tfp.substrates.numpy.stats.kendalls_tau

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.

y_true a Tensor of shape [n] containing the true ordinal ranking.
y_pred a Tensor of shape [n] containing the predicted ordering of the same N items.
name Optional Python str name for ops created by this method. Default value: None (i.e., 'kendalls_tau').

kendalls_tau Kendall's Tau, the 1945 tau-b formulation that ignores ordering of ties, as a float32 scalar Tensor.