pyepo.metric ============ .. py:module:: pyepo.metric .. autoapi-nested-parse:: Performance evaluation Submodules ---------- .. toctree:: :maxdepth: 1 /autoapi/pyepo/metric/metrics/index /autoapi/pyepo/metric/mse/index /autoapi/pyepo/metric/regret/index /autoapi/pyepo/metric/unambregret/index Functions --------- .. autoapisummary:: pyepo.metric.MSE pyepo.metric.calRegret pyepo.metric.regret pyepo.metric.calUnambRegret pyepo.metric.unambRegret pyepo.metric.SPOError pyepo.metric.makeSkScorer pyepo.metric.makeAutoSkScorer Package Contents ---------------- .. py:function:: MSE(predmodel, dataloader) A function to evaluate model performance with MSE :param predmodel: a regression neural network for cost prediction :type predmodel: nn :param dataloader: Torch dataloader from optDataSet :type dataloader: DataLoader :returns: MSE loss :rtype: float .. py:function:: calRegret(optmodel, pred_cost, true_cost, true_obj) A function to calculate normalized true regret for a batch :param optmodel: optimization model :type optmodel: optModel :param pred_cost: predicted costs :type pred_cost: torch.tensor :param true_cost: true costs :type true_cost: torch.tensor :param true_obj: true optimal objective values :type true_obj: torch.tensor Returns:predmodel float: true regret losses .. py:function:: regret(predmodel, optmodel, dataloader) A function to evaluate model performance with normalized true regret :param predmodel: a regression neural network for cost prediction :type predmodel: nn :param optmodel: an PyEPO optimization model :type optmodel: optModel :param dataloader: Torch dataloader from optDataSet :type dataloader: DataLoader :returns: true regret loss :rtype: float .. py:function:: calUnambRegret(optmodel, pred_cost, true_cost, true_obj, tolerance=1e-05) A function to calculate normalized unambiguous regret for a batch :param optmodel: optimization model :type optmodel: optModel :param pred_cost: predicted costs :type pred_cost: torch.tensor :param true_cost: true costs :type true_cost: torch.tensor :param true_obj: true optimal objective values :type true_obj: torch.tensor :returns: unambiguous regret losses :rtype: float .. py:function:: unambRegret(predmodel, optmodel, dataloader, tolerance=1e-05) A function to evaluate model performance with normalized unambiguous regret :param predmodel: a regression neural network for cost prediction :type predmodel: nn :param optmodel: an PyEPO optimization model :type optmodel: optModel :param dataloader: Torch dataloader from optDataSet :type dataloader: DataLoader :returns: unambiguous regret loss :rtype: float .. py:function:: SPOError(pred_cost, true_cost, model_type, args) A function to calculate normalized true regret :param pred_cost: predicted costs :type pred_cost: numpy.array :param true_cost: true costs :type true_cost: numpy.array :param model_type: optModel class type :type model_type: ABCMeta :param args: optModel args :type args: dict :returns: regret loss :rtype: float .. py:function:: makeSkScorer(optmodel) A function to create sklearn scorer :param optmodel: optimization model :type optmodel: optModel :returns: callable object that returns a scalar score; less is better. :rtype: scorer .. py:function:: makeAutoSkScorer(optmodel) A function to create Auto-SKlearn scorer :param optmodel: optimization model :type optmodel: optModel :returns: callable object that returns a scalar score; less is better. :rtype: scorer