src/ports/postgres/modules/stats/test/pred_metrics.ic.sql_in

/* ----------------------------------------------------------------------- *//**
 *
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
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 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 *
 * @file pred_metrics.sql_in
 *
 * @brief A collection of summary statistics to gauge model
 * accuracy based on predicted values vs. ground-truth values.
 * @date April 2016
 *
 *
 *//* ----------------------------------------------------------------------- */

CREATE TABLE test_set(
                  pred FLOAT8,
                  obs FLOAT8
                );

INSERT INTO test_set VALUES
  (37.5,53.1), (12.3,34.2);

DROP TABLE IF EXISTS table_out;
SELECT mean_squared_error( 'test_set', 'table_out', 'pred', 'obs');
DROP TABLE IF EXISTS table_out;
SELECT adjusted_r2_score( 'test_set', 'table_out', 'pred', 'obs', 3, 100);
DROP TABLE IF EXISTS table_out;
SELECT confusion_matrix( 'test_set', 'table_out', 'pred', 'obs');
DROP TABLE IF EXISTS table_out;

CREATE TABLE test_binary(
                  pred FLOAT8,
                  obs FLOAT8
                );

INSERT INTO test_binary VALUES
  (0.5,0), (0.2,1.0);
SELECT binary_classifier( 'test_binary', 'table_out', 'pred', 'obs');
DROP TABLE IF EXISTS table_out;

SELECT area_under_roc( 'test_binary', 'table_out', 'pred', 'obs');
DROP TABLE IF EXISTS table_out;