mse_measure module¶
The mean squared error to measure the quality of a regression algorithm.
The mse_measure
module
implements the concept of mean squared error measures
for machine learning algorithms.
This concept is implemented through the MSEMeasure
class
and overloads the MLErrorMeasure._compute_measure()
method.
The mean squared error (MSE) is defined by
where \(\hat{y}\) are the predictions and \(y\) are the data points.
- class gemseo.mlearning.quality_measures.mse_measure.MSEMeasure(algo, fit_transformers=True)[source]¶
Bases:
MLErrorMeasure
The Mean Squared Error measure for machine learning.
- Parameters:
algo (MLRegressionAlgo) – A machine learning algorithm for regression.
fit_transformers (bool) –
Whether to re-fit the transformers when using resampling techniques. If
False
, use the transformers of the algorithm fitted from the whole learning dataset.By default it is set to True.
- class EvaluationFunctionName(value)¶
Bases:
StrEnum
The name of the function associated with an evaluation method.
- BOOTSTRAP = 'evaluate_bootstrap'¶
- KFOLDS = 'evaluate_kfolds'¶
- LEARN = 'evaluate_learn'¶
- LOO = 'evaluate_loo'¶
- TEST = 'evaluate_test'¶
- class EvaluationMethod(value)¶
Bases:
StrEnum
The evaluation method.
- BOOTSTRAP = 'BOOTSTRAP'¶
The name of the method to evaluate the measure by bootstrap.
- KFOLDS = 'KFOLDS'¶
The name of the method to evaluate the measure by cross-validation.
- LEARN = 'LEARN'¶
The name of the method to evaluate the measure on the learning dataset.
- LOO = 'LOO'¶
The name of the method to evaluate the measure by leave-one-out.
- TEST = 'TEST'¶
The name of the method to evaluate the measure on a test dataset.
- compute_bootstrap_measure(n_replicates=100, samples=None, multioutput=True, seed=None, as_dict=False, store_resampling_result=False)¶
Evaluate the quality measure using the bootstrap technique.
- Parameters:
n_replicates (int) –
The number of bootstrap replicates.
By default it is set to 100.
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
seed (None | None) – The seed of the pseudo-random number generator. If
None
, an unpredictable generator will be used.as_dict (bool) –
Whether the full quality measure is returned as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.By default it is set to False.
store_resampling_result (bool) –
Whether to store the \(n\) machine learning algorithms and associated predictions generated by the resampling stage where \(n\) is the number of bootstrap replicates.
By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- compute_cross_validation_measure(n_folds=5, samples=None, multioutput=True, randomize=True, seed=None, as_dict=False, store_resampling_result=False)¶
- as_dict: Whether the full quality measure is returned
as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.
- Parameters:
n_folds (int) –
The number of folds.
By default it is set to 5.
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
randomize (bool) –
Whether to shuffle the samples before dividing them in folds.
By default it is set to True.
seed (int | None) – The seed of the pseudo-random number generator. If
None
, an unpredictable generator is used.as_dict (bool) –
The description is missing.
By default it is set to False.
store_resampling_result (bool) –
Whether to store the \(n\) machine learning algorithms and associated predictions generated by the resampling stage where \(n\) is the number of folds.
By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- compute_learning_measure(samples=None, multioutput=True, as_dict=False)¶
Evaluate the quality measure from the learning dataset.
- Parameters:
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
as_dict (bool) –
Whether the full quality measure is returned as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- compute_leave_one_out_measure(samples=None, multioutput=True, as_dict=False, store_resampling_result=False)¶
- as_dict: Whether the full quality measure is returned
as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.
- Parameters:
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
as_dict (bool) –
The description is missing.
By default it is set to False.
store_resampling_result (bool) –
Whether to store the \(n\) machine learning algorithms and associated predictions generated by the resampling stage where \(n\) is the number of learning samples.
By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- compute_test_measure(test_data, samples=None, multioutput=True, as_dict=False)¶
Evaluate the quality measure using a test dataset.
- Parameters:
test_data (IODataset) – The test dataset.
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
as_dict (bool) –
Whether the full quality measure is returned as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- evaluate_bootstrap(n_replicates=100, samples=None, multioutput=True, seed=None, as_dict=False, store_resampling_result=False)¶
Evaluate the quality measure using the bootstrap technique.
- Parameters:
n_replicates (int) –
The number of bootstrap replicates.
By default it is set to 100.
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
seed (None | None) – The seed of the pseudo-random number generator. If
None
, an unpredictable generator will be used.as_dict (bool) –
Whether the full quality measure is returned as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.By default it is set to False.
store_resampling_result (bool) –
Whether to store the \(n\) machine learning algorithms and associated predictions generated by the resampling stage where \(n\) is the number of bootstrap replicates.
By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- evaluate_kfolds(n_folds=5, samples=None, multioutput=True, randomize=True, seed=None, as_dict=False, store_resampling_result=False)¶
- as_dict: Whether the full quality measure is returned
as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.
- Parameters:
n_folds (int) –
The number of folds.
By default it is set to 5.
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
randomize (bool) –
Whether to shuffle the samples before dividing them in folds.
By default it is set to True.
seed (int | None) – The seed of the pseudo-random number generator. If
None
, an unpredictable generator is used.as_dict (bool) –
The description is missing.
By default it is set to False.
store_resampling_result (bool) –
Whether to store the \(n\) machine learning algorithms and associated predictions generated by the resampling stage where \(n\) is the number of folds.
By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- evaluate_learn(samples=None, multioutput=True, as_dict=False)¶
Evaluate the quality measure from the learning dataset.
- Parameters:
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
as_dict (bool) –
Whether the full quality measure is returned as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- evaluate_loo(samples=None, multioutput=True, as_dict=False, store_resampling_result=False)¶
- as_dict: Whether the full quality measure is returned
as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.
- Parameters:
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
as_dict (bool) –
The description is missing.
By default it is set to False.
store_resampling_result (bool) –
Whether to store the \(n\) machine learning algorithms and associated predictions generated by the resampling stage where \(n\) is the number of learning samples.
By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- evaluate_test(test_data, samples=None, multioutput=True, as_dict=False)¶
Evaluate the quality measure using a test dataset.
- Parameters:
test_data (IODataset) – The test dataset.
samples (Sequence[int] | None) – The indices of the learning samples. If
None
, use the whole learning dataset.multioutput (bool) –
Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure.
By default it is set to True.
as_dict (bool) –
Whether the full quality measure is returned as a mapping from
algo.output names
to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order ofalgo.output_names
.By default it is set to False.
- Returns:
The value of the quality measure.
- Return type:
MeasureType
- classmethod is_better(val1, val2)¶
Compare the quality between two values.
This method returns
True
if the first one is better than the second one.For most measures, a smaller value is “better” than a larger one (MSE etc.). But for some, like an R2-measure, higher values are better than smaller ones. This comparison method correctly handles this, regardless of the type of measure.
- algo: MLSupervisedAlgo¶
The machine learning algorithm whose quality we want to measure.
Examples using MSEMeasure¶
Calibration of a polynomial regression
Machine learning algorithm selection example
MSE example - test-train split
Quality measure for surrogate model comparison