Merge pull request #35 from Aignosi/fix/SIENTIAPDE-2215
fix(metrics): ignore NaN target/prediction pairs in validation metrics (SIENTIAPDE-2215)
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@@ -357,7 +357,8 @@ class DataManagerRepository(SientiaMonitoring):
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This helper mirrors the previous TrainingRepository.after_train_calculation
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behavior, assuming that predictions (y_pred/y_train_pred) are already on the
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correct scale for metric calculation (any scaling is handled inside the
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model wrapper).
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model wrapper). Pairs with a NaN target or a NaN prediction are left out of
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mse/mae/r2. With a single valid pair left, r2_val is NaN (R² needs 2 samples).
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Args:
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tmr: Training result containing:
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@@ -368,6 +369,10 @@ class DataManagerRepository(SientiaMonitoring):
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Return:
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TrainModelResult: Same object with mse_val, mae_val and r2_val set.
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Raises:
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ValueError: If y_pred is not set, val_data and y_pred share no indices,
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or no pair has both a valid target and a valid prediction.
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"""
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if tmr.y_pred is None:
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raise ValueError('y_pred must be set before computing regression metrics')
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@@ -405,6 +410,24 @@ class DataManagerRepository(SientiaMonitoring):
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y_true_val = y_true_val.loc[common_index]
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y_pred_val = y_pred_val.loc[common_index]
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# NaN target, or NaN prediction for rows with NaN features, carries no error signal
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# (SIENTIAPDE-2215).
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valid = y_true_val.notna() & y_pred_val.notna()
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if not valid.any():
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raise ValueError(
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'No validation rows with both target and prediction: all '
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f'{len(valid)} overlapping rows have NaN'
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)
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if not valid.all():
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n_valid = int(valid.sum())
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message = (
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f'Ignoring {len(valid) - n_valid} of {len(valid)} validation row(s) with NaN '
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f'target or prediction; regression metrics use the remaining {n_valid}'
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)
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self.warning(message, metadata)
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y_true_val = y_true_val[valid]
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y_pred_val = y_pred_val[valid]
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# Metrics helpers already round to 2 decimals.
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tmr.mse_val = mse(y_true_val, y_pred_val)
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tmr.mae_val = mae(y_true_val, y_pred_val)
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@@ -309,6 +309,46 @@ def test_compute_regression_metrics_no_overlap():
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repo.compute_regression_metrics(tmr, MagicMock())
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def test_compute_regression_metrics_ignores_nan_pairs():
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"""NaN target or NaN prediction rows are left out of mse/mae/r2 (SIENTIAPDE-2215)."""
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repo = dmr.DataManagerRepository(MagicMock())
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p = TrainModelParams.from_dict(_minimal_dict_for_prepare())
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idx = pd.Index([0, 1, 2, 3])
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tmr = TrainModelResult(
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params=p,
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train_data=pd.DataFrame({'t': [1.0, 2.0, 3.0, 4.0]}, index=idx),
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val_data=pd.DataFrame({'t': [1.0, np.nan, 3.0, 4.0]}, index=idx),
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y_pred=pd.DataFrame({'p': [1.0, 2.0, np.nan, 4.0]}, index=idx),
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)
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wrapper = MagicMock()
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wrapper.model = object() # no sklearn .regr -> equation extraction is skipped
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with patch.object(repo, 'warning') as warn:
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out = repo.compute_regression_metrics(tmr, wrapper)
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assert out.mse_val == pytest.approx(0.0)
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assert out.mae_val == pytest.approx(0.0)
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assert out.r2_val == pytest.approx(1.0)
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warn.assert_called_once()
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assert 'Ignoring 2 of 4' in warn.call_args.args[0]
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def test_compute_regression_metrics_all_nan_pairs_raises():
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repo = dmr.DataManagerRepository(MagicMock())
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p = TrainModelParams.from_dict(_minimal_dict_for_prepare())
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idx = pd.Index([0, 1])
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tmr = TrainModelResult(
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params=p,
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train_data=pd.DataFrame({'t': [1.0, 2.0]}, index=idx),
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val_data=pd.DataFrame({'t': [1.0, 2.0]}, index=idx),
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y_pred=pd.DataFrame({'p': [np.nan, np.nan]}, index=idx),
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)
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wrapper = MagicMock()
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with pytest.raises(ValueError, match='No validation rows with both target and prediction'):
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repo.compute_regression_metrics(tmr, wrapper)
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def test_compute_regression_metrics_linear_equation():
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repo = dmr.DataManagerRepository(MagicMock())
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p = TrainModelParams.from_dict(_minimal_dict_for_prepare())
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