vastorbit.machine_learning.vast.ensemble.GradientBoostingRegressor.report¶

GradientBoostingRegressor.report(metrics: str | Literal[None, 'anova', 'details'] | list[Literal['aic', 'bic', 'r2', 'rsquared', 'mae', 'mean_absolute_error', 'mse', 'mean_squared_error', 'msle', 'mean_squared_log_error', 'max', 'max_error', 'median', 'median_absolute_error', 'var', 'explained_variance']] = None) → float | TableSample¶

Computes a regression report using multiple metrics to evaluate the model (r2, mse, max error…).

Parameters:

metrics (str | list, optional) –

The metrics used to compute the regression report.

None:
Computes the model different metrics.
anova:
Computes the model ANOVA table.
details:
Computes the model details.

It can also be a list of the metrics used to compute the final report.

aic:
Akaike’s Information Criterion

\[AIC = 2k - 2\ln(\hat{L})\]

bic:
Bayesian Information Criterion

\[BIC = -2\ln(\hat{L}) + k \ln(n)\]

max:
Max Error.

\[ME = \max_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]

mae:
Mean Absolute Error.

\[MAE = \frac{1}{n} \sum_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]

median:
Median Absolute Error.

\[MedAE = \text{median}_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]

mse:
Mean Squared Error.

\[MsE = \frac{1}{n} \sum_{i=1}^{n} \left( y_i - \hat{y}_i \right)^2\]

msle:
Mean Squared Log Error.

\[MSLE = \frac{1}{n} \sum_{i=1}^{n} (\log(1 + y_i) - \log(1 + \hat{y}_i))^2\]

r2:
R squared coefficient.

\[R^2 = 1 - \frac{\sum_{i=1}^{n} (y_i - \hat{y}_i)^2}{\sum_{i=1}^{n} (y_i - \bar{y})^2}\]

r2a:
R2 adjusted

\[\text{Adjusted } R^2 = 1 - \frac{(1 - R^2)(n - 1)}{n - k - 1}\]

qe:
quantile error, the quantile must be included in the name. Example: qe50.1% will return the quantile error using q=0.501.

rmse:
Root-mean-squared error

\[RMSE = \sqrt{\frac{1}{n} \sum_{i=1}^{n} (y_i - \hat{y}_i)^2}\]

var:
Explained Variance

\[\text{Explained Variance} = 1 - \frac{Var(y - \hat{y})}{Var(y)}\]

Returns:

report.

Return type:

TableSample

Examples

We import vastorbit:

import vastorbit as vo

For this example, we will use the winequality dataset.

import vastorbit.datasets as vod

data = vod.load_winequality()

	123 fixed_acidity Decimal(6, 3)	123 volatile_acidity Decimal(7, 4)	123 citric_acid Decimal(6, 3)	123 residual_sugar Decimal(7, 3)	123 chlorides Double	123 free_sulfur_dioxide Decimal(7, 2)	123 total_sulfur_dioxide Decimal(7, 2)	123 density Double	123 ph Decimal(6, 3)	123 sulphates Decimal(6, 3)	123 alcohol Double	123 quality Integer	123 good Integer	Abc color Varchar(20)
1	6.3	0.67	0.48	12.6	0.052	57.0	222.0	0.9979	3.17	0.52	9.3	6	0	white
2	7.4	0.4	0.29	5.4	0.044	31.0	122.0	0.994	3.3	0.5	11.1	8	1	white
3	7.1	0.26	0.31	2.2	0.044	29.0	128.0	0.9937	3.34	0.64	10.9	8	1	white
4	9.0	0.31	0.48	6.6	0.043	11.0	73.0	0.9938	2.9	0.38	11.6	5	0	white
5	6.3	0.39	0.24	6.9	0.069	9.0	117.0	0.9942	3.15	0.35	10.2	4	0	white
6	8.2	0.22	0.36	6.8	0.034	12.0	90.0	0.9944	3.01	0.38	10.5	8	1	white
7	7.1	0.19	0.28	3.6	0.033	16.0	78.0	0.993	2.91	0.78	11.4	6	0	white
8	7.3	0.25	0.36	13.1	0.05	35.0	200.0	0.9986	3.04	0.46	8.9	7	1	white
9	7.9	0.2	0.34	1.2	0.04	29.0	118.0	0.9932	3.14	0.41	10.6	6	0	white
10	7.1	0.26	0.32	5.9	0.037	39.0	97.0	0.9934	3.31	0.4	11.6	6	0	white
11	7.0	0.2	0.34	5.7	0.035	32.0	83.0	0.9928	3.19	0.46	11.5	6	0	white
12	6.9	0.3	0.33	4.1	0.035	26.0	155.0	0.9925	3.25	0.79	12.3	8	1	white
13	8.1	0.29	0.49	7.1	0.042	22.0	124.0	0.9944	3.14	0.41	10.8	6	0	white
14	5.8	0.17	0.3	1.4	0.037	55.0	130.0	0.9909	3.29	0.38	11.3	6	0	white
15	5.9	0.415	0.02	0.8	0.038	22.0	63.0	0.9932	3.36	0.36	9.3	5	0	white
16	6.6	0.23	0.26	1.3	0.045	16.0	128.0	0.9934	3.36	0.6	10.0	6	0	white
17	8.6	0.55	0.35	15.55	0.057	35.5	366.5	1.0001	3.04	0.63	11.0	3	0	white
18	6.9	0.35	0.74	1.0	0.044	18.0	132.0	0.992	3.13	0.55	10.2	5	0	white
19	7.6	0.14	0.74	1.6	0.04	27.0	103.0	0.9916	3.07	0.4	10.8	7	1	white
20	9.2	0.28	0.49	11.8	0.042	29.0	137.0	0.998	3.1	0.34	10.1	4	0	white
21	6.2	0.18	0.49	4.5	0.047	17.0	90.0	0.9919	3.27	0.37	11.6	6	0	white
22	5.3	0.165	0.24	1.1	0.051	25.0	105.0	0.9925	3.32	0.47	9.1	5	0	white
23	9.8	0.25	0.74	10.0	0.056	36.0	225.0	0.9977	3.06	0.43	10.0	4	0	white
24	8.1	0.29	0.49	7.1	0.042	22.0	124.0	0.9944	3.14	0.41	10.8	6	0	white
25	6.8	0.22	0.49	0.9	0.052	26.0	128.0	0.991	3.25	0.35	11.4	6	0	white
26	7.2	0.22	0.49	1.0	0.045	34.0	140.0	0.99	3.05	0.34	12.7	6	0	white
27	7.4	0.25	0.49	1.1	0.042	35.0	156.0	0.9917	3.13	0.55	11.3	5	0	white
28	8.2	0.18	0.49	1.1	0.033	28.0	81.0	0.9923	3.0	0.68	10.4	7	1	white
29	6.1	0.22	0.49	1.5	0.051	18.0	87.0	0.9928	3.3	0.46	9.6	5	0	white
30	7.0	0.39	0.24	1.0	0.048	8.0	119.0	0.9923	3.0	0.31	10.1	4	0	white
31	6.1	0.22	0.49	1.5	0.051	18.0	87.0	0.9928	3.3	0.46	9.6	5	0	white
32	6.5	0.36	0.49	2.9	0.03	16.0	94.0	0.9902	3.1	0.49	12.1	7	1	white
33	7.1	0.29	0.49	1.2	0.031	32.0	99.0	0.9893	3.07	0.33	12.2	6	0	white
34	7.4	0.25	0.49	1.1	0.042	35.0	156.0	0.9917	3.13	0.55	11.3	5	0	white
35	6.9	0.23	0.24	14.2	0.053	19.0	94.0	0.9982	3.17	0.5	9.6	5	0	white
36	8.5	0.56	0.74	17.85	0.051	51.0	243.0	1.0005	2.99	0.7	9.2	5	0	white
37	8.2	0.18	0.49	1.1	0.033	28.0	81.0	0.9923	3.0	0.68	10.4	7	1	white
38	6.3	0.23	0.49	7.1	0.05	67.0	210.0	0.9951	3.23	0.34	9.5	5	0	white
39	6.1	0.25	0.49	7.6	0.052	67.0	226.0	0.9956	3.16	0.47	8.9	5	0	white
40	7.2	0.26	0.74	13.6	0.05	56.0	162.0	0.998	3.03	0.44	8.8	5	0	white
41	7.2	0.31	0.24	1.4	0.057	17.0	117.0	0.9928	3.16	0.35	10.5	5	0	white
42	8.0	0.25	0.49	1.2	0.061	27.0	117.0	0.9938	3.08	0.34	9.4	5	0	white
43	7.0	0.18	0.49	5.3	0.04	34.0	125.0	0.9914	3.24	0.4	12.2	6	0	white
44	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
45	8.3	0.2	0.74	4.45	0.044	33.0	130.0	0.9924	3.25	0.42	12.2	6	0	white
46	6.3	0.27	0.49	1.2	0.063	35.0	92.0	0.9911	3.38	0.42	12.2	6	0	white
47	7.4	0.16	0.49	1.2	0.055	18.0	150.0	0.9917	3.23	0.47	11.2	6	0	white
48	7.4	0.16	0.49	1.2	0.055	18.0	150.0	0.9917	3.23	0.47	11.2	6	0	white
49	6.9	0.19	0.49	6.6	0.036	49.0	172.0	0.9932	3.2	0.27	11.5	6	0	white
50	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
51	7.2	0.4	0.49	1.1	0.048	11.0	138.0	0.9929	3.01	0.42	9.3	5	0	white
52	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
53	7.6	0.52	0.49	14.0	0.034	37.0	156.0	0.9958	3.14	0.38	11.8	7	1	white
54	8.3	0.21	0.49	19.8	0.054	50.0	231.0	1.0012	2.99	0.54	9.2	5	0	white
55	6.9	0.34	0.74	11.2	0.069	44.0	150.0	0.9968	3.0	0.81	9.2	5	0	white
56	6.3	0.27	0.49	1.2	0.063	35.0	92.0	0.9911	3.38	0.42	12.2	6	0	white
57	8.3	0.2	0.74	4.45	0.044	33.0	130.0	0.9924	3.25	0.42	12.2	6	0	white
58	7.1	0.22	0.74	2.7	0.044	42.0	144.0	0.991	3.31	0.41	12.2	6	0	white
59	7.9	0.11	0.49	4.5	0.048	27.0	133.0	0.9946	3.24	0.42	10.6	6	0	white
60	8.5	0.17	0.74	3.6	0.05	29.0	128.0	0.9928	3.28	0.4	12.4	6	0	white
61	6.4	0.145	0.49	5.4	0.048	54.0	164.0	0.9946	3.56	0.44	10.8	6	0	white
62	7.4	0.16	0.49	1.2	0.055	18.0	150.0	0.9917	3.23	0.47	11.2	6	0	white
63	8.3	0.19	0.49	1.2	0.051	11.0	137.0	0.9918	3.06	0.46	11.0	6	0	white
64	8.0	0.44	0.49	9.1	0.031	46.0	151.0	0.9926	3.16	0.27	12.7	8	1	white
65	7.0	0.2	0.74	0.8	0.044	19.0	163.0	0.9931	3.46	0.53	10.2	5	0	white
66	6.9	0.19	0.49	6.6	0.036	49.0	172.0	0.9932	3.2	0.27	11.5	6	0	white
67	7.1	0.25	0.49	3.0	0.03	30.0	96.0	0.9903	3.13	0.39	12.3	7	1	white
68	6.5	0.24	0.24	1.6	0.046	15.0	60.0	0.9928	3.19	0.39	9.8	5	0	white
69	7.2	0.4	0.49	1.1	0.048	11.0	138.0	0.9929	3.01	0.42	9.3	5	0	white
70	7.6	0.52	0.49	14.0	0.034	37.0	156.0	0.9958	3.14	0.38	11.8	7	1	white
71	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
72	7.8	0.21	0.49	1.35	0.052	6.0	48.0	0.9911	3.15	0.28	11.4	5	0	white
73	7.0	0.2	0.49	5.9	0.038	39.0	128.0	0.9938	3.21	0.48	10.8	6	0	white
74	6.9	0.25	0.24	3.6	0.057	13.0	85.0	0.9942	2.99	0.48	9.5	4	0	white
75	7.2	0.08	0.49	1.3	0.05	18.0	148.0	0.9945	3.46	0.44	10.2	6	0	white
76	7.1	0.85	0.49	8.7	0.028	40.0	184.0	0.9962	3.22	0.36	10.7	5	0	white
77	7.6	0.51	0.24	1.2	0.04	10.0	104.0	0.992	3.05	0.29	10.8	6	0	white
78	7.9	0.22	0.24	4.6	0.044	39.0	159.0	0.9927	2.99	0.28	11.5	6	0	white
79	7.7	0.16	0.49	2.0	0.056	20.0	124.0	0.9948	3.32	0.49	10.7	6	0	white
80	7.2	0.08	0.49	1.3	0.05	18.0	148.0	0.9945	3.46	0.44	10.2	6	0	white
81	6.6	0.25	0.24	1.7	0.048	26.0	124.0	0.9942	3.37	0.6	10.1	6	0	white
82	6.7	0.16	0.49	2.4	0.046	57.0	187.0	0.9952	3.62	0.81	10.4	6	0	white
83	6.9	0.25	0.24	3.6	0.057	13.0	85.0	0.9942	2.99	0.48	9.5	4	0	white
84	7.5	0.32	0.24	4.6	0.053	8.0	134.0	0.9958	3.14	0.5	9.1	3	0	white
85	7.4	0.28	0.49	1.5	0.034	20.0	126.0	0.9918	2.98	0.39	10.6	6	0	white
86	6.2	0.15	0.49	0.9	0.033	17.0	51.0	0.9932	3.3	0.7	9.4	6	0	white
87	6.7	0.25	0.74	19.4	0.054	44.0	169.0	1.0004	3.51	0.45	9.8	6	0	white
88	6.5	0.26	0.74	13.3	0.044	68.0	224.0	0.9972	3.18	0.54	9.5	6	0	white
89	7.9	0.16	0.74	17.85	0.037	52.0	187.0	0.9998	2.99	0.41	9.3	5	0	white
90	5.6	0.185	0.49	1.1	0.03	28.0	117.0	0.9918	3.55	0.45	10.3	6	0	white
91	7.5	0.2	0.49	1.3	0.031	8.0	97.0	0.9918	3.06	0.62	11.1	5	0	white
92	8.0	0.3	0.49	9.4	0.046	47.0	188.0	0.9964	3.14	0.48	10.0	5	0	white
93	8.0	0.34	0.49	9.0	0.033	39.0	180.0	0.9936	3.13	0.38	12.3	8	1	white
94	7.7	0.35	0.49	8.65	0.033	42.0	186.0	0.9931	3.14	0.38	12.4	8	1	white
95	7.6	0.29	0.49	9.6	0.03	45.0	197.0	0.9938	3.13	0.38	12.3	7	1	white
96	6.7	0.62	0.24	1.1	0.039	6.0	62.0	0.9934	3.41	0.32	10.4	5	0	white
97	6.8	0.27	0.49	1.2	0.044	35.0	126.0	0.99	3.13	0.48	12.1	7	1	white
98	7.7	0.27	0.49	1.8	0.041	23.0	86.0	0.9914	3.16	0.42	12.5	6	0	white
99	6.7	0.51	0.24	2.1	0.043	14.0	155.0	0.9904	3.22	0.6	13.0	6	0	white
100	7.4	0.19	0.49	9.3	0.03	26.0	132.0	0.994	2.99	0.32	11.0	7	1	white

Rows: 1-100 | Columns: 14

Divide your dataset into training and testing subsets.

data = vod.load_winequality()
train, test = data.train_test_split(test_size = 0.2)

Let’s import the model:

from vastorbit.machine_learning.vast import LinearRegression

Then we can create the model:

model = LinearRegression(
    tol = 1e-6,
    fit_intercept = True,
)

We can now fit the model:

model.fit(
    train,
    [
        "fixed_acidity",
        "volatile_acidity",
        "citric_acid",
        "residual_sugar",
        "chlorides",
        "density",
    ],
    "quality",
    test,
)

We can get the entire report using:

result = model.report()

	value
explained_variance	0.16505489958831387
max_error	3.298639757725084
median_absolute_error	0.5454115376987031
mean_absolute_error	0.6173154087221755
mean_squared_error	80008.70770108665
root_mean_squared_error	0.7909656083643224
r2	0.16452323562841564
r2_adj	0.16070245774256997
aic	14905.526087587452
bic	14941.658308590111

Rows: 1-10 | Columns: 2

We can easily get the ANOVA table using:

result = model.report(metrics = "anova")

	Df	SS	MS	F	p_value
Regression	6	161.27763098619997	26.879605164366662	0.00033414982750402624	0.9999999998314684
Residual	1312	105539608.50159091	80441.77477255404
Total	1318	1019.9029567854415

Rows: 1-3 | Columns: 6

Important

For this example, a specific model is utilized, and it may not correspond exactly to the model you are working with. To see a comprehensive example specific to your class of interest, please refer to that particular class.