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https://github.com/stdlib-js/stats-incr-mse
Compute the mean squared error (MSE) incrementally.
https://github.com/stdlib-js/stats-incr-mse
accumulator delta deviation diff difference err error incremental javascript math mathematics msd mse node node-js nodejs residuals statistics stats stdlib
Last synced: 12 days ago
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Compute the mean squared error (MSE) incrementally.
- Host: GitHub
- URL: https://github.com/stdlib-js/stats-incr-mse
- Owner: stdlib-js
- License: apache-2.0
- Created: 2021-06-06T18:01:19.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2024-10-01T01:00:32.000Z (about 1 month ago)
- Last Synced: 2024-10-11T02:38:24.969Z (26 days ago)
- Topics: accumulator, delta, deviation, diff, difference, err, error, incremental, javascript, math, mathematics, msd, mse, node, node-js, nodejs, residuals, statistics, stats, stdlib
- Language: JavaScript
- Homepage: https://github.com/stdlib-js/stdlib
- Size: 368 KB
- Stars: 1
- Watchers: 3
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- Contributing: CONTRIBUTING.md
- License: LICENSE
- Code of conduct: CODE_OF_CONDUCT.md
- Citation: CITATION.cff
- Security: SECURITY.md
Awesome Lists containing this project
README
About stdlib...
We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.
The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.
When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.
To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!
# incrmse
[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url]
> Compute the [mean squared error][mean-squared-error] (MSE) incrementally.
The [mean squared error][mean-squared-error] is defined as
```math
\mathop{\mathrm{MSE}} = \frac{1}{n} \sum_{i=0}^{n-1} (y_i - x_i)^2
```
## Installation
```bash
npm install @stdlib/stats-incr-mse
```
Alternatively,
- To load the package in a website via a `script` tag without installation and bundlers, use the [ES Module][es-module] available on the [`esm`][esm-url] branch (see [README][esm-readme]).
- If you are using Deno, visit the [`deno`][deno-url] branch (see [README][deno-readme] for usage intructions).
- For use in Observable, or in browser/node environments, use the [Universal Module Definition (UMD)][umd] build available on the [`umd`][umd-url] branch (see [README][umd-readme]).
The [branches.md][branches-url] file summarizes the available branches and displays a diagram illustrating their relationships.
To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.
## Usage
```javascript
var incrmse = require( '@stdlib/stats-incr-mse' );
```
#### incrmse()
Returns an accumulator `function` which incrementally computes the [mean squared error][mean-squared-error].
```javascript
var accumulator = incrmse();
```
#### accumulator( \[x, y] )
If provided input values `x` and `y`, the accumulator function returns an updated [mean squared error][mean-squared-error]. If not provided input values `x` and `y`, the accumulator function returns the current [mean squared error][mean-squared-error].
```javascript
var accumulator = incrmse();
var m = accumulator( 2.0, 3.0 );
// returns 1.0
m = accumulator( -1.0, -4.0 );
// returns 5.0
m = accumulator( -3.0, 5.0 );
// returns ~24.67
m = accumulator();
// returns ~24.67
```
## Notes
- Input values are **not** type checked. If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for **all** future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
## Examples
```javascript
var randu = require( '@stdlib/random-base-randu' );
var incrmse = require( '@stdlib/stats-incr-mse' );
var accumulator;
var v1;
var v2;
var i;
// Initialize an accumulator:
accumulator = incrmse();
// For each simulated datum, update the mean squared error...
for ( i = 0; i < 100; i++ ) {
v1 = ( randu()*100.0 ) - 50.0;
v2 = ( randu()*100.0 ) - 50.0;
accumulator( v1, v2 );
}
console.log( accumulator() );
```
* * *
## See Also
- [`@stdlib/stats-incr/mmse`][@stdlib/stats/incr/mmse]: compute a moving mean squared error (MSE) incrementally.
- [`@stdlib/stats-incr/rmse`][@stdlib/stats/incr/rmse]: compute the root mean squared error (RMSE) incrementally.
- [`@stdlib/stats-incr/rss`][@stdlib/stats/incr/rss]: compute the residual sum of squares (RSS) incrementally.
* * *
## Notice
This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib].
#### Community
[![Chat][chat-image]][chat-url]
---
## License
See [LICENSE][stdlib-license].
## Copyright
Copyright © 2016-2024. The Stdlib [Authors][stdlib-authors].
[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-incr-mse.svg
[npm-url]: https://npmjs.org/package/@stdlib/stats-incr-mse
[test-image]: https://github.com/stdlib-js/stats-incr-mse/actions/workflows/test.yml/badge.svg?branch=main
[test-url]: https://github.com/stdlib-js/stats-incr-mse/actions/workflows/test.yml?query=branch:main
[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-incr-mse/main.svg
[coverage-url]: https://codecov.io/github/stdlib-js/stats-incr-mse?branch=main
[chat-image]: https://img.shields.io/gitter/room/stdlib-js/stdlib.svg
[chat-url]: https://app.gitter.im/#/room/#stdlib-js_stdlib:gitter.im
[stdlib]: https://github.com/stdlib-js/stdlib
[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors
[umd]: https://github.com/umdjs/umd
[es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules
[deno-url]: https://github.com/stdlib-js/stats-incr-mse/tree/deno
[deno-readme]: https://github.com/stdlib-js/stats-incr-mse/blob/deno/README.md
[umd-url]: https://github.com/stdlib-js/stats-incr-mse/tree/umd
[umd-readme]: https://github.com/stdlib-js/stats-incr-mse/blob/umd/README.md
[esm-url]: https://github.com/stdlib-js/stats-incr-mse/tree/esm
[esm-readme]: https://github.com/stdlib-js/stats-incr-mse/blob/esm/README.md
[branches-url]: https://github.com/stdlib-js/stats-incr-mse/blob/main/branches.md
[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-incr-mse/main/LICENSE
[mean-squared-error]: https://en.wikipedia.org/wiki/Mean_squared_error
[@stdlib/stats/incr/mmse]: https://github.com/stdlib-js/stats-incr-mmse
[@stdlib/stats/incr/rmse]: https://github.com/stdlib-js/stats-incr-rmse
[@stdlib/stats/incr/rss]: https://github.com/stdlib-js/stats-incr-rss