Add Kendall Rank Correlation Coefficient (Kendall's tau)

CHANGELOG.md

@@ -14,6 +14,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Added `TotalVariation` to image package ([#978](https://github.com/Lightning-AI/metrics/pull/978))
 
 
+- Added `KendallRankCorrCoef` to regression package ([#1271](https://github.com/Lightning-AI/metrics/pull/1271))
+
+
 ### Changed
 
 - Changed `MeanAveragePrecision` to vectorize `_find_best_gt_match` operation ([#1259](https://github.com/Lightning-AI/metrics/pull/1259))

docs/source/links.rst

@@ -93,3 +93,5 @@
 .. _AB divergence: https://pdfs.semanticscholar.org/744b/1166de34cb099100f151f3b1459f141ae25b.pdf
 .. _Rényi divergence: https://static.renyi.hu/renyi_cikkek/1961_on_measures_of_entropy_and_information.pdf
 .. _Fisher-Rao distance: http://www.scholarpedia.org/article/Fisher-Rao_metric
+.. _Kendall Rank Correlation Coefficient: https://en.wikipedia.org/wiki/Kendall_rank_correlation_coefficient
+.. _The Treatment of Ties in Ranking Problems: https://www.jstor.org/stable/2332303

docs/source/regression/kendall_rank_corr_coef.rst

@@ -0,0 +1,22 @@
+.. customcarditem::
+   :header: Kendall Rank Correlation Coefficient
+   :image: https://pl-flash-data.s3.amazonaws.com/assets/thumbnails/tabular_classification.svg
+   :tags: Regression
+
+.. include:: ../links.rst
+
+#######################
+Kendal Rank Corr. Coef.
+#######################
+
+Module Interface
+________________
+
+.. autoclass:: torchmetrics.KendallRankCorrCoef
+    :noindex:
+
+Functional Interface
+____________________
+
+.. autofunction:: torchmetrics.functional.kendall_rank_corrcoef
+    :noindex:

src/torchmetrics/__init__.py

@@ -57,6 +57,7 @@
     ConcordanceCorrCoef,
     CosineSimilarity,
     ExplainedVariance,
+    KendallRankCorrCoef,
     KLDivergence,
     MeanAbsoluteError,
     MeanAbsolutePercentageError,
@@ -129,6 +130,7 @@
     "HammingDistance",
     "HingeLoss",
     "JaccardIndex",
+    "KendallRankCorrCoef",
     "KLDivergence",
     "MatchErrorRate",
     "MatthewsCorrCoef",

src/torchmetrics/functional/__init__.py

@@ -49,6 +49,7 @@
 from torchmetrics.functional.regression.concordance import concordance_corrcoef
 from torchmetrics.functional.regression.cosine_similarity import cosine_similarity
 from torchmetrics.functional.regression.explained_variance import explained_variance
+from torchmetrics.functional.regression.kendall import kendall_rank_corrcoef
 from torchmetrics.functional.regression.kl_divergence import kl_divergence
 from torchmetrics.functional.regression.log_mse import mean_squared_log_error
 from torchmetrics.functional.regression.mae import mean_absolute_error
@@ -112,6 +113,7 @@
     "hinge_loss",
     "image_gradients",
     "jaccard_index",
+    "kendall_rank_corrcoef",
     "kl_divergence",
     "match_error_rate",
     "matthews_corrcoef",

src/torchmetrics/functional/regression/__init__.py

@@ -14,6 +14,7 @@
 from torchmetrics.functional.regression.concordance import concordance_corrcoef  # noqa: F401
 from torchmetrics.functional.regression.cosine_similarity import cosine_similarity  # noqa: F401
 from torchmetrics.functional.regression.explained_variance import explained_variance  # noqa: F401
+from torchmetrics.functional.regression.kendall import kendall_rank_corrcoef  # noqa: F401
 from torchmetrics.functional.regression.kl_divergence import kl_divergence  # noqa: F401
 from torchmetrics.functional.regression.log_mse import mean_squared_log_error  # noqa: F401
 from torchmetrics.functional.regression.mae import mean_absolute_error  # noqa: F401