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2 changes: 1 addition & 1 deletion deeptab/distributions/tweedie.py
Original file line number Diff line number Diff line change
Expand Up @@ -77,7 +77,7 @@ def evaluate_nll(self, y_true, y_pred):
# Tweedie deviance: D(y, mu) = 2 * [y^(2-p)/((1-p)(2-p)) - y*mu^(1-p)/(1-p) + mu^(2-p)/(2-p)]
p = self.p
d = 2.0 * (
torch.pow(y_true_tensor.clamp(min=1e-8), 2.0 - p) / ((1.0 - p) * (2.0 - p))
torch.pow(y_true_tensor.clamp(min=0.0), 2.0 - p) / ((1.0 - p) * (2.0 - p))
- y_true_tensor * torch.pow(mu, 1.0 - p) / (1.0 - p)
+ torch.pow(mu, 2.0 - p) / (2.0 - p)
)
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14 changes: 14 additions & 0 deletions tests/distributions/test_distributions.py
Original file line number Diff line number Diff line change
Expand Up @@ -288,6 +288,20 @@ def test_evaluate_nll_keys(self):
for key in ("NLL", "mse", "mae", "rmse", "tweedie_deviance"):
assert key in metrics

@pytest.mark.parametrize("p", [1.5, 1.9])
def test_evaluate_nll_deviance_matches_sklearn_with_zero_targets(self, p):
import numpy as np
from sklearn.metrics import mean_tweedie_deviance

from deeptab.distributions import TweedieDistribution

family = TweedieDistribution(p=p)
raw = self.torch.tensor([[-0.5], [0.3], [1.8], [-0.1]])
targets = np.array([0.0, 0.0, 3.0, 1.0])
means = family(raw)[:, 0].detach().numpy()
deviance = float(family.evaluate_nll(targets, raw.numpy())["tweedie_deviance"])
assert deviance == pytest.approx(mean_tweedie_deviance(targets, means, power=p), rel=1e-5)

@pytest.mark.parametrize("p", [1.1, 1.5, 1.9])
def test_various_p_values(self, p):
from deeptab.distributions import TweedieDistribution
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