Lightning-AI / Lightning-AI/torchmetrics
Add weights for the pearson, spearman, and r2_score
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- Dominant language
- Python
- Stars
- 2.5k
- Forks
- 526
- Avg merge
- 6d 11h
- Merged PRs (30d)
- 5
Description
## 🚀 Feature
We can provide a weight Tensor to the regression coefficients, such as pearson, spearman, and r2_score
### Motivation
It should be relatively simple to add weights to these computations. And it can be useful in many contexts, including masking by providing 0-weights, or adding more weights to the relevant sample/target pairs.
### Pitch
Adding `weights` parameter in `pearson`, `spearman`, and `r2_score`. The parameter `weights` should be either `None`, 1D ,or 2D.
### Alternatives
None
### Additional context
See [weighted pearsonr](https://en.wikipedia.org/wiki/Pearson_correlation_coefficient#Weighted_correlation_coefficient). For the spearmanr, it should be identical, since spearman is the correlation of the rank.
For the r2_score, there exist some implementations for example in [sklearn](https://scikit-learn.org/stable/modules/generated/sklearn.metrics.r2_score.html), but it would be better to provide either a 1D or 2D matrix, and it would be broadcasted to the same shape as preds / target. instead of forcing `sample_weight` to be 1D.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the pearson, spearman, and r2_score metric entry points and their existing tests. Review the weighted Pearson definition and the linked sklearn r2_score behavior, then define coverage for weights=None and 1D or 2D weights broadcast to preds/target; done means all three metrics support these cases with tests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, pytorch
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100