Add MSLE and RMSLE.

src/metrax/__init__.py

@@ -34,12 +34,14 @@
 MAE = regression_metrics.MAE
 MRR = ranking_metrics.MRR
 MSE = regression_metrics.MSE
+MSLE = regression_metrics.MSLE
 NDCGAtK = ranking_metrics.NDCGAtK
 Perplexity = nlp_metrics.Perplexity
 Precision = classification_metrics.Precision
 PrecisionAtK = ranking_metrics.PrecisionAtK
 PSNR = image_metrics.PSNR
 RMSE = regression_metrics.RMSE
+RMSLE = regression_metrics.RMSLE
 RSQUARED = regression_metrics.RSQUARED
 Recall = classification_metrics.Recall
 RecallAtK = ranking_metrics.RecallAtK
@@ -66,12 +68,14 @@
     "MAE",
     "MRR",
     "MSE",
+    "MSLE",
     "NDCGAtK",
     "Perplexity",
     "Precision",
     "PrecisionAtK",
     "PSNR",
     "RMSE",
+    "RMSLE",
     "RSQUARED",
     "SpearmanRankCorrelation",
     "Recall",

src/metrax/metrax_test.py

@@ -148,6 +148,12 @@ class MetraxTest(parameterized.TestCase):
           metrax.MSE,
           {'predictions': OUTPUT_LABELS, 'labels': OUTPUT_PREDS},
       ),
+      (
+          'msle',
+          metrax.MSLE,
+          {'predictions': OUTPUT_LABELS, 'labels': OUTPUT_PREDS},
+      ),
+
       (
           'ndcgAtK',
           metrax.NDCGAtK,
@@ -190,6 +196,11 @@ class MetraxTest(parameterized.TestCase):
           metrax.RMSE,
           {'predictions': OUTPUT_LABELS, 'labels': OUTPUT_PREDS},
       ),
+      (
+          'rmsle',
+          metrax.RMSLE,
+          {'predictions': OUTPUT_LABELS, 'labels': OUTPUT_PREDS},
+      ),
       (
           'rsquared',
           metrax.RSQUARED,

src/metrax/nnx/__init__.py

@@ -28,12 +28,14 @@
 MAE = nnx_metrics.MAE
 MRR = nnx_metrics.MRR
 MSE = nnx_metrics.MSE
+MSLE = nnx_metrics.MSLE
 NDCGAtK = nnx_metrics.NDCGAtK
 Perplexity = nnx_metrics.Perplexity
 Precision = nnx_metrics.Precision
 PrecisionAtK = nnx_metrics.PrecisionAtK
 PSNR = nnx_metrics.PSNR
 RMSE = nnx_metrics.RMSE
+RMSLE = nnx_metrics.RMSLE
 RSQUARED = nnx_metrics.RSQUARED
 Recall = nnx_metrics.Recall
 RecallAtK = nnx_metrics.RecallAtK

src/metrax/nnx/nnx_metrics.py

@@ -114,6 +114,13 @@ def __init__(self):
     super().__init__(metrax.MSE)
 
 
+class MSLE(NnxWrapper):
+  """An NNX class for the Metrax metric MSLE."""
+
+  def __init__(self):
+    super().__init__(metrax.MSLE)
+
+
 class NDCGAtK(NnxWrapper):
   """An NNX class for the Metrax metric NDCGAtK."""
 
@@ -170,6 +177,13 @@ def __init__(self):
     super().__init__(metrax.RMSE)
 
 
+class RMSLE(NnxWrapper):
+  """An NNX class for the Metrax metric RMSLE."""
+
+  def __init__(self):
+    super().__init__(metrax.RMSLE)
+
+
 class RougeL(NnxWrapper):
   """An NNX class for the Metrax metric RougeL."""
 

src/metrax/regression_metrics.py

@@ -160,6 +160,74 @@ def compute(self) -> jax.Array:
     return jnp.sqrt(super().compute())
 
 
+@flax.struct.dataclass
+class MSLE(base.Average):
+  r"""Computes the mean squared logarithmic error for regression problems given `predictions` and `labels`.
+
+  The mean squared logarithmic error is defined as:
+
+  .. math::
+      MSLE = \frac{1}{N} \sum_{i=1}^{N} (ln(y_i + 1) - ln(\hat{y}_i + 1))^2
+
+  where:
+      - :math:`y_i` are true values
+      - :math:`\hat{y}_i` are predictions
+      - :math:`N` is the number of samples
+  """
+
+  @classmethod
+  def from_model_output(
+      cls,
+      predictions: jax.Array,
+      labels: jax.Array,
+      sample_weights: jax.Array | None = None,
+  ) -> 'MSLE':
+    """Updates the metric.
+
+    Args:
+      predictions: A floating point 1D vector representing the prediction
+        generated from the model. The shape should be (batch_size,).
+      labels: True value. The shape should be (batch_size,).
+      sample_weights: An optional floating point 1D vector representing the
+        weight of each sample. The shape should be (batch_size,).
+
+    Returns:
+      Updated MSLE metric. The shape should be a single scalar.
+    """
+    log_predictions = jnp.log1p(predictions)
+    log_labels = jnp.log1p(labels)
+    squared_error = jnp.square(log_predictions - log_labels)
+    count = jnp.ones_like(labels, dtype=jnp.int32)
+    if sample_weights is not None:
+      squared_error = squared_error * sample_weights
+      count = count * sample_weights
+    return cls(
+        total=squared_error.sum(),
+        count=count.sum(),
+    )
+
+
+@flax.struct.dataclass
+class RMSLE(MSLE):
+  r"""Computes the root mean squared logarithmic error for regression problems given `predictions` and `labels`.
+
+  The root mean squared logarithmic error is defined as:
+
+  .. math::
+      RMSLE = \sqrt{\frac{1}{N} \sum_{i=1}^{N}
+        (ln(y_i + 1) - ln(\hat{y}_i + 1))^2
+      }
+
+  where:
+      - :math:`y_i` are true values
+      - :math:`\hat{y}_i` are predictions
+      - :math:`N` is the number of samples
+  """
+
+  def compute(self) -> jax.Array:
+    return jnp.sqrt(super().compute())
+
+
 @flax.struct.dataclass
 class RSQUARED(clu_metrics.Metric):
   r"""Computes the r-squared score of a scalar or a batch of tensors.

src/metrax/regression_metrics_test.py

@@ -282,6 +282,86 @@ def test_rmse(self, y_true, y_pred, sample_weights):
         atol=atol,
     )
 
+  @parameterized.named_parameters(
+      ('basic_f16', OUTPUT_LABELS, OUTPUT_PREDS_F16, None),
+      ('basic_f32', OUTPUT_LABELS, OUTPUT_PREDS_F32, None),
+      ('basic_bf16', OUTPUT_LABELS, OUTPUT_PREDS_BF16, None),
+      ('batch_size_one', OUTPUT_LABELS_BS1, OUTPUT_PREDS_BS1, None),
+      ('weighted_f16', OUTPUT_LABELS, OUTPUT_PREDS_F16, SAMPLE_WEIGHTS),
+      ('weighted_f32', OUTPUT_LABELS, OUTPUT_PREDS_F32, SAMPLE_WEIGHTS),
+      ('weighted_bf16', OUTPUT_LABELS, OUTPUT_PREDS_BF16, SAMPLE_WEIGHTS),
+  )
+  def test_msle(self, y_true, y_pred, sample_weights):
+    """Test that `MSLE` Metric computes correct values."""
+    y_true = y_true.astype(y_pred.dtype)
+    y_pred = y_pred.astype(y_true.dtype)
+    if sample_weights is None:
+      sample_weights = np.ones_like(y_true)
+
+    metric = None
+    for labels, logits, weights in zip(y_true, y_pred, sample_weights):
+      update = metrax.MSLE.from_model_output(
+          predictions=logits,
+          labels=labels,
+          sample_weights=weights,
+      )
+      metric = update if metric is None else metric.merge(update)
+
+    expected = sklearn_metrics.mean_squared_log_error(
+        y_true.astype('float32').flatten(),
+        y_pred.astype('float32').flatten(),
+        sample_weight=sample_weights.astype('float32').flatten(),
+    )
+    # Use lower tolerance for lower precision dtypes.
+    rtol = 1e-2 if y_true.dtype in (jnp.float16, jnp.bfloat16) else 1e-05
+    atol = 1e-2 if y_true.dtype in (jnp.float16, jnp.bfloat16) else 1e-05
+    np.testing.assert_allclose(
+        metric.compute(),
+        expected,
+        rtol=rtol,
+        atol=atol,
+    )
+
+  @parameterized.named_parameters(
+      ('basic_f16', OUTPUT_LABELS, OUTPUT_PREDS_F16, None),
+      ('basic_f32', OUTPUT_LABELS, OUTPUT_PREDS_F32, None),
+      ('basic_bf16', OUTPUT_LABELS, OUTPUT_PREDS_BF16, None),
+      ('batch_size_one', OUTPUT_LABELS_BS1, OUTPUT_PREDS_BS1, None),
+      ('weighted_f16', OUTPUT_LABELS, OUTPUT_PREDS_F16, SAMPLE_WEIGHTS),
+      ('weighted_f32', OUTPUT_LABELS, OUTPUT_PREDS_F32, SAMPLE_WEIGHTS),
+      ('weighted_bf16', OUTPUT_LABELS, OUTPUT_PREDS_BF16, SAMPLE_WEIGHTS),
+  )
+  def test_rmsle(self, y_true, y_pred, sample_weights):
+    """Test that `RMSLE` Metric computes correct values."""
+    y_true = y_true.astype(y_pred.dtype)
+    y_pred = y_pred.astype(y_true.dtype)
+    if sample_weights is None:
+      sample_weights = np.ones_like(y_true)
+
+    metric = None
+    for labels, logits, weights in zip(y_true, y_pred, sample_weights):
+      update = metrax.RMSLE.from_model_output(
+          predictions=logits,
+          labels=labels,
+          sample_weights=weights,
+      )
+      metric = update if metric is None else metric.merge(update)
+
+    expected = sklearn_metrics.root_mean_squared_log_error(
+        y_true.astype('float32').flatten(),
+        y_pred.astype('float32').flatten(),
+        sample_weight=sample_weights.astype('float32').flatten(),
+    )
+    # Use lower tolerance for lower precision dtypes.
+    rtol = 1e-2 if y_true.dtype in (jnp.float16, jnp.bfloat16) else 1e-05
+    atol = 1e-2 if y_true.dtype in (jnp.float16, jnp.bfloat16) else 1e-05
+    np.testing.assert_allclose(
+        metric.compute(),
+        expected,
+        rtol=rtol,
+        atol=atol,
+    )
+
   @parameterized.named_parameters(
       ('basic_f16', OUTPUT_LABELS, OUTPUT_PREDS_F16, None),
       ('basic_f32', OUTPUT_LABELS, OUTPUT_PREDS_F32, None),