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(pred - true)) def mse(pred, true): return np.mean((pred - true) ** 2) def rmse(pred, true): return np.sqrt(mse(pred, true)) def mape(pred, true): return np.mean(np.abs((pred - true) / true)) def mspe(pred, true): return np.mean(np.square((pred - true) / true)) def calc_metrics(pred, true): return {'mae': mae(pred, true), 'mse': mse(pred, true), 'rmse': rmse(pred, true), 'mape': mape(pred, true), 'mspe': mspe(pred, true)}