PRCEvaluation.cpp

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2011 Sergey Lisitsyn
 * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
 */

#include <shogun/evaluation/PRCEvaluation.h>
#include <shogun/mathematics/Math.h>

using namespace shogun;

CPRCEvaluation::~CPRCEvaluation()
{
    SG_FREE(m_PRC_graph);
}

float64_t CPRCEvaluation::evaluate(CLabels* predicted, CLabels* ground_truth)
{
    ASSERT(predicted && ground_truth);
    ASSERT(predicted->get_num_labels()==ground_truth->get_num_labels());
    ASSERT(ground_truth->is_two_class_labeling());

    // number of true positive examples
    float64_t tp = 0.0;
    int32_t i;

    // total number of positive labels in predicted
    int32_t pos_count=0;

    // initialize number of labels and labels
    SGVector<float64_t> orig_labels = predicted->get_labels();
    int32_t length = orig_labels.vlen;
    float64_t* labels = CMath::clone_vector(orig_labels.vector, length);
    orig_labels.free_vector();

    // get indexes for sort
    int32_t* idxs = SG_MALLOC(int32_t, length);
    for(i=0; i<length; i++)
        idxs[i] = i;

    // sort indexes by labels ascending
    CMath::qsort_backward_index(labels,idxs,length);

    // clean and initialize graph and auPRC
    SG_FREE(labels);
    SG_FREE(m_PRC_graph);
    m_PRC_graph = SG_MALLOC(float64_t, length*2);
    m_thresholds = SG_MALLOC(float64_t, length);
    m_auPRC = 0.0;

    // get total numbers of positive and negative labels
    for (i=0; i<length; i++)
    {
        if (ground_truth->get_label(i) > 0)
            pos_count++;
    }

    // assure number of positive examples is >0
    ASSERT(pos_count>0);

    // create PRC curve
    for (i=0; i<length; i++)
    {
        // update number of true positive examples
        if (ground_truth->get_label(idxs[i]) > 0)
            tp += 1.0;

        // precision (x)
        m_PRC_graph[2*i] = tp/float64_t(i+1);
        // recall (y)
        m_PRC_graph[2*i+1] = tp/float64_t(pos_count);

        m_thresholds[i]= predicted->get_label(idxs[i]);
    }

    // calc auRPC using area under curve
    m_auPRC = CMath::area_under_curve(m_PRC_graph,length,true);

    // set PRC length and computed indicator
    m_PRC_length = length;
    m_computed = true;

    return m_auPRC;
}

SGMatrix<float64_t> CPRCEvaluation::get_PRC()
{
    if (!m_computed)
        SG_ERROR("Uninitialized, please call evaluate first");

    ASSERT(m_PRC_graph);

    return SGMatrix<float64_t>(m_PRC_graph,2,m_PRC_length);
}

SGVector<float64_t> CPRCEvaluation::get_thresholds()
{
    if (!m_computed)
        SG_ERROR("Uninitialized, please call evaluate first");

    ASSERT(m_thresholds);

    return SGVector<float64_t>(m_thresholds,m_PRC_length);
}

float64_t CPRCEvaluation::get_auPRC()
{
    if (!m_computed)
            SG_ERROR("Uninitialized, please call evaluate first");

    return m_auPRC;
}