tfp.substrates.jax.stats.kendalls_tau

Computes Kendall's Tau for two ordered lists.

tfp.substrates.jax.stats.kendalls_tau(
    y_true, y_pred, name=None
)

Kendall's Tau measures the correlation between ordinal rankings. 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.