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Computes Pearson correlation coefficient between predictions
, labels
.
tf.contrib.metrics.streaming_pearson_correlation(
predictions,
labels,
weights=None,
metrics_collections=None,
updates_collections=None,
name=None
)
The streaming_pearson_correlation
function delegates to
streaming_covariance
the tracking of three [co]variances:
streaming_covariance(predictions, labels)
, i.e. covariancestreaming_covariance(predictions, predictions)
, i.e. variancestreaming_covariance(labels, labels)
, i.e. variance
The product-moment correlation ultimately returned is an idempotent operation
cov(predictions, labels) / sqrt(var(predictions) * var(labels))
. To
facilitate correlation computation across multiple batches, the function
groups the update_op
s of the underlying streaming_covariance and returns an
update_op
.
If weights
is not None, then it is used to compute a weighted correlation.
NOTE: these weights are treated as "frequency weights", as opposed to
"reliability weights". See discussion of the difference on
https://wikipedia.org/wiki/Weighted_arithmetic_mean#Weighted_sample_variance
Args:
predictions
: ATensor
of arbitrary size.labels
: ATensor
of the same size as predictions.weights
: OptionalTensor
indicating the frequency with which an example is sampled. Rank must be 0, or the same rank aslabels
, and must be broadcastable tolabels
(i.e., all dimensions must be either1
, or the same as the correspondinglabels
dimension).metrics_collections
: An optional list of collections that the metric value variable should be added to.updates_collections
: An optional list of collections that the metric update ops should be added to.name
: An optional variable_scope name.
Returns:
pearson_r
: ATensor
representing the current Pearson product-moment correlation coefficient, the value ofcov(predictions, labels) / sqrt(var(predictions) * var(labels))
.update_op
: An operation that updates the underlying variables appropriately.
Raises:
ValueError
: Iflabels
andpredictions
are of different sizes, or ifweights
is the wrong size, or if eithermetrics_collections
orupdates_collections
are not alist
ortuple
.