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Computes Kendall's Tau for two ordered lists.
tfp.substrates.numpy.stats.kendalls_tau(
y_true, y_pred, name=None
)
Kendall's Tau measures the correlation between ordinal rankings. This implementation is similar to the one used in scipy.stats.kendalltau. The provided values may be of any type that is sortable, with the argsort indices indicating the true or proposed ordinal sequence.
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kendalls_tau
|
Kendall's Tau, the 1945 tau-b formulation that ignores
ordering of ties, as a float32 scalar Tensor.
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