SHOGUN  3.2.1
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PRCEvaluation.cpp
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2011 Sergey Lisitsyn
8  * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
9  */
10 
15 
16 using namespace shogun;
17 
19 {
20 }
21 
23 {
24  ASSERT(predicted && ground_truth)
25  ASSERT(predicted->get_num_labels()==ground_truth->get_num_labels())
26  ASSERT(predicted->get_label_type()==LT_BINARY)
27  ASSERT(ground_truth->get_label_type()==LT_BINARY)
28  ground_truth->ensure_valid();
29 
30  // number of true positive examples
31  float64_t tp = 0.0;
32  int32_t i;
33 
34  // total number of positive labels in predicted
35  int32_t pos_count=0;
36 
37  // initialize number of labels and labels
38  SGVector<float64_t> orig_labels = predicted->get_values();
39  int32_t length = orig_labels.vlen;
40  float64_t* labels = SGVector<float64_t>::clone_vector(orig_labels.vector, length);
41 
42  // get indexes for sort
43  int32_t* idxs = SG_MALLOC(int32_t, length);
44  for(i=0; i<length; i++)
45  idxs[i] = i;
46 
47  // sort indexes by labels ascending
48  CMath::qsort_backward_index(labels,idxs,length);
49 
50  // clean and initialize graph and auPRC
51  SG_FREE(labels);
52  m_PRC_graph = SGMatrix<float64_t>(2,length);
54  m_auPRC = 0.0;
55 
56  // get total numbers of positive and negative labels
57  for (i=0; i<length; i++)
58  {
59  if (ground_truth->get_value(i) > 0)
60  pos_count++;
61  }
62 
63  // assure number of positive examples is >0
64  ASSERT(pos_count>0)
65 
66  // create PRC curve
67  for (i=0; i<length; i++)
68  {
69  // update number of true positive examples
70  if (ground_truth->get_value(idxs[i]) > 0)
71  tp += 1.0;
72 
73  // precision (x)
74  m_PRC_graph[2*i] = tp/float64_t(i+1);
75  // recall (y)
76  m_PRC_graph[2*i+1] = tp/float64_t(pos_count);
77 
78  m_thresholds[i]= predicted->get_value(idxs[i]);
79  }
80 
81  // calc auRPC using area under curve
82  m_auPRC = CMath::area_under_curve(m_PRC_graph.matrix,length,true);
83 
84  // set computed indicator
85  m_computed = true;
86 
87  SG_FREE(idxs);
88  return m_auPRC;
89 }
90 
92 {
93  if (!m_computed)
94  SG_ERROR("Uninitialized, please call evaluate first")
95 
96  return m_PRC_graph;
97 }
98 
100 {
101  if (!m_computed)
102  SG_ERROR("Uninitialized, please call evaluate first")
103 
104  return m_thresholds;
105 }
106 
108 {
109  if (!m_computed)
110  SG_ERROR("Uninitialized, please call evaluate first")
111 
112  return m_auPRC;
113 }

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