src/ports/postgres/modules/stats/test/pred_metrics.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,
 * software distributed under the License is distributed on an
 * "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), (74.2,65.4), (91.1,82.1);

DROP TABLE IF EXISTS table_out;
SELECT mean_abs_error( 'test_set', 'table_out', 'pred', 'obs');
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;
SELECT mean_abs_perc_error( 'test_set', 'table_out', 'pred', 'obs');
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;
SELECT mean_perc_error( 'test_set', 'table_out', 'pred', 'obs');
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;
SELECT mean_squared_error( 'test_set', 'table_out', 'pred', 'obs');
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;
SELECT r2_score( 'test_set', 'table_out', 'pred', 'obs');
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;
SELECT adjusted_r2_score( 'test_set', 'table_out', 'pred', 'obs', 3, 100);
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;
SELECT confusion_matrix( 'test_set', 'table_out', 'pred', 'obs');
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;


CREATE TABLE test_binary(
                  pred FLOAT8,
                  obs FLOAT8
                );

INSERT INTO test_binary VALUES
  (0.5,0), (0.3,0), (0.2,1.0), (0.1,0.0);
SELECT binary_classifier( 'test_binary', 'table_out', 'pred', 'obs');
SELECT * FROM table_out;
DROP TABLE IF EXISTS table_out;

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


CREATE TABLE test_set_gr(
                      pred FLOAT8,
                      obs FLOAT8,
                      gr1 INTEGER,
                      gr2 INTEGER
                    );

INSERT INTO test_set_gr VALUES
   (37.5,53.1,1,1), (12.3,34.2,1,1), (74.2,65.4,1,1), (91.1,82.1,1,1),
   (11.1,22.2,2,3), (12.3,64.2,2,3), (10.1,10.2,2,3);

DROP TABLE IF EXISTS table_out;
SELECT mean_abs_error( 'test_set_gr', 'table_out', 'pred', 'obs', 'gr1, gr2');
SELECT assert( relative_error(mean_abs_error, 13.825) < 1e-2, 'Pred_metrics:
Assertion error mean_abs_error')
FROM table_out WHERE gr1 = 1;

DROP TABLE IF EXISTS table_out;
SELECT mean_abs_perc_error( 'test_set_gr', 'table_out', 'pred', 'obs', 'gr1, gr2');
SELECT assert( relative_error(mean_abs_perc_error, 0.2945) < 1e-2, 'Pred_metrics
: Assertion error mean_abs_perc_error')
FROM table_out WHERE gr1 = 1;

DROP TABLE IF EXISTS table_out;
SELECT mean_perc_error( 'test_set_gr', 'table_out', 'pred', 'obs', 'gr1, gr2');
SELECT assert( relative_error(mean_perc_error, -0.1724) < 1e-2, 'Pred_metrics:
Assertion error mean_perc_error')
FROM table_out WHERE gr1 = 1;

DROP TABLE IF EXISTS table_out;
SELECT mean_squared_error( 'test_set_gr', 'table_out', 'pred', 'obs', 'gr1, gr2');
SELECT assert( relative_error(mean_squared_error,  220.3525) < 1e-2,
'Pred_metrics: Assertion error mean_squared_error')
FROM table_out WHERE gr1 = 1;

DROP TABLE IF EXISTS table_out;
SELECT r2_score( 'test_set_gr', 'table_out', 'pred', 'obs', 'gr1, gr2');
SELECT assert( relative_error(r2_score, 0.2799) < 1e-2, 'Pred_metrics: Assertion
 error r2_score')
FROM table_out WHERE gr1 = 1;

DROP TABLE IF EXISTS table_out;
SELECT adjusted_r2_score( 'test_set_gr', 'table_out', 'pred', 'obs', 3, 100, 'gr1, gr2');
SELECT assert( relative_error(adjusted_r2_score, 0.2574) < 1e-2, 'Pred_metrics:
Assertion error adjusted_r2_score')
FROM table_out WHERE gr1 = 1;
DROP TABLE IF EXISTS table_out;

CREATE VIEW test_set_view AS
SELECT (pred > 10) as pred, (obs > 40) as obs, gr1, gr2
FROM test_set_gr;

SELECT binary_classifier( 'test_set_view', 'table_out', 'pred', 'obs', 'gr1,
  gr2');
DROP TABLE IF EXISTS table_out;

SELECT area_under_roc( 'test_set_view', 'table_out', 'pred', 'obs', 'gr1, gr2');
DROP TABLE IF EXISTS table_out;