import numpy as np def RSE(pred, true): return np.sqrt(np.sum((true - pred) ** 2)) / np.sqrt(np.sum((true - true.mean()) ** 2)) def CORR(pred, true): u = ((true - true.mean(0)) * (pred - pred.mean(0))).sum(0) d = np.sqrt(((true - true.mean(0)) ** 2 * (pred - pred.mean(0)) ** 2).sum(0)) return (u / d).mean(-1) def MAE(pred, true): return np.mean(np.abs(true - pred)) def MSE(pred, true): return np.mean((true - pred) ** 2) def RMSE(pred, true): return np.sqrt(MSE(pred, true)) def MAPE(pred, true): return np.mean(np.abs((true - pred) / true)) def MSPE(pred, true): return np.mean(np.square((true - pred) / true)) def metric(pred, true): mae = MAE(pred, true) mse = MSE(pred, true) rmse = RMSE(pred, true) mape = MAPE(pred, true) mspe = MSPE(pred, true) return mae, mse, rmse, mape, mspe