample :math:`n` belonging to
    class :math:`k`.
    Parameters
    ----------
    eps : float
        Cross Entropy loss is undefined for predicted value is 0 or 1,
        so predicted values are added with the small constant.
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array([[0.3, 0.7], [0, 1.], [0.4, 0.6]])]
    >>> labels   = [mx.nd.array([0, 1, 1])]
    >>> ce = mx.metric.CrossEntropy()
    >>> ce.update(labels, predicts)
    >>> print ce.get()
    ('cross-entropy', 0.57159948348999023)
    """
    def __init__(self, eps=1e-12, name='cross-entropy',
                 output_names=None, label_names=None):
        super(CrossEntropy, self).__init__(
            name, eps=eps,
            output_names=output_names, label_names=label_names,
            has_global_stats=True)
        self.eps = eps
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            label = label.asnumpy()
            pred = pred.asnumpy()
            label = label.ravel()
            assert label.shape[0] == pred.shape[0]
            prob = pred[numpy.arange(label.shape[0]), numpy.int64(label)]
            cross_entropy = (-numpy.log(prob + self.eps)).sum()
            self.sum_metric += cross_entropy
            self.global_sum_metric += cross_entropy
            self.num_inst += label.shape[0]
            self.global_num_inst += label.shape[0]
[docs]@register
@alias('nll_loss')
class NegativeLogLikelihood(EvalMetric):
    """Computes the negative log-likelihood loss.
    The negative log-likelihoodd loss over a batch of sample size :math:`N` is given by
    .. math::
       -\\sum_{n=1}^{N}\\sum_{k=1}^{K}t_{nk}\\log (y_{nk}),
    where :math:`K` is the number of classes, :math:`y_{nk}` is the prediceted probability for
    :math:`k`-th class for :math:`n`-th sample. :math:`t_{nk}=1` if and only if sample
    :math:`n` belongs to class :math:`k`.
    Parameters
    ----------
    eps : float
        Negative log-likelihood loss is undefined for predicted value is 0,
        so predicted values are added with the small constant.
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array([[0.3, 0.7], [0, 1.], [0.4, 0.6]])]
    >>> labels   = [mx.nd.array([0, 1, 1])]
    >>> nll_loss = mx.metric.NegativeLogLikelihood()
    >>> nll_loss.update(labels, predicts)
    >>> print nll_loss.get()
    ('nll-loss', 0.57159948348999023)
    """
    def __init__(self, eps=1e-12, name='nll-loss',
                 output_names=None, label_names=None):
        super(NegativeLogLikelihood, self).__init__(
            name, eps=eps,
            output_names=output_names, label_names=label_names,
            has_global_stats=True)
        self.eps = eps
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            label = label.asnumpy()
            pred = pred.asnumpy()
            label = label.ravel()
            num_examples = pred.shape[0]
            assert label.shape[0] == num_examples, (label.shape[0], num_examples)
            prob = pred[numpy.arange(num_examples, dtype=numpy.int64), numpy.int64(label)]
            nll = (-numpy.log(prob + self.eps)).sum()
            self.sum_metric += nll
            self.global_sum_metric += nll
            self.num_inst += num_examples
            self.global_num_inst += num_examples
[docs]@register
@alias('pearsonr')
class PearsonCorrelation(EvalMetric):
    """Computes Pearson correlation.
    The pearson correlation is given by
    .. math::
        \\frac{cov(y, \\hat{y})}{\\sigma{y}\\sigma{\\hat{y}}}
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    average : str, default 'macro'
        Strategy to be used for aggregating across mini-batches.
            "macro": average the pearsonr scores for each batch.
            "micro": compute a single pearsonr score across all batches.
    Examples
    --------
    >>> predicts = [mx.nd.array([[0.3, 0.7], [0, 1.], [0.4, 0.6]])]
    >>> labels   = [mx.nd.array([[1, 0], [0, 1], [0, 1]])]
    >>> pr = mx.metric.PearsonCorrelation()
    >>> pr.update(labels, predicts)
    >>> print pr.get()
    ('pearsonr', 0.42163704544016178)
    """
    def __init__(self, name='pearsonr',
                 output_names=None, label_names=None, average='macro'):
        self.average = average
        super(PearsonCorrelation, self).__init__(
            name, output_names=output_names, label_names=label_names,
            has_global_stats=True)
        if self.average == 'micro':
            self.reset_micro()
    def reset_micro(self):
        self._sse_p = 0
        self._mean_p = 0
        self._sse_l = 0
        self._mean_l = 0
        self._pred_nums = 0
        self._label_nums = 0
        self._conv = 0
[docs]    def reset(self):
        self.num_inst = 0
        self.sum_metric = 0.0
        self.global_num_inst = 0
        self.global_sum_metric = 0.0
        if self.average == 'micro':
            self.reset_micro()
    def update_variance(self, new_values, *aggregate):
        #Welford's online algorithm for variance update
        count, mean, m_2 = aggregate
        count += len(new_values)
        delta = new_values - mean
        mean += numpy.sum(delta / count)
        delta_2 = new_values - mean
        m_2 += numpy.sum(delta * delta_2)
        return count, mean, m_2
    def update_cov(self, label, pred):
        self._conv = self._conv + numpy.sum((label - self._mean_l) * (pred - self._mean_p))
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        for label, pred in zip(labels, preds):
            check_label_shapes(label, pred, False, True)
            label = label.asnumpy().ravel().astype(numpy.float64)
            pred = pred.asnumpy().ravel().astype(numpy.float64)
            if self.average == 'macro':
                pearson_corr = numpy.corrcoef(pred, label)[0, 1]
                self.sum_metric += pearson_corr
                self.global_sum_metric += pearson_corr
                self.num_inst += 1
                self.global_num_inst += 1
            else:
                self.global_num_inst += 1
                self.num_inst += 1
                self._label_nums, self._mean_l, self._sse_l = \
                    self.update_variance(label, self._label_nums, self._mean_l, self._sse_l)
                self.update_cov(label, pred)
                self._pred_nums, self._mean_p, self._sse_p = \
                    self.update_variance(pred, self._pred_nums, self._mean_p, self._sse_p)
[docs]    def get(self):
        if self.num_inst == 0:
            return (self.name, float('nan'))
        if self.average == 'macro':
            return (self.name, self.sum_metric / self.num_inst)
        else:
            n = self._label_nums
            pearsonr = self._conv / ((n-1) * numpy.sqrt(self._sse_p / (n - 1)) * numpy.sqrt(self._sse_l / (n - 1)))
            return (self.name, pearsonr)
[docs]@register
class PCC(EvalMetric):
    """PCC is a multiclass equivalent for the Matthews correlation coefficient derived
    from a discrete solution to the Pearson correlation coefficient.
    .. math::
        \\text{PCC} = \\frac {\\sum _{k}\\sum _{l}\\sum _{m}C_{kk}C_{lm}-C_{kl}C_{mk}}
        {{\\sqrt {\\sum _{k}(\\sum _{l}C_{kl})(\\sum _{k'|k'\\neq k}\\sum _{l'}C_{k'l'})}}
         {\\sqrt {\\sum _{k}(\\sum _{l}C_{lk})(\\sum _{k'|k'\\neq k}\\sum _{l'}C_{l'k'})}}}
    defined in terms of a K x K confusion matrix C.
    When there are more than two labels the PCC will no longer range between -1 and +1.
    Instead the minimum value will be between -1 and 0 depending on the true distribution.
    The maximum value is always +1.
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> # In this example the network almost always predicts positive
    >>> false_positives = 1000
    >>> false_negatives = 1
    >>> true_positives = 10000
    >>> true_negatives = 1
    >>> predicts = [mx.nd.array(
        [[.3, .7]]*false_positives +
        [[.7, .3]]*true_negatives +
        [[.7, .3]]*false_negatives +
        [[.3, .7]]*true_positives
    )]
    >>> labels  = [mx.nd.array(
        [0]*(false_positives + true_negatives) +
        [1]*(false_negatives + true_positives)
    )]
    >>> f1 = mx.metric.F1()
    >>> f1.update(preds = predicts, labels = labels)
    >>> pcc = mx.metric.PCC()
    >>> pcc.update(preds = predicts, labels = labels)
    >>> print f1.get()
    ('f1', 0.95233560306652054)
    >>> print pcc.get()
    ('pcc', 0.01917751877733392)
    """
    def __init__(self, name='pcc',
                 output_names=None, label_names=None,
                 has_global_stats=True):
        self.k = 2
        super(PCC, self).__init__(
            name=name, output_names=output_names, label_names=label_names,
            has_global_stats=has_global_stats)
    def _grow(self, inc):
        self.lcm = numpy.pad(
            self.lcm, ((0, inc), (0, inc)), 'constant', constant_values=(0))
        self.gcm = numpy.pad(
            self.gcm, ((0, inc), (0, inc)), 'constant', constant_values=(0))
        self.k += inc
    def _calc_mcc(self, cmat):
        n = cmat.sum()
        x = cmat.sum(axis=1)
        y = cmat.sum(axis=0)
        cov_xx = numpy.sum(x * (n - x))
        cov_yy = numpy.sum(y * (n - y))
        if cov_xx == 0 or cov_yy == 0:
            return float('nan')
        i = cmat.diagonal()
        cov_xy = numpy.sum(i * n - x * y)
        return cov_xy / (cov_xx * cov_yy) ** 0.5
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        labels, preds = check_label_shapes(labels, preds, True)
        # update the confusion matrix
        for label, pred in zip(labels, preds):
            label = label.astype('int32', copy=False).asnumpy()
            pred = pred.asnumpy()
            if pred.shape != label.shape:
                pred = pred.argmax(axis=1)
            else:
                pred = pred.astype('int32', copy=False)
            n = max(pred.max(), label.max())
            if n >= self.k:
                self._grow(n + 1 - self.k)
            bcm = numpy.zeros((self.k, self.k))
            for i, j in zip(pred, label):
                bcm[i, j] += 1
            self.lcm += bcm
            self.gcm += bcm
        self.num_inst += 1
        self.global_num_inst += 1
    @property
    def sum_metric(self):
        return self._calc_mcc(self.lcm) * self.num_inst
    @property
    def global_sum_metric(self):
        return self._calc_mcc(self.gcm) * self.global_num_inst
[docs]    def reset(self):
        """Resets the internal evaluation result to initial state."""
        self.global_num_inst = 0.
        self.gcm = numpy.zeros((self.k, self.k))
        self.reset_local()
[docs]    def reset_local(self):
        """Resets the local portion of the internal evaluation results to initial state."""
        self.num_inst = 0.
        self.lcm = numpy.zeros((self.k, self.k))
[docs]@register
class Loss(EvalMetric):
    """Dummy metric for directly printing loss.
    Parameters
    ----------
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    """
    def __init__(self, name='loss',
                 output_names=None, label_names=None):
        super(Loss, self).__init__(
            name, output_names=output_names, label_names=label_names,
            has_global_stats=True)
[docs]    def update(self, _, preds):
        if isinstance(preds, ndarray.ndarray.NDArray):
            preds = [preds]
        for pred in preds:
            loss = ndarray.sum(pred).asscalar()
            self.sum_metric += loss
            self.global_sum_metric += loss
            self.num_inst += pred.size
            self.global_num_inst += pred.size
[docs]@register
class Torch(Loss):
    """Dummy metric for torch criterions."""
    def __init__(self, name='torch',
                 output_names=None, label_names=None):
        super(Torch, self).__init__(
            name, output_names=output_names, label_names=label_names)
[docs]@register
class Caffe(Loss):
    """Dummy metric for caffe criterions."""
    def __init__(self, name='caffe',
                 output_names=None, label_names=None):
        super(Caffe, self).__init__(
            name, output_names=output_names, label_names=label_names)
[docs]@register
class CustomMetric(EvalMetric):
    """Computes a customized evaluation metric.
    The `feval` function can return a `tuple` of (sum_metric, num_inst) or return
    an `int` sum_metric.
    Parameters
    ----------
    feval : callable(label, pred)
        Customized evaluation function.
    name : str, optional
        The name of the metric. (the default is None).
    allow_extra_outputs : bool, optional
        If true, the prediction outputs can have extra outputs.
        This is useful in RNN, where the states are also produced
        in outputs for forwarding. (the default is False).
    name : str
        Name of this metric instance for display.
    output_names : list of str, or None
        Name of predictions that should be used when updating with update_dict.
        By default include all predictions.
    label_names : list of str, or None
        Name of labels that should be used when updating with update_dict.
        By default include all labels.
    Examples
    --------
    >>> predicts = [mx.nd.array(np.array([3, -0.5, 2, 7]).reshape(4,1))]
    >>> labels = [mx.nd.array(np.array([2.5, 0.0, 2, 8]).reshape(4,1))]
    >>> feval = lambda x, y : (x + y).mean()
    >>> eval_metrics = mx.metric.CustomMetric(feval=feval)
    >>> eval_metrics.update(labels, predicts)
    >>> print eval_metrics.get()
    ('custom(<lambda>)', 6.0)
    """
    def __init__(self, feval, name=None, allow_extra_outputs=False,
                 output_names=None, label_names=None):
        if name is None:
            name = feval.__name__
            if name.find('<') != -1:
                name = 'custom(%s)' % name
        super(CustomMetric, self).__init__(
            name, feval=feval,
            allow_extra_outputs=allow_extra_outputs,
            output_names=output_names, label_names=label_names,
            has_global_stats=True)
        self._feval = feval
        self._allow_extra_outputs = allow_extra_outputs
[docs]    def update(self, labels, preds):
        """Updates the internal evaluation result.
        Parameters
        ----------
        labels : list of `NDArray`
            The labels of the data.
        preds : list of `NDArray`
            Predicted values.
        """
        if not self._allow_extra_outputs:
            labels, preds = check_label_shapes(labels, preds, True)
        for pred, label in zip(preds, labels):
            label = label.asnumpy()
            pred = pred.asnumpy()
            reval = self._feval(label, pred)
            if isinstance(reval, tuple):
                (sum_metric, num_inst) = reval
                self.sum_metric += sum_metric
                self.global_sum_metric += sum_metric
                self.num_inst += num_inst
                self.global_num_inst += num_inst
            else:
                self.sum_metric += reval
                self.global_sum_metric += reval
                self.num_inst += 1
                self.global_num_inst += 1
# pylint: disable=invalid-name
[docs]def np(numpy_feval, name=None, allow_extra_outputs=False):
    """Creates a custom evaluation metric that receives its inputs as numpy arrays.
    Parameters
    ----------
    numpy_feval : callable(label, pred)
        Custom evaluation function that receives labels and predictions for a minibatch
        as numpy arrays and returns the corresponding custom metric as a floating point number.
    name : str, optional
        Name of the custom metric.
    allow_extra_outputs : bool, optional
        Whether prediction output is allowed to have extra outputs. This is useful in cases
        like RNN where states are also part of output which can then be fed back to the RNN
        in the next step. By default, extra outputs are not allowed.
    Returns
    -------
    float
        Custom metric corresponding to the provided labels and predictions.
    Example
    -------
    >>> def custom_metric(label, pred):
    ...     return np.mean(np.abs(label-pred))
    ...
    >>> metric = mx.metric.np(custom_metric)
    """
    def feval(label, pred):
        """Internal eval function."""
        return numpy_feval(label, pred)
    feval.__name__ = numpy_feval.__name__
    return CustomMetric(feval, name, allow_extra_outputs)
# pylint: enable=invalid-name
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