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

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Merged
merged 1 commit into from
Sep 24, 2023
Merged

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

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37 changes: 19 additions & 18 deletions src/AiDotNet.csproj
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@@ -1,24 +1,25 @@
<Project Sdk="Microsoft.NET.Sdk">

<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
<Version>0.0.1-preview</Version>
<Title>Ai for .Net</Title>
<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>
<Company>Ooples Finance</Company>
<Authors>ooples</Authors>
<Copyright>Ooples Finance LLC 2023</Copyright>
<PackageProjectUrl>https://github.com/ooples/AiDotNet</PackageProjectUrl>
<RepositoryType>git</RepositoryType>
<RepositoryUrl>https://github.com/ooples/AiDotNet</RepositoryUrl>
<PackageTags>ai; regression; machine learning; artificial; intelligence; machine; chatgpt; learning; algorithm; algo; chatgpt-4</PackageTags>
<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
<PackageRequireLicenseAcceptance>True</PackageRequireLicenseAcceptance>
<PackageIcon>Favicon.jpg</PackageIcon>
<PackageReadmeFile>README.md</PackageReadmeFile>
<TargetFrameworks>net8.0;net7.0;net6.0;netstandard2.0;netstandard2.1;net48</TargetFrameworks>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
<Version>0.0.1-preview</Version>
<Title>Ai for .Net</Title>
<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>
<Company>Ooples Finance</Company>
<Authors>ooples</Authors>
<Copyright>Ooples Finance LLC 2023</Copyright>
<PackageProjectUrl>https://github.com/ooples/AiDotNet</PackageProjectUrl>
<RepositoryType>git</RepositoryType>
<RepositoryUrl>https://github.com/ooples/AiDotNet</RepositoryUrl>
<PackageTags>ai; regression; machine learning; artificial; intelligence; machine; chatgpt; learning; algorithm; algo; chatgpt-4</PackageTags>
<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
<PackageRequireLicenseAcceptance>True</PackageRequireLicenseAcceptance>
<LangVersion>latest</LangVersion>
<PackageIcon>Favicon.jpg</PackageIcon>
<PackageReadmeFile>README.md</PackageReadmeFile>
</PropertyGroup>

<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
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14 changes: 14 additions & 0 deletions src/Interfaces/IMetrics.cs
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Expand Up @@ -5,4 +5,18 @@ public abstract class IMetrics
internal abstract double CalculateMeanSquaredError();

internal abstract double CalculateRootMeanSquaredError();

internal abstract double CalculateR2();

internal abstract double CalculateAdjustedR2(double r2);

internal abstract double CalculateAverageStandardError();

internal abstract double CalculatePredictionStandardError();

internal abstract double CalculateAverageStandardDeviation();

internal abstract double CalculatePredictionStandardDeviation();

internal abstract int CalculateDegreesOfFreedom();
}
93 changes: 83 additions & 10 deletions src/Metrics/Metrics.cs
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Expand Up @@ -2,36 +2,109 @@

namespace AiDotNet;

public class Metrics : IMetrics
public sealed class Metrics : IMetrics
{
public double MeanSquaredError { get; private set; }
public double RootMeanSquaredError { get; private set; }

public double AdjustedR2 { get; private set; }
public double R2 { get; private set; }
public double PredictionsStandardError { get; private set; }
public double PredictionsStandardDeviation { get; private set; }
public double AverageStandardError { get; private set; }
public double AverageStandardDeviation { get; private set; }
public int DegreesOfFreedom { get; private set; }

private double[] _oosPredictions { get; }
private double _oosPredictionsAvg { get; }
private double[] _oosActualValues { get; }
private double _oosActualValuesAvg { get; }
private int _paramsCount { get; }
private int _sampleSize { get; }
private double _residualSumOfSquares { get; set; }
private double _totalSumOfSquares { get; set; }

public Metrics(double[] OosPredictions, double[] OosActualValues)
public Metrics(double[] OosPredictions, double[] OosActualValues, int paramCount)
{
_oosPredictions = OosPredictions;
_oosPredictionsAvg = _oosPredictions.Average();
_oosActualValues = OosActualValues;
_oosActualValuesAvg = _oosActualValues.Average();
_paramsCount = paramCount;
_sampleSize = _oosPredictions.Length;

DegreesOfFreedom = CalculateDegreesOfFreedom();
R2 = CalculateR2();
AdjustedR2 = CalculateAdjustedR2(R2);
AverageStandardDeviation = CalculateAverageStandardDeviation();
PredictionsStandardDeviation = CalculatePredictionStandardDeviation();
AverageStandardError = CalculateAverageStandardError();
PredictionsStandardError = CalculatePredictionStandardError();
MeanSquaredError = CalculateMeanSquaredError();
RootMeanSquaredError = CalculateRootMeanSquaredError();
}

internal sealed override double CalculateMeanSquaredError()
internal override double CalculateMeanSquaredError()
{
return _residualSumOfSquares / _sampleSize;
}

internal override double CalculateRootMeanSquaredError()
{
return MeanSquaredError >= 0 ? Math.Sqrt(MeanSquaredError) : 0;
}

internal override double CalculateR2()
{
double sum = 0;
for (var i = 0; i < _oosPredictions.Length; i++)
double residualSumSquares = 0, totalSumSquares = 0;
for (int i = 0; i < _sampleSize; i++)
{
sum += Math.Pow(_oosActualValues[i] - _oosPredictions[i], 2);
residualSumSquares += Math.Pow(_oosActualValues[i] - _oosPredictions[i], 2);
totalSumSquares += Math.Pow(_oosActualValues[i] - _oosActualValuesAvg, 2);
}

return sum / _oosPredictions.Length;
// We are saving these values for later reuse
_residualSumOfSquares = residualSumSquares;
_totalSumOfSquares = totalSumSquares;

return _totalSumOfSquares != 0 ? 1 - (_residualSumOfSquares / _totalSumOfSquares) : 0;
}

internal sealed override double CalculateRootMeanSquaredError()
internal override double CalculateAdjustedR2(double r2)
{
return MeanSquaredError >= 0 ? Math.Sqrt(MeanSquaredError) : 0;
return _sampleSize != 1 && DegreesOfFreedom != 1 ? 1 - (1 - Math.Pow(r2, 2)) * (_sampleSize - 1) / (DegreesOfFreedom - 1) : 0;
}

internal override double CalculateAverageStandardError()
{
return AverageStandardDeviation / Math.Sqrt(_sampleSize);
}

internal override double CalculatePredictionStandardError()
{
return PredictionsStandardDeviation / Math.Sqrt(_sampleSize);
}

private static double CalculateStandardDeviation(double avgSumSquares)
{
return avgSumSquares >= 0 ? Math.Sqrt(avgSumSquares) : 0;
}

internal override double CalculateAverageStandardDeviation()
{
var avgSumSquares = _totalSumOfSquares / _sampleSize;

return CalculateStandardDeviation(avgSumSquares);
}

internal override double CalculatePredictionStandardDeviation()
{
var avgSumSquares = _residualSumOfSquares / _sampleSize;

return CalculateStandardDeviation(avgSumSquares);
}

internal override int CalculateDegreesOfFreedom()
{
return _sampleSize - _paramsCount;
}
}
2 changes: 1 addition & 1 deletion src/Regression/SimpleRegression.cs
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Expand Up @@ -59,7 +59,7 @@ public SimpleRegression(double[] inputs, double[] outputs, int trainingPctSize =

Fit(TrainingInputs, TrainingOutputs);
Predictions = Transform(OutOfSampleInputs);
Metrics = new Metrics(Predictions, OutOfSampleOutputs);
Metrics = new Metrics(Predictions, OutOfSampleOutputs, inputs.Rank);
}

internal sealed override void Fit(double[] x, double[] y)
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3 changes: 2 additions & 1 deletion testconsole/AiDotNetTestConsole.csproj
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Expand Up @@ -2,9 +2,10 @@

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

<ItemGroup>
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8 changes: 4 additions & 4 deletions tests/AiDotNetUnitTests.csproj
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@@ -1,12 +1,12 @@
<Project Sdk="Microsoft.NET.Sdk">
<Project Sdk="Microsoft.NET.Sdk">

<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFrameworks>net8.0;net7.0;net6.0;netstandard2.0;netstandard2.1;net48</TargetFrameworks>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>

<IsPackable>false</IsPackable>
<IsPackable>false</IsPackable>
<IsTestProject>true</IsTestProject>
<LangVersion>latest</LangVersion>
</PropertyGroup>

<ItemGroup>
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