introduce MeanAbsoluteError

shogun-toolbox · Nov 5, 2011 · 857311c · 857311c
1 parent 59c976a
commit 857311c
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diff --git a/src/interfaces/modular/Evaluation.i b/src/interfaces/modular/Evaluation.i
@@ -13,6 +13,7 @@
 %rename(BinaryClassEvaluation) CBinaryClassEvaluation;
 %rename(ContingencyTableEvaluation) CContingencyTableEvaluation;
 %rename(MulticlassAccuracy) CMulticlassAccuracy;
+%rename(MeanAbsoluteError) CMeanAbsoluteError;
 %rename(MeanSquaredError) CMeanSquaredError;
 %rename(ROCEvaluation) CROCEvaluation;
 %rename(PRCEvaluation) CPRCEvaluation;
@@ -34,6 +35,7 @@
 %include <shogun/evaluation/BinaryClassEvaluation.h>
 %include <shogun/evaluation/ContingencyTableEvaluation.h>
 %include <shogun/evaluation/MulticlassAccuracy.h>
+%include <shogun/evaluation/MeanAbsoluteError.h>
 %include <shogun/evaluation/MeanSquaredError.h>
 %include <shogun/evaluation/ROCEvaluation.h>
 %include <shogun/evaluation/PRCEvaluation.h>

diff --git a/src/interfaces/modular/Evaluation_includes.i b/src/interfaces/modular/Evaluation_includes.i
@@ -4,6 +4,7 @@
  #include <shogun/evaluation/BinaryClassEvaluation.h>
  #include <shogun/evaluation/ContingencyTableEvaluation.h>
  #include <shogun/evaluation/MulticlassAccuracy.h>
+ #include <shogun/evaluation/MeanAbsoluteError.h>
  #include <shogun/evaluation/MeanSquaredError.h>
  #include <shogun/evaluation/ROCEvaluation.h>
  #include <shogun/evaluation/PRCEvaluation.h>

diff --git a/src/shogun/evaluation/MeanAbsoluteError.cpp b/src/shogun/evaluation/MeanAbsoluteError.cpp
@@ -0,0 +1,25 @@
+/*
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Copyright (C) 2011 Soeren Sonnenburg, Sergey Lisitsyn
+ */
+
+#include <shogun/evaluation/MeanAbsoluteError.h>
+#include <shogun/features/Labels.h>
+#include <shogun/mathematics/Math.h>
+
+using namespace shogun;
+
+float64_t CMeanAbsoluteError::evaluate(CLabels* predicted, CLabels* ground_truth)
+{
+	ASSERT(predicted->get_num_labels() == ground_truth->get_num_labels());
+	int32_t length = predicted->get_num_labels();
+	float64_t mae = 0.0;
+	for (int32_t i=0; i<length; i++)
+		mae += CMath::abs(predicted->get_label(i) - ground_truth->get_label(i));
+	mae /= length;
+	return mae;
+}
diff --git a/src/shogun/evaluation/MeanAbsoluteError.h b/src/shogun/evaluation/MeanAbsoluteError.h
@@ -0,0 +1,59 @@
+/*
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Copyright (C) 2011 Soeren Sonnenburg, Sergey Lisitsyn
+ */
+
+#ifndef MEANABSOLUTEERROR_H_
+#define MEANABSOLUTEERROR_H_
+
+#include <shogun/evaluation/Evaluation.h>
+#include <shogun/features/Labels.h>
+
+namespace shogun
+{
+
+class CLabels;
+
+/** @brief Class MeanAbsoluteError
+ * used to compute an error of regression model.
+ *
+ * Formally, for real labels \f$ L,R, |L|=|R|\f$ mean absolute 
+ * error (MAE) is estimated as
+ *
+ * \f[
+ * 		\frac{1}{|L|} \sum_{i=1}^{|L|} |L_i - R_i|
+ * \f]
+ *
+ */
+class CMeanAbsoluteError: public CEvaluation
+{
+public:
+	/** constructor */
+	CMeanAbsoluteError() : CEvaluation() {};
+
+	/** destructor */
+	virtual ~CMeanAbsoluteError() {};
+
+	/** evaluate mean absolute error
+	 * @param predicted labels for evaluating
+	 * @param ground_truth labels assumed to be correct
+	 * @return mean absolute error
+	 */
+	virtual float64_t evaluate(CLabels* predicted, CLabels* ground_truth);
+
+	inline EEvaluationDirection get_evaluation_direction()
+	{
+		return ED_MINIMIZE;
+	}
+
+	/** get name */
+	virtual inline const char* get_name() const { return "MeanAbsoluteError"; }
+};
+
+}
+
+#endif /* MEANABSOLUTEERROR_H_ */