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def MSE(y_true, y_pred, axis=None):
"""Returns the mean squared error between the two predictions
Parameters
----------
y_true : array of shape (n_samples, )
Ground truth (correct) target values.
y_pred : array of shape (n_samples, )
Estimated target values.
Returns
-------
float
"""
return T.mean((y_true - y_pred) ** 2, axis=axis)
def covariance(y_true, y_pred, axis=None):
centered_true = T.mean(y_true, axis=axis)
centered_pred = T.mean(y_pred, axis=axis)
if axis is not None:
# TODO: write a function to do this..
shape = list(T.shape(y_true))
shape[axis] = 1
centered_true = T.reshape(centered_true, shape)
shape = list(T.shape(y_pred))
shape[axis] = 1
centered_pred = T.reshape(centered_pred, shape)
return T.mean((y_true - centered_true)*(y_pred - centered_pred), axis=axis)
def covariance(y_true, y_pred, axis=None):
centered_true = T.mean(y_true, axis=axis)
centered_pred = T.mean(y_pred, axis=axis)
if axis is not None:
# TODO: write a function to do this..
shape = list(T.shape(y_true))
shape[axis] = 1
centered_true = T.reshape(centered_true, shape)
shape = list(T.shape(y_pred))
shape[axis] = 1
centered_pred = T.reshape(centered_pred, shape)
return T.mean((y_true - centered_true)*(y_pred - centered_pred), axis=axis)
def covariance(y_true, y_pred, axis=None):
centered_true = T.mean(y_true, axis=axis)
centered_pred = T.mean(y_pred, axis=axis)
if axis is not None:
# TODO: write a function to do this..
shape = list(T.shape(y_true))
shape[axis] = 1
centered_true = T.reshape(centered_true, shape)
shape = list(T.shape(y_pred))
shape[axis] = 1
centered_pred = T.reshape(centered_pred, shape)
return T.mean((y_true - centered_true)*(y_pred - centered_pred), axis=axis)