R2 score metric

catalyst/metrics/functional/_r2_score.py

@@ -0,0 +1,42 @@
+from typing import Sequence
+
+import torch
+
+
+def r2_score(outputs: torch.Tensor, targets: torch.Tensor,) -> Sequence[torch.Tensor]:
+    """
+    Computes regression r2 score.
+    Args:
+        outputs: model outputs
+            with shape [bs; 1]
+        targets: ground truth
+            with shape [bs; 1]
+    Returns:
+        float of computed r2 score
+    Examples:
+    .. code-block:: python
+        import torch
+        from catalyst import metrics
+        metrics.r2_score(
+            outputs=torch.tensor([0, 1, 2]),
+            targets=torch.tensor([0, 1, 2]),
+        )
+        # tensor([1.])
+    .. code-block:: python
+        import torch
+        from catalyst import metrics
+        metrics.r2_score(
+            outputs=torch.tensor([2.5, 0.0, 2, 8]),
+            targets=torch.tensor([3, -0.5, 2, 7]),
+        )
+        # tensor([0.9486])
+    """
+    total_sum_of_squares = torch.sum(
+        torch.square(targets.float() - torch.mean(targets.float()))
+    ).view(-1)
+    residual_sum_of_squares = torch.sum(torch.square(targets.float() - outputs.float())).view(-1)
+    output = 1 - residual_sum_of_squares / total_sum_of_squares
+    return output
+
+
+__all__ = ["r2_score"]