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ooplesooples
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Updated language version to use latest (#1)
Updated target frameworks to widen the range Added a bunch of new metrics such as R2, Std Deviation, Std Error, etc
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6 files changed

+123
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lines changed

‎src/AiDotNet.csproj‎

Lines changed: 19 additions & 18 deletions
Original file line numberDiff line numberDiff line change
@@ -1,24 +1,25 @@
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net8.0</TargetFramework>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
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<Version>0.0.1-preview</Version>
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<Title>Ai for .Net</Title>
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<Description>This is a preview library that will eventually showcase the latest and greatest in ai breakthroughs and bring them to the .net community</Description>
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<Company>Ooples Finance</Company>
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<Authors>ooples</Authors>
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<Copyright>Ooples Finance LLC 2023</Copyright>
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<PackageProjectUrl>https://github.com/ooples/AiDotNet</PackageProjectUrl>
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<RepositoryType>git</RepositoryType>
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<RepositoryUrl>https://github.com/ooples/AiDotNet</RepositoryUrl>
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<PackageTags>ai; regression; machine learning; artificial; intelligence; machine; chatgpt; learning; algorithm; algo; chatgpt-4</PackageTags>
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<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
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<PackageRequireLicenseAcceptance>True</PackageRequireLicenseAcceptance>
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<PackageIcon>Favicon.jpg</PackageIcon>
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<PackageReadmeFile>README.md</PackageReadmeFile>
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<TargetFrameworks>net8.0;net7.0;net6.0;netstandard2.0;netstandard2.1;net48</TargetFrameworks>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
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<Version>0.0.1-preview</Version>
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<Title>Ai for .Net</Title>
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<Description>This is a preview library that will eventually showcase the latest and greatest in ai breakthroughs and bring them to the .net community</Description>
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<Company>Ooples Finance</Company>
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<Authors>ooples</Authors>
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<Copyright>Ooples Finance LLC 2023</Copyright>
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<PackageProjectUrl>https://github.com/ooples/AiDotNet</PackageProjectUrl>
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<RepositoryType>git</RepositoryType>
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<RepositoryUrl>https://github.com/ooples/AiDotNet</RepositoryUrl>
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<PackageTags>ai; regression; machine learning; artificial; intelligence; machine; chatgpt; learning; algorithm; algo; chatgpt-4</PackageTags>
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<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
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<PackageRequireLicenseAcceptance>True</PackageRequireLicenseAcceptance>
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<LangVersion>latest</LangVersion>
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<PackageIcon>Favicon.jpg</PackageIcon>
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<PackageReadmeFile>README.md</PackageReadmeFile>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">

‎src/Interfaces/IMetrics.cs‎

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Original file line numberDiff line numberDiff line change
@@ -5,4 +5,18 @@ public abstract class IMetrics
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internal abstract double CalculateMeanSquaredError();
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internal abstract double CalculateRootMeanSquaredError();
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internal abstract double CalculateR2();
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internal abstract double CalculateAdjustedR2(double r2);
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internal abstract double CalculateAverageStandardError();
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internal abstract double CalculatePredictionStandardError();
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internal abstract double CalculateAverageStandardDeviation();
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internal abstract double CalculatePredictionStandardDeviation();
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internal abstract int CalculateDegreesOfFreedom();
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}

‎src/Metrics/Metrics.cs‎

Lines changed: 83 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -2,36 +2,109 @@
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namespace AiDotNet;
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public class Metrics : IMetrics
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public sealed class Metrics : IMetrics
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{
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public double MeanSquaredError { get; private set; }
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public double RootMeanSquaredError { get; private set; }
9-
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public double AdjustedR2 { get; private set; }
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public double R2 { get; private set; }
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public double PredictionsStandardError { get; private set; }
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public double PredictionsStandardDeviation { get; private set; }
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public double AverageStandardError { get; private set; }
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public double AverageStandardDeviation { get; private set; }
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public int DegreesOfFreedom { get; private set; }
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private double[] _oosPredictions { get; }
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private double _oosPredictionsAvg { get; }
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private double[] _oosActualValues { get; }
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private double _oosActualValuesAvg { get; }
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private int _paramsCount { get; }
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private int _sampleSize { get; }
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private double _residualSumOfSquares { get; set; }
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private double _totalSumOfSquares { get; set; }
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public Metrics(double[] OosPredictions, double[] OosActualValues)
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public Metrics(double[] OosPredictions, double[] OosActualValues, int paramCount)
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{
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_oosPredictions = OosPredictions;
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_oosPredictionsAvg = _oosPredictions.Average();
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_oosActualValues = OosActualValues;
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_oosActualValuesAvg = _oosActualValues.Average();
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_paramsCount = paramCount;
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_sampleSize = _oosPredictions.Length;
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DegreesOfFreedom = CalculateDegreesOfFreedom();
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R2 = CalculateR2();
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AdjustedR2 = CalculateAdjustedR2(R2);
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AverageStandardDeviation = CalculateAverageStandardDeviation();
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PredictionsStandardDeviation = CalculatePredictionStandardDeviation();
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AverageStandardError = CalculateAverageStandardError();
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PredictionsStandardError = CalculatePredictionStandardError();
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MeanSquaredError = CalculateMeanSquaredError();
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RootMeanSquaredError = CalculateRootMeanSquaredError();
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}
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internal sealed override double CalculateMeanSquaredError()
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internal override double CalculateMeanSquaredError()
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{
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return _residualSumOfSquares / _sampleSize;
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}
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internal override double CalculateRootMeanSquaredError()
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{
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return MeanSquaredError >= 0 ? Math.Sqrt(MeanSquaredError) : 0;
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}
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internal override double CalculateR2()
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{
24-
double sum = 0;
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for (var i = 0; i < _oosPredictions.Length; i++)
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double residualSumSquares = 0, totalSumSquares = 0;
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for (int i = 0; i < _sampleSize; i++)
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{
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sum += Math.Pow(_oosActualValues[i] - _oosPredictions[i], 2);
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residualSumSquares += Math.Pow(_oosActualValues[i] - _oosPredictions[i], 2);
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totalSumSquares += Math.Pow(_oosActualValues[i] - _oosActualValuesAvg, 2);
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}
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return sum / _oosPredictions.Length;
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// We are saving these values for later reuse
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_residualSumOfSquares = residualSumSquares;
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_totalSumOfSquares = totalSumSquares;
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return _totalSumOfSquares != 0 ? 1 - (_residualSumOfSquares / _totalSumOfSquares) : 0;
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}
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internal sealed override double CalculateRootMeanSquaredError()
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internal override double CalculateAdjustedR2(double r2)
3473
{
35-
return MeanSquaredError >= 0 ? Math.Sqrt(MeanSquaredError) : 0;
74+
return _sampleSize != 1 && DegreesOfFreedom != 1 ? 1 - (1 - Math.Pow(r2, 2)) * (_sampleSize - 1) / (DegreesOfFreedom - 1) : 0;
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}
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77+
internal override double CalculateAverageStandardError()
78+
{
79+
return AverageStandardDeviation / Math.Sqrt(_sampleSize);
80+
}
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82+
internal override double CalculatePredictionStandardError()
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{
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return PredictionsStandardDeviation / Math.Sqrt(_sampleSize);
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}
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private static double CalculateStandardDeviation(double avgSumSquares)
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{
89+
return avgSumSquares >= 0 ? Math.Sqrt(avgSumSquares) : 0;
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}
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92+
internal override double CalculateAverageStandardDeviation()
93+
{
94+
var avgSumSquares = _totalSumOfSquares / _sampleSize;
95+
96+
return CalculateStandardDeviation(avgSumSquares);
97+
}
98+
99+
internal override double CalculatePredictionStandardDeviation()
100+
{
101+
var avgSumSquares = _residualSumOfSquares / _sampleSize;
102+
103+
return CalculateStandardDeviation(avgSumSquares);
104+
}
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106+
internal override int CalculateDegreesOfFreedom()
107+
{
108+
return _sampleSize - _paramsCount;
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}
37110
}

‎src/Regression/SimpleRegression.cs‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -59,7 +59,7 @@ public SimpleRegression(double[] inputs, double[] outputs, int trainingPctSize =
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Fit(TrainingInputs, TrainingOutputs);
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Predictions = Transform(OutOfSampleInputs);
62-
Metrics = new Metrics(Predictions, OutOfSampleOutputs);
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Metrics = new Metrics(Predictions, OutOfSampleOutputs, inputs.Rank);
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}
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internal sealed override void Fit(double[] x, double[] y)

‎testconsole/AiDotNetTestConsole.csproj‎

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<PropertyGroup>
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<OutputType>Exe</OutputType>
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<TargetFramework>net8.0</TargetFramework>
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<TargetFrameworks>net8.0;net7.0;net6.0;netstandard2.0;netstandard2.1;net48</TargetFrameworks>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<LangVersion>latest</LangVersion>
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</PropertyGroup>
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<ItemGroup>

‎tests/AiDotNetUnitTests.csproj‎

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<Project Sdk="Microsoft.NET.Sdk">
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net8.0</TargetFramework>
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<TargetFrameworks>net8.0;net7.0;net6.0;netstandard2.0;netstandard2.1;net48</TargetFrameworks>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<IsPackable>false</IsPackable>
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<IsPackable>false</IsPackable>
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<IsTestProject>true</IsTestProject>
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<LangVersion>latest</LangVersion>
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</PropertyGroup>
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<ItemGroup>

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