tf.contrib.metrics.streaming_pearson_correlation()

tf.contrib.metrics.streaming_pearson_correlation(predictions, labels, weights=None, metrics_collections=None, updates_collections=None, name=None)

Computes pearson correlation coefficient between predictions, labels.

The streaming_pearson_correlation function delegates to streaming_covariance the tracking of three [co]variances: - streaming_covariance(predictions, labels), i.e. covariance - streaming_covariance(predictions, predictions), i.e. variance - streaming_covariance(labels, labels), i.e. variance

The product-moment correlation ultimately returned is an idempotent operation cov(predictions, labels) / sqrt(var(predictions) * var(labels)). To facilitate correlation computation across multiple batches, the function groups the update_ops of the underlying streaming_covariance and returns an update_op.

If weights is not None, then it is used to compute a weighted correlation. 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

Args:

• predictions: A Tensor of arbitrary size.
• labels: A Tensor of the same size as predictions.
• weights: An optional set of weights which indicates the frequency with which an example is sampled. Must be broadcastable with labels.
• 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.

Returns:

• pearson_r: A tensor representing the current pearson product-moment correlation coefficient, the value of cov(predictions, labels) / sqrt(var(predictions) * var(labels)).
• update_op: An operation that updates the underlying variables appropriately.

Raises:

• ValueError: If labels and predictions are of different sizes, or if weights is the wrong size, or if either metrics_collections or updates_collections are not a list or tuple.