tf.contrib.metrics.streaming_covariance( predictions, labels, weights=None, metrics_collections=None, updates_collections=None, name=None )
Defined in tensorflow/contrib/metrics/python/ops/metric_ops.py
.
See the guide: Metrics (contrib) > Metric Ops
Computes the unbiased sample covariance between predictions
and labels
.
The streaming_covariance
function creates four local variables, comoment
, mean_prediction
, mean_label
, and count
, which are used to compute the sample covariance between predictions and labels across multiple batches of data. The covariance is ultimately returned as an idempotent operation that simply divides comoment
by count
- 1. We use count
- 1 in order to get an unbiased estimate.
The algorithm used for this online computation is described in https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance. Specifically, the formula used to combine two sample comoments is C_AB = C_A + C_B + (E[x_A] - E[x_B]) * (E[y_A] - E[y_B]) * n_A * n_B / n_AB
The comoment for a single batch of data is simply sum((x - E[x]) * (y - E[y]))
, optionally weighted.
If weights
is not None, then it is used to compute weighted comoments, means, and count. 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
To facilitate the computation of covariance across multiple batches of data, the function creates an update_op
operation, which updates underlying variables and returns the updated covariance.
predictions
: A Tensor
of arbitrary size.labels
: A Tensor
of the same size as predictions
.weights
: Optional Tensor
indicating the frequency with which an example is sampled. Rank must be 0, or the same rank as labels
, and must be broadcastable to labels
(i.e., all dimensions must be either 1
, or the same as the corresponding labels
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.covariance
: A Tensor
representing the current unbiased sample covariance, comoment
/ (count
- 1).update_op
: An operation that updates the local variables appropriately.ValueError
: If labels and predictions are of different sizes or if either metrics_collections
or updates_collections
are not a list or tuple.
© 2018 The TensorFlow Authors. All rights reserved.
Licensed under the Creative Commons Attribution License 3.0.
Code samples licensed under the Apache 2.0 License.
https://www.tensorflow.org/api_docs/python/tf/contrib/metrics/streaming_covariance