pearsoncorrcoef
Metric
PearsonCorrCoeffromtorchmetrics(torchmetrics.PearsonCorrCoef)
When to invoke this skill
The user has predictions + ground truth and asks to evaluate with PearsonCorrCoef, or
mentions torchmetrics.PearsonCorrCoef directly, or wants the standard torchmetrics implementation.
Reference signature
from torchmetrics import PearsonCorrCoef
# PearsonCorrCoef(num_outputs: int = 1, **kwargs: Any) -> None
Library docstring
Compute `Pearson Correlation Coefficient`_.
.. math::
P_{corr}(x,y) = \frac{cov(x,y)}{\sigma_x \sigma_y}
Where :math:`y` is a tensor of target values, and :math:`x` is a tensor of predictions.
As input to ``forward`` and ``update`` the metric accepts the following input:
- ``preds`` (:class:`~torch.Tensor`): either single output float tensor with shape ``(N,)``
or multioutput float tensor of shape ``(N,d)``
- ``target`` (:class:`~torch.Tensor`): either single output tensor with shape ``(N,)``
or multioutput tensor of shape ``(N,d)``
As output of ``forward`` and ``compute`` the metric returns the following output:
- ``pearson`` (:class:`~torch.Tensor`): A tensor with the Pearson Correlation Coefficient
Args:
num_outputs: Number of outputs in multioutput setting
kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info.
Example (single output regression):
>>> from torchmetrics.regression import PearsonCorrCoef
>>> target = torch.tensor([3, -0.5, 2, 7])
>>> preds = torch.tensor([2.5, 0.0, 2, 8])
>>> pearson = PearsonCorrCoef()
>>> pearson(preds, target)
tensor(0.9849)
Example (multi output regression):
>>> from torchmetrics.regression import PearsonCorrCoef
>>> target = torch.tensor([[3, -0.5], [2, 7]])
>>> preds = torch.tensor([[2.5, 0.0], [2, 8]])
>>> pearson = PearsonCorrCoef(num_outputs=2)
>>> pearson(preds, target)
tensor([1., 1.])
Quick recipe
import torchmetrics as _m
score = _m.PearsonCorrCoef(y_true, y_pred)
Don'ts
- Don't reimplement when the library version handles edge cases (NaN, ties, empty inputs) better than a hand-rolled formula.
- Always check the library version's argument order — sklearn is
(y_true, y_pred)while torchmetrics is(preds, target).