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Add Pearson correlation coefficient #157

Merged
merged 26 commits into from
Apr 13, 2021
Merged

Add Pearson correlation coefficient #157

merged 26 commits into from
Apr 13, 2021

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SkafteNicki
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@SkafteNicki SkafteNicki commented Apr 5, 2021

Before submitting

  • Was this discussed/approved 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?

What does this PR do?

Adds pearson correlation coefficient.
Requested here #153 (comment)

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 🙃

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codecov bot commented Apr 5, 2021

Codecov Report

Merging #157 (bead3ed) into master (ec239e0) will decrease coverage by 8.44%.
The diff coverage is 95.91%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #157      +/-   ##
==========================================
- Coverage   95.99%   87.54%   -8.45%     
==========================================
  Files         168      172       +4     
  Lines        5144     5235      +91     
==========================================
- Hits         4938     4583     -355     
- Misses        206      652     +446     
Flag Coverage Δ
Linux 79.04% <95.91%> (+0.31%) ⬆️
Windows 79.04% <95.91%> (+0.31%) ⬆️
cpu 79.04% <95.91%> (-16.96%) ⬇️
gpu 96.03% <ø> (+0.03%) ⬆️
macOS 79.04% <95.91%> (-16.96%) ⬇️
pytest 87.54% <95.91%> (-8.45%) ⬇️
python3.6 ?
python3.8 ?
python3.9 ?
torch1.3.1 ?
torch1.4.0 ?
torch1.8.1 ?

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files Coverage Δ
torchmetrics/__init__.py 100.00% <ø> (ø)
torchmetrics/functional/regression/pearson.py 92.00% <92.00%> (ø)
torchmetrics/functional/__init__.py 100.00% <100.00%> (ø)
torchmetrics/functional/classification/f_beta.py 68.00% <100.00%> (-24.00%) ⬇️
torchmetrics/functional/regression/__init__.py 100.00% <100.00%> (ø)
torchmetrics/regression/__init__.py 100.00% <100.00%> (ø)
torchmetrics/regression/pearson.py 100.00% <100.00%> (ø)
torchmetrics/utilities/distributed.py 22.85% <0.00%> (-74.29%) ⬇️
torchmetrics/classification/auc.py 47.61% <0.00%> (-52.39%) ⬇️
torchmetrics/functional/classification/auroc.py 46.15% <0.00%> (-40.01%) ⬇️
... and 50 more

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Δ = absolute <relative> (impact), ø = not affected, ? = missing data
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LGTM !

torchmetrics/functional/regression/pearson.py Show resolved Hide resolved
torchmetrics/functional/regression/pearson.py Outdated Show resolved Hide resolved
@Borda Borda changed the title [New metric] Pearson correlation coefficient Add Pearson correlation coefficient Apr 6, 2021
torchmetrics/functional/regression/pearson.py Outdated Show resolved Hide resolved
@Borda Borda added the ready label Apr 6, 2021
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Borda commented Apr 6, 2021

@SkafteNicki seems gpu tests are failing...

@SkafteNicki SkafteNicki removed the ready label Apr 8, 2021
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pep8speaks commented Apr 13, 2021

Hello @SkafteNicki! Thanks for updating this PR.

There are currently no PEP 8 issues detected in this Pull Request. Cheers! 🍻

Comment last updated at 2021-04-13 14:07:31 UTC

@Borda Borda enabled auto-merge (squash) April 13, 2021 14:07
@Borda Borda requested a review from edgarriba April 13, 2021 14:13
@Borda Borda merged commit b098efd into master Apr 13, 2021
@Borda Borda deleted the pearson branch April 13, 2021 14:24
Borda added a commit to alanhdu/metrics that referenced this pull request Apr 14, 2021
* init files

* rest

* pep8

* changelog

* clamp

* suggestions

* rename

* format

* _sk_pearsonr

* inline

* fix sync

* fix tests

* fix docs

* Apply suggestions from code review

* Update torchmetrics/functional/regression/pearson.py

* atol

* update

* pep8

* pep8

* chlog

* .

Co-authored-by: Jirka Borovec <Borda@users.noreply.github.com>
Co-authored-by: Jirka Borovec <jirka.borovec@seznam.cz>
Borda added a commit that referenced this pull request Apr 14, 2021
* Add AverageMeter

* Fix type annotation to accomodate Python 3.6 bug

* Add tests

* Update changelog

* Add AverageMeter to docs

* fixup! Add AverageMeter to docs

* Code review comments

* Add tests for scalar case

* Fix behavior on PyTorch <1.8

* fixup! Add tests for scalar case

* fixup! fixup! Add tests for scalar case

* Update CHANGELOG.md

* Add Pearson correlation coefficient (#157)

* init files

* rest

* pep8

* changelog

* clamp

* suggestions

* rename

* format

* _sk_pearsonr

* inline

* fix sync

* fix tests

* fix docs

* Apply suggestions from code review

* Update torchmetrics/functional/regression/pearson.py

* atol

* update

* pep8

* pep8

* chlog

* .

Co-authored-by: Jirka Borovec <Borda@users.noreply.github.com>
Co-authored-by: Jirka Borovec <jirka.borovec@seznam.cz>

* Spearman correlation coefficient (#158)

* ranking

* init files

* update

* nearly working

* fix tests

* pep8

* add docs

* fix doctests

* fix docs

* pep8

* isort

* ghlog

* Apply suggestions from code review

Co-authored-by: Jirka Borovec <Borda@users.noreply.github.com>

* Added changes for Test Differentiability [1/n] (#154)

* added test changes

* fix style error

* fixed typo

* added changes for requires_grad

* metrics differentiability testing generalization

* Update tests/classification/test_accuracy.py

Co-authored-by: Nicki Skafte <skaftenicki@gmail.com>

* fix tests

* pep8

* changelog

* fix docs

* fix tests

* pep8

* Apply suggestions from code review

Co-authored-by: Nicki Skafte <skaftenicki@gmail.com>
Co-authored-by: Jirka Borovec <Borda@users.noreply.github.com>

* Binned PR-related metrics (#128)

* WIP: Binned PR-related metrics

* attempt to fix types

* switch to linspace to make old pytorch happy

* make flake happy

* clean up

* Add more testing, move test input generation to the approproate place

* bugfixes and more stable and thorough tests

* flake8

* Reuse python zip-based implementation as it can't be reproduced with torch.where/max

* address comments

* isort

* Add docs and doctests, make APIs same as non-binned versions

* pep8

* isort

* doctests likes longer title underlines :O

* use numpy's nan_to_num

* add atol to bleu tests to make them more stable

* atol=1e-2 for bleu

* add more docs

* pep8

* remove nlp test hack

* address comments

* pep8

* abc

* flake8

* remove typecheck

* chlog

Co-authored-by: Jirka Borovec <Borda@users.noreply.github.com>
Co-authored-by: Nicki Skafte <skaftenicki@gmail.com>
Co-authored-by: Jirka Borovec <jirka.borovec@seznam.cz>

* version + about (#170)

* version + about

* flake8

* try

* .

* fix doc

* overload sig

* fix

* Different import style

Co-authored-by: Nicki Skafte <skaftenicki@gmail.com>
Co-authored-by: Jirka Borovec <Borda@users.noreply.github.com>
Co-authored-by: Jirka Borovec <jirka.borovec@seznam.cz>
Co-authored-by: Bhadresh Savani <bhadreshpsavani@gmail.com>
Co-authored-by: Maxim Grechkin <maximsch2@gmail.com>
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5 participants