Regression metrics (#2221)

* add regression metrics

* solve tests

* add docs

docs/source/metrics.rst

@@ -186,6 +186,18 @@ ROC
 .. autoclass:: pytorch_lightning.metrics.classification.ROC
     :noindex:
 
+MAE
+^^^
+
+.. autoclass:: pytorch_lightning.metrics.regression.MAE
+    :noindex:
+
+MSE
+^^^
+
+.. autoclass:: pytorch_lightning.metrics.regression.MSE
+    :noindex:
+
 MulticlassROC
 ^^^^^^^^^^^^^
 
@@ -198,6 +210,18 @@ MulticlassPrecisionRecall
 .. autoclass:: pytorch_lightning.metrics.classification.MulticlassPrecisionRecall
     :noindex:
 
+RMSE
+^^^^
+
+.. autoclass:: pytorch_lightning.metrics.regression.RMSLE
+    :noindex:
+
+RMSLE
+^^^^^
+
+.. autoclass:: pytorch_lightning.metrics.regression.RMSE
+    :noindex:
+
 --------------
 
 Functional Metrics

pytorch_lightning/metrics/regression.py

@@ -0,0 +1,189 @@
+import torch.nn.functional as F
+import torch
+from pytorch_lightning.metrics.metric import Metric
+
+__all__ = ['MSE', 'RMSE', 'MAE', 'RMSLE']
+
+
+class MSE(Metric):
+    """
+    Computes the mean squared loss.
+    """
+
+    def __init__(
+            self,
+            reduction: str = 'elementwise_mean',
+    ):
+        """
+        Args:
+            reduction: a method for reducing mse over labels (default: takes the mean)
+                Available reduction methods:
+                - elementwise_mean: takes the mean
+                - none: pass array
+                - sum: add elements
+
+
+        Example:
+
+            >>> pred = torch.tensor([0., 1, 2, 3])
+            >>> target = torch.tensor([0., 1, 2, 2])
+            >>> metric = MSE()
+            >>> metric(pred, target)
+            tensor(0.2500)
+
+        """
+        super().__init__(name='mse')
+        if reduction == 'elementwise_mean':
+            reduction = 'mean'
+        self.reduction = reduction
+
+    def forward(self, pred: torch.Tensor, target: torch.Tensor) -> torch.Tensor:
+        """
+        Actual metric computation
+
+        Args:
+            pred: predicted labels
+            target: ground truth labels
+
+        Return:
+            A Tensor with the mse loss.
+        """
+        return F.mse_loss(pred, target, self.reduction)
+
+
+class RMSE(Metric):
+    """
+    Computes the root mean squared loss.
+    """
+
+    def __init__(
+            self,
+            reduction: str = 'elementwise_mean',
+    ):
+        """
+        Args:
+            reduction: a method for reducing mse over labels (default: takes the mean)
+                Available reduction methods:
+                - elementwise_mean: takes the mean
+                - none: pass array
+                - sum: add elements
+
+
+        Example:
+
+            >>> pred = torch.tensor([0., 1, 2, 3])
+            >>> target = torch.tensor([0., 1, 2, 2])
+            >>> metric = RMSE()
+            >>> metric(pred, target)
+            tensor(0.5000)
+
+        """
+        super().__init__(name='rmse')
+        if reduction == 'elementwise_mean':
+            reduction = 'mean'
+        self.reduction = reduction
+
+    def forward(self, pred: torch.Tensor, target: torch.Tensor) -> torch.Tensor:
+        """
+        Actual metric computation
+
+        Args:
+            pred: predicted labels
+            target: ground truth labels
+
+        Return:
+            A Tensor with the rmse loss.
+        """
+        return torch.sqrt(F.mse_loss(pred, target, self.reduction))
+
+
+class MAE(Metric):
+    """
+    Computes the root mean absolute loss or L1-loss.
+    """
+
+    def __init__(
+            self,
+            reduction: str = 'elementwise_mean',
+    ):
+        """
+        Args:
+            reduction: a method for reducing mse over labels (default: takes the mean)
+                Available reduction methods:
+                - elementwise_mean: takes the mean
+                - none: pass array
+                - sum: add elements
+
+
+        Example:
+
+            >>> pred = torch.tensor([0., 1, 2, 3])
+            >>> target = torch.tensor([0., 1, 2, 2])
+            >>> metric = MAE()
+            >>> metric(pred, target)
+            tensor(0.2500)
+
+        """
+        super().__init__(name='mae')
+        if reduction == 'elementwise_mean':
+            reduction = 'mean'
+        self.reduction = reduction
+
+    def forward(self, pred: torch.Tensor, target: torch.Tensor) -> torch.Tensor:
+        """
+        Actual metric computation
+
+        Args:
+            pred: predicted labels
+            target: ground truth labels
+
+        Return:
+            A Tensor with the mae loss.
+        """
+        return F.l1_loss(pred, target, self.reduction)
+
+
+class RMSLE(Metric):
+    """
+    Computes the root mean squared log loss.
+    """
+
+    def __init__(
+            self,
+            reduction: str = 'elementwise_mean',
+    ):
+        """
+        Args:
+            reduction: a method for reducing mse over labels (default: takes the mean)
+                Available reduction methods:
+                - elementwise_mean: takes the mean
+                - none: pass array
+                - sum: add elements
+
+
+        Example:
+
+            >>> pred = torch.tensor([0., 1, 2, 3])
+            >>> target = torch.tensor([0., 1, 2, 2])
+            >>> metric = RMSLE()
+            >>> metric(pred, target)
+            tensor(0.0207)
+
+        """
+        super().__init__(name='rmsle')
+        if reduction == 'elementwise_mean':
+            reduction = 'mean'
+        self.reduction = reduction
+
+    def forward(self, pred: torch.Tensor, target: torch.Tensor) -> torch.Tensor:
+        """
+        Actual metric computation
+
+        Args:
+            pred: predicted labels
+            target: ground truth labels
+
+        Return:
+            A Tensor with the rmsle loss.
+        """
+        return F.mse_loss(torch.log(pred + 1), torch.log(target + 1), self.reduction)

tests/metrics/test_regression.py

@@ -0,0 +1,66 @@
+import pytest
+import torch
+
+from pytorch_lightning.metrics.regression import (
+    MAE, MSE, RMSE, RMSLE
+)
+
+
+@pytest.mark.parametrize(['pred', 'target', 'exp'], [
+    pytest.param([0., 1., 2., 3.], [0., 1., 2., 2.], .25),
+    pytest.param([4., 3., 2., 1.], [1., 4., 3., 2.], 3.)
+])
+def test_mse(pred, target, exp):
+    mse = MSE()
+    assert mse.name == 'mse'
+
+    score = mse(pred=torch.tensor(pred),
+                target=torch.tensor(target))
+
+    assert isinstance(score, torch.Tensor)
+    assert score.item() == exp
+
+
+@pytest.mark.parametrize(['pred', 'target', 'exp'], [
+    pytest.param([0., 1., 2., 3.], [0., 1., 2., 2.], .5),
+    pytest.param([4., 3., 2., 1.], [1., 4., 3., 2.], 1.7321)
+])
+def test_rmse(pred, target, exp):
+    rmse = RMSE()
+    assert rmse.name == 'rmse'
+
+    score = rmse(pred=torch.tensor(pred),
+                 target=torch.tensor(target))
+
+    assert isinstance(score, torch.Tensor)
+    assert pytest.approx(score.item(), rel=1e-3) == exp
+
+
+@pytest.mark.parametrize(['pred', 'target', 'exp'], [
+    pytest.param([0., 1., 2., 3.], [0., 1., 2., 2.], .25),
+    pytest.param([4., 3., 2., 1.], [1., 4., 3., 2.], 1.5)
+])
+def test_mae(pred, target, exp):
+    mae = MAE()
+    assert mae.name == 'mae'
+
+    score = mae(pred=torch.tensor(pred),
+                target=torch.tensor(target))
+
+    assert isinstance(score, torch.Tensor)
+    assert score.item() == exp
+
+
+@pytest.mark.parametrize(['pred', 'target', 'exp'], [
+    pytest.param([0., 1., 2., 3.], [0., 1., 2., 2.], .0207),
+    pytest.param([4., 3., 2., 1.], [1., 4., 3., 2.], .2841)
+])
+def test_rmsle(pred, target, exp):
+    rmsle = RMSLE()
+    assert rmsle.name == 'rmsle'
+
+    score = rmsle(pred=torch.tensor(pred),
+                  target=torch.tensor(target))
+
+    assert isinstance(score, torch.Tensor)
+    assert pytest.approx(score.item(), rel=1e-3) == exp