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""" |
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https://github.com/scikit-learn/scikit-learn/pull/24121 |
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""" |
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# ruff: noqa: E501 |
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import numpy as np |
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from sklearn.metrics._classification import ( |
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_check_set_wise_labels, |
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_check_zero_division, |
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_prf_divide, |
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_warn_prf, |
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multilabel_confusion_matrix, |
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) |
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from sklearn.utils.multiclass import unique_labels |
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def _precision_recall_fscore_support( |
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y_true, |
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y_pred, |
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*, |
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beta=1.0, |
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labels=None, |
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pos_label=1, |
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average=None, |
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warn_for=("precision", "recall", "f-score"), |
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sample_weight=None, |
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zero_division="warn", |
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return_in_gain_space=False, |
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class_distribution=None, |
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): |
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"""Compute precision, recall, F-measure and support for each class. |
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The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of |
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true positives and ``fp`` the number of false positives. The precision is |
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intuitively the ability of the classifier not to label a negative sample as |
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positive. |
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The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of |
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true positives and ``fn`` the number of false negatives. The recall is |
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intuitively the ability of the classifier to find all the positive samples. |
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The F-beta score can be interpreted as a weighted harmonic mean of |
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the precision and recall, where an F-beta score reaches its best |
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value at 1 and worst score at 0. |
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The F-beta score weights recall more than precision by a factor of |
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``beta``. ``beta == 1.0`` means recall and precision are equally important. |
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The support is the number of occurrences of each class in ``y_true``. |
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If ``pos_label is None`` and in binary classification, this function |
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returns the average precision, recall and F-measure if ``average`` |
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is one of ``'micro'``, ``'macro'``, ``'weighted'`` or ``'samples'``. |
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Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. |
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Parameters |
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---------- |
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y_true : 1d array-like, or label indicator array / sparse matrix |
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Ground truth (correct) target values. |
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y_pred : 1d array-like, or label indicator array / sparse matrix |
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Estimated targets as returned by a classifier. |
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beta : float, default=1.0 |
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The strength of recall versus precision in the F-score. |
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labels : array-like, default=None |
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The set of labels to include when ``average != 'binary'``, and their |
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order if ``average is None``. Labels present in the data can be |
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excluded, for example to calculate a multiclass average ignoring a |
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majority negative class, while labels not present in the data will |
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result in 0 components in a macro average. For multilabel targets, |
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labels are column indices. By default, all labels in ``y_true`` and |
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``y_pred`` are used in sorted order. |
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pos_label : str or int, default=1 |
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The class to report if ``average='binary'`` and the data is binary. |
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If the data are multiclass or multilabel, this will be ignored; |
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setting ``labels=[pos_label]`` and ``average != 'binary'`` will report |
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scores for that label only. |
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average : {'binary', 'micro', 'macro', 'samples', 'weighted'}, \ |
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default=None |
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If ``None``, the scores for each class are returned. Otherwise, this |
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determines the type of averaging performed on the data: |
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``'binary'``: |
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Only report results for the class specified by ``pos_label``. |
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This is applicable only if targets (``y_{true,pred}``) are binary. |
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``'micro'``: |
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Calculate metrics globally by counting the total true positives, |
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false negatives and false positives. |
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``'macro'``: |
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Calculate metrics for each label, and find their unweighted |
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mean. This does not take label imbalance into account. |
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``'weighted'``: |
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Calculate metrics for each label, and find their average weighted |
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by support (the number of true instances for each label). This |
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alters 'macro' to account for label imbalance; it can result in an |
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F-score that is not between precision and recall. |
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``'samples'``: |
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Calculate metrics for each instance, and find their average (only |
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meaningful for multilabel classification where this differs from |
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:func:`accuracy_score`). |
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warn_for : tuple or set, for internal use |
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This determines which warnings will be made in the case that this |
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function is being used to return only one of its metrics. |
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sample_weight : array-like of shape (n_samples,), default=None |
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Sample weights. |
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zero_division : "warn", 0 or 1, default="warn" |
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Sets the value to return when there is a zero division: |
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- recall: when there are no positive labels |
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- precision: when there are no positive predictions |
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- f-score: both |
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If set to "warn", this acts as 0, but warnings are also raised. |
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return_in_gain_space : bool, default=False |
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If True, Precision Gain, Recall Gain and FScore Gain are returned. |
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class_distribution : Optional list, default=None |
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The proportion that each class makes up in the dataset. It's used only |
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when return_in_gain_space=True. If not provided then it's estimated from |
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y_true. |
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Returns |
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------- |
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precision : float (if average is not None) or array of float, shape =\ |
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[n_unique_labels] |
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Precision score. |
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recall : float (if average is not None) or array of float, shape =\ |
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[n_unique_labels] |
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Recall score. |
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fbeta_score : float (if average is not None) or array of float, shape =\ |
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[n_unique_labels] |
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F-beta score. |
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support : None (if average is not None) or array of int, shape =\ |
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[n_unique_labels] |
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The number of occurrences of each label in ``y_true``. |
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Notes |
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----- |
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When ``true positive + false positive == 0``, precision is undefined. |
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When ``true positive + false negative == 0``, recall is undefined. |
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In such cases, by default the metric will be set to 0, as will f-score, |
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and ``UndefinedMetricWarning`` will be raised. This behavior can be |
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modified with ``zero_division``. |
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References |
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---------- |
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.. [1] `Wikipedia entry for the Precision and recall |
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<https://en.wikipedia.org/wiki/Precision_and_recall>`_. |
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.. [2] `Wikipedia entry for the F1-score |
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<https://en.wikipedia.org/wiki/F1_score>`_. |
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.. [3] `Discriminative Methods for Multi-labeled Classification Advances |
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in Knowledge Discovery and Data Mining (2004), pp. 22-30 by Shantanu |
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Godbole, Sunita Sarawagi |
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<http://www.godbole.net/shantanu/pubs/multilabelsvm-pakdd04.pdf>`_. |
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Examples |
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-------- |
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>>> import numpy as np |
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>>> from sklearn.metrics import precision_recall_fscore_support |
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>>> y_true = np.array(['cat', 'dog', 'pig', 'cat', 'dog', 'pig']) |
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>>> y_pred = np.array(['cat', 'pig', 'dog', 'cat', 'cat', 'dog']) |
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>>> precision_recall_fscore_support(y_true, y_pred, average='macro') |
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(0.22..., 0.33..., 0.26..., None) |
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>>> precision_recall_fscore_support(y_true, y_pred, average='micro') |
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(0.33..., 0.33..., 0.33..., None) |
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>>> precision_recall_fscore_support(y_true, y_pred, average='weighted') |
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(0.22..., 0.33..., 0.26..., None) |
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It is possible to compute per-label precisions, recalls, F1-scores and |
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supports instead of averaging: |
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>>> precision_recall_fscore_support(y_true, y_pred, average=None, |
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... labels=['pig', 'dog', 'cat']) |
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(array([0. , 0. , 0.66...]), |
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array([0., 0., 1.]), array([0. , 0. , 0.8]), |
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array([2, 2, 2])) |
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""" |
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_check_zero_division(zero_division) |
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if beta < 0: |
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raise ValueError("beta should be >=0 in the F-beta score") |
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labels = _check_set_wise_labels(y_true, y_pred, average, labels, pos_label) |
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class_distribution = _check_valid_class_distribution( |
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class_distribution, y_true, y_pred, average, pos_label |
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) |
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# Calculate tp_sum, pred_sum, true_sum ### |
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samplewise = average == "samples" |
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MCM = multilabel_confusion_matrix( |
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y_true, |
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y_pred, |
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sample_weight=sample_weight, |
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labels=labels, |
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samplewise=samplewise, |
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) |
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tp_sum = MCM[:, 1, 1] |
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pred_sum = tp_sum + MCM[:, 0, 1] |
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true_sum = tp_sum + MCM[:, 1, 0] |
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if average == "micro": |
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tp_sum = np.array([tp_sum.sum()]) |
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pred_sum = np.array([pred_sum.sum()]) |
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true_sum = np.array([true_sum.sum()]) |
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# Finally, we have all our sufficient statistics. Divide! # |
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beta2 = beta**2 |
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# Divide, and on zero-division, set scores and/or warn according to |
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# zero_division: |
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precision = _prf_divide( |
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tp_sum, pred_sum, "precision", "predicted", average, warn_for, zero_division |
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) |
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recall = _prf_divide( |
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tp_sum, true_sum, "recall", "true", average, warn_for, zero_division |
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) |
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# warn for f-score only if zero_division is warn, it is in warn_for |
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# and BOTH prec and rec are ill-defined |
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if zero_division == "warn" and ("f-score",) == warn_for: |
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if (pred_sum[true_sum == 0] == 0).any(): |
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_warn_prf(average, "true nor predicted", "F-score is", len(true_sum)) |
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# if tp == 0 F will be 1 only if all predictions are zero, all labels are |
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# zero, and zero_division=1. In all other case, 0 |
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if np.isposinf(beta): |
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f_score = recall |
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else: |
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denom = beta2 * precision + recall |
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denom[denom == 0.0] = 1 # avoid division by 0 |
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f_score = (1 + beta2) * precision * recall / denom |
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if return_in_gain_space: |
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for class_index, ( |
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precision_i, |
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recall_i, |
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f_score_i, |
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true_sum_i, |
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cm_i, |
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) in enumerate(zip(precision, recall, f_score, true_sum, MCM)): |
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class_proportion = ( |
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(true_sum_i / cm_i.sum()) |
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if class_distribution is None |
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else class_distribution[class_index] |
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) |
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precision[class_index] = prg_gain_transform( |
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precision_i, pi=class_proportion |
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) |
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recall[class_index] = prg_gain_transform(recall_i, pi=class_proportion) |
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f_score[class_index] = prg_gain_transform(f_score_i, pi=class_proportion) |
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# Average the results |
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if average == "weighted": |
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weights = true_sum |
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if weights.sum() == 0: |
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zero_division_value = np.float64(1.0) |
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if zero_division in ["warn", 0]: |
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zero_division_value = np.float64(0.0) |
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# precision is zero_division if there are no positive predictions |
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# recall is zero_division if there are no positive labels |
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# fscore is zero_division if all labels AND predictions are |
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# negative |
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if pred_sum.sum() == 0: |
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return ( |
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zero_division_value, |
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zero_division_value, |
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zero_division_value, |
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None, |
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) |
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else: |
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return (np.float64(0.0), zero_division_value, np.float64(0.0), None) |
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elif average == "samples": |
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weights = sample_weight |
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else: |
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weights = None |
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if average is not None: |
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assert average != "binary" or len(precision) == 1 |
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precision = np.average(precision, weights=weights) |
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recall = np.average(recall, weights=weights) |
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f_score = np.average(f_score, weights=weights) |
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true_sum = None # return no support |
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return precision, recall, f_score, true_sum |
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def _check_valid_class_distribution( |
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class_distribution, y_true, y_pred, average, pos_label |
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): |
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if class_distribution: |
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classes = unique_labels(y_true, y_pred).tolist() |
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num_classes = len(classes) |
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if len(class_distribution) != num_classes: |
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raise ValueError( |
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"Class distribution must have the same length as the number of classes" |
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f" - {num_classes}." |
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) |
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if sum(class_distribution) != 1: |
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raise ValueError("Class distribution values do not sum to 1.") |
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if average == "binary": |
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class_distribution = [class_distribution[classes.index(pos_label)]] |
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return class_distribution |
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def f1_gain_score( |
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y_true, |
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y_pred, |
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*, |
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labels=None, |
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pos_label=1, |
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average="binary", |
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sample_weight=None, |
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zero_division="warn", |
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class_distribution=None, |
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): |
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"""Compute the F1 Gain score, also known as balanced F-Gain score or |
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F-Gain measure. |
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The F1 Gain score can be interpreted as a arithmetic mean of the precision |
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gain and recall gain, where an F1 Gain score reaches its best value at 1 and |
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worst score at -Inf. The relative contribution of precision and recall to |
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the F1 score are equal. The formula for the F1 score is:: |
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F1_Gain = (precision_gain + recall_gain) / 2 |
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In the multi-class and multi-label case, this is the average of the F1 Gain |
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score of each class with weighting depending on the ``average`` parameter. |
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Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. |
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Parameters |
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---------- |
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y_true : 1d array-like, or label indicator array / sparse matrix |
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Ground truth (correct) target values. |
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350
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y_pred : 1d array-like, or label indicator array / sparse matrix |
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Estimated targets as returned by a classifier. |
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353
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labels : array-like, default=None |
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The set of labels to include when ``average != 'binary'``, and their |
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order if ``average is None``. Labels present in the data can be |
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excluded, for example to calculate a multiclass average ignoring a |
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357
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|
majority negative class, while labels not present in the data will |
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358
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result in 0 components in a macro average. For multilabel targets, |
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359
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|
labels are column indices. By default, all labels in ``y_true`` and |
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``y_pred`` are used in sorted order. |
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362
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.. versionchanged:: 0.17 |
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Parameter `labels` improved for multiclass problem. |
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365
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pos_label : str or int, default=1 |
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366
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The class to report if ``average='binary'`` and the data is binary. |
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367
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If the data are multiclass or multilabel, this will be ignored; |
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368
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setting ``labels=[pos_label]`` and ``average != 'binary'`` will report |
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369
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|
scores for that label only. |
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370
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371
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average : {'macro', 'weighted', 'binary'} or None, \ |
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default='binary' |
|
373
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|
This parameter is required for multiclass/multilabel targets. |
|
374
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|
If ``None``, the scores for each class are returned. Otherwise, this |
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375
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|
determines the type of averaging performed on the data: |
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376
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|
377
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|
``'binary'``: |
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378
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|
|
Only report results for the class specified by ``pos_label``. |
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379
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|
This is applicable only if targets (``y_{true,pred}``) are binary. |
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|
``'macro'``: |
|
381
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|
Calculate metrics for each label, and find their unweighted |
|
382
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|
|
mean. This does not take label imbalance into account. |
|
383
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|
``'weighted'``: |
|
384
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|
Calculate metrics for each label, and find their average weighted |
|
385
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|
|
by support (the number of true instances for each label). This |
|
386
|
|
|
alters 'macro' to account for label imbalance; it can result in an |
|
387
|
|
|
F-score that is not between precision and recall. |
|
388
|
|
|
|
|
389
|
|
|
sample_weight : array-like of shape (n_samples,), default=None |
|
390
|
|
|
Sample weights. |
|
391
|
|
|
|
|
392
|
|
|
zero_division : "warn", 0 or 1, default="warn" |
|
393
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|
|
Sets the value to return when there is a zero division, i.e. when all |
|
394
|
|
|
predictions and labels are negative. If set to "warn", this acts as 0, |
|
395
|
|
|
but warnings are also raised. |
|
396
|
|
|
|
|
397
|
|
|
class_distribution : Optional list, default=None |
|
398
|
|
|
The proportion that each class makes up in the dataset. If not |
|
399
|
|
|
provided then it's estimated from y_true. |
|
400
|
|
|
|
|
401
|
|
|
Returns |
|
402
|
|
|
------- |
|
403
|
|
|
f1_gain_score : float or array of float, shape = [n_unique_labels] |
|
404
|
|
|
F1 Gain score of the positive class in binary classification or weighted |
|
405
|
|
|
average of the F1 Gain scores of each class for the multiclass task. |
|
406
|
|
|
|
|
407
|
|
|
See Also |
|
408
|
|
|
-------- |
|
409
|
|
|
fbeta_gain_score : Compute the F-Gain beta score. |
|
410
|
|
|
precision_recall_fgain_score_support : Compute the precision gain, recall |
|
411
|
|
|
gain, F-Gain score, and support. |
|
412
|
|
|
jaccard_score : Compute the Jaccard similarity coefficient score. |
|
413
|
|
|
multilabel_confusion_matrix : Compute a confusion matrix for each class or |
|
414
|
|
|
sample. |
|
415
|
|
|
|
|
416
|
|
|
Notes |
|
417
|
|
|
----- |
|
418
|
|
|
When ``true positive + false positive == 0``, precision is undefined. |
|
419
|
|
|
When ``true positive + false negative == 0``, recall is undefined. |
|
420
|
|
|
In such cases, by default the metric will be set to 0, as will f-score, |
|
421
|
|
|
and ``UndefinedMetricWarning`` will be raised. This behavior can be |
|
422
|
|
|
modified with ``zero_division``. |
|
423
|
|
|
|
|
424
|
|
|
References |
|
425
|
|
|
---------- |
|
426
|
|
|
.. [1] `Precision-Recall-Gain Curves: PR Analysis Done Right (2015) by |
|
427
|
|
|
Peter A. Flach and Meelis Kull |
|
428
|
|
|
<https://papers.nips.cc/paper/2015/file/33e8075e9970de0cfea955afd4644bb2-Paper.pdf>`_. |
|
429
|
|
|
.. [2] `Wikipedia entry for the F1-score |
|
430
|
|
|
<https://en.wikipedia.org/wiki/F1_score>`_. |
|
431
|
|
|
|
|
432
|
|
|
Examples |
|
433
|
|
|
-------- |
|
434
|
|
|
>>> from precision_recall_gain import f1_gain_score |
|
435
|
|
|
>>> y_true = [0, 1, 2, 0, 1, 2, 2] |
|
436
|
|
|
>>> y_pred = [0, 2, 1, 0, 1, 1, 2] |
|
437
|
|
|
>>> f1_gain_score(y_true, y_pred, average='macro') |
|
438
|
|
|
0.42... |
|
439
|
|
|
>>> f1_gain_score(y_true, y_pred, average='weighted') |
|
440
|
|
|
0.34... |
|
441
|
|
|
>>> f1_gain_score(y_true, y_pred, average=None) |
|
442
|
|
|
array([ 1. , 0.4 , -0.125]) |
|
443
|
|
|
>>> y_true = [0, 0, 0, 0, 0, 0] |
|
444
|
|
|
>>> y_pred = [0, 0, 0, 0, 0, 0] |
|
445
|
|
|
>>> f1_gain_score(y_true, y_pred, zero_division=1) |
|
446
|
|
|
1.0 |
|
447
|
|
|
>>> # multilabel classification |
|
448
|
|
|
>>> y_true = [[0, 0, 0], [1, 1, 1], [0, 1, 1]] |
|
449
|
|
|
>>> y_pred = [[0, 0, 0], [1, 1, 1], [1, 1, 0]] |
|
450
|
|
|
>>> f1_gain_score(y_true, y_pred, average=None) |
|
451
|
|
|
array([0.75, 1. , 0. ]) |
|
452
|
|
|
""" |
|
453
|
|
|
return fbeta_gain_score( |
|
454
|
|
|
y_true, |
|
455
|
|
|
y_pred, |
|
456
|
|
|
beta=1, |
|
457
|
|
|
labels=labels, |
|
458
|
|
|
pos_label=pos_label, |
|
459
|
|
|
average=average, |
|
460
|
|
|
sample_weight=sample_weight, |
|
461
|
|
|
zero_division=zero_division, |
|
462
|
|
|
class_distribution=class_distribution, |
|
463
|
|
|
) |
|
464
|
|
|
|
|
465
|
|
|
|
|
466
|
|
|
def fbeta_gain_score( |
|
467
|
|
|
y_true, |
|
468
|
|
|
y_pred, |
|
469
|
|
|
*, |
|
470
|
|
|
beta, |
|
471
|
|
|
labels=None, |
|
472
|
|
|
pos_label=1, |
|
473
|
|
|
average="binary", |
|
474
|
|
|
sample_weight=None, |
|
475
|
|
|
zero_division="warn", |
|
476
|
|
|
class_distribution=None, |
|
477
|
|
|
): |
|
478
|
|
|
"""Compute the F-Gain beta score. |
|
479
|
|
|
|
|
480
|
|
|
The F-Gain beta score is the weighted arthimetic mean of precision gain |
|
481
|
|
|
and recall gain, reaching its optimal value at 1 and its worst value at |
|
482
|
|
|
-Inf. |
|
483
|
|
|
|
|
484
|
|
|
The `beta` parameter determines the weight of recall gain in the combined |
|
485
|
|
|
score. ``beta < 1`` lends more weight to precision, while ``beta > 1`` |
|
486
|
|
|
favors recall (``beta -> 0`` considers only precision, ``beta -> +inf`` |
|
487
|
|
|
only recall). |
|
488
|
|
|
|
|
489
|
|
|
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. |
|
490
|
|
|
|
|
491
|
|
|
Parameters |
|
492
|
|
|
---------- |
|
493
|
|
|
y_true : 1d array-like, or label indicator array / sparse matrix |
|
494
|
|
|
Ground truth (correct) target values. |
|
495
|
|
|
|
|
496
|
|
|
y_pred : 1d array-like, or label indicator array / sparse matrix |
|
497
|
|
|
Estimated targets as returned by a classifier. |
|
498
|
|
|
|
|
499
|
|
|
beta : float |
|
500
|
|
|
Determines the weight of recall in the combined score. |
|
501
|
|
|
|
|
502
|
|
|
labels : array-like, default=None |
|
503
|
|
|
The set of labels to include when ``average != 'binary'``, and their |
|
504
|
|
|
order if ``average is None``. Labels present in the data can be |
|
505
|
|
|
excluded, for example to calculate a multiclass average ignoring a |
|
506
|
|
|
majority negative class, while labels not present in the data will |
|
507
|
|
|
result in 0 components in a macro average. For multilabel targets, |
|
508
|
|
|
labels are column indices. By default, all labels in ``y_true`` and |
|
509
|
|
|
``y_pred`` are used in sorted order. |
|
510
|
|
|
|
|
511
|
|
|
.. versionchanged:: 0.17 |
|
512
|
|
|
Parameter `labels` improved for multiclass problem. |
|
513
|
|
|
|
|
514
|
|
|
pos_label : str or int, default=1 |
|
515
|
|
|
The class to report if ``average='binary'`` and the data is binary. |
|
516
|
|
|
If the data are multiclass or multilabel, this will be ignored; |
|
517
|
|
|
setting ``labels=[pos_label]`` and ``average != 'binary'`` will report |
|
518
|
|
|
scores for that label only. |
|
519
|
|
|
|
|
520
|
|
|
average : {'macro', 'weighted', 'binary'} or None, \ |
|
521
|
|
|
default='binary' |
|
522
|
|
|
This parameter is required for multiclass/multilabel targets. |
|
523
|
|
|
If ``None``, the scores for each class are returned. Otherwise, this |
|
524
|
|
|
determines the type of averaging performed on the data: |
|
525
|
|
|
|
|
526
|
|
|
``'binary'``: |
|
527
|
|
|
Only report results for the class specified by ``pos_label``. |
|
528
|
|
|
This is applicable only if targets (``y_{true,pred}``) are binary. |
|
529
|
|
|
``'macro'``: |
|
530
|
|
|
Calculate metrics for each label, and find their unweighted |
|
531
|
|
|
mean. This does not take label imbalance into account. |
|
532
|
|
|
``'weighted'``: |
|
533
|
|
|
Calculate metrics for each label, and find their average weighted |
|
534
|
|
|
by support (the number of true instances for each label). This |
|
535
|
|
|
alters 'macro' to account for label imbalance; it can result in an |
|
536
|
|
|
F-score that is not between precision and recall. |
|
537
|
|
|
|
|
538
|
|
|
sample_weight : array-like of shape (n_samples,), default=None |
|
539
|
|
|
Sample weights. |
|
540
|
|
|
|
|
541
|
|
|
zero_division : "warn", 0 or 1, default="warn" |
|
542
|
|
|
Sets the value to return when there is a zero division, i.e. when all |
|
543
|
|
|
predictions and labels are negative. If set to "warn", this acts as 0, |
|
544
|
|
|
but warnings are also raised. |
|
545
|
|
|
|
|
546
|
|
|
class_distribution : Optional list, default=None |
|
547
|
|
|
The proportion that each class makes up in the dataset. If not |
|
548
|
|
|
provided then it's estimated from y_true. |
|
549
|
|
|
|
|
550
|
|
|
Returns |
|
551
|
|
|
------- |
|
552
|
|
|
fgain_beta_score : float (if average is not None) or array of float, shape =\ |
|
553
|
|
|
[n_unique_labels] |
|
554
|
|
|
F-Gain beta score of the positive class in binary classification or weighted |
|
555
|
|
|
average of the F-Gain beta score of each class for the multiclass task. |
|
556
|
|
|
|
|
557
|
|
|
See Also |
|
558
|
|
|
-------- |
|
559
|
|
|
precision_recall_fgain_score_support : Compute the precision gain, recall |
|
560
|
|
|
gain, F-Gain score, and support. |
|
561
|
|
|
multilabel_confusion_matrix : Compute a confusion matrix for each class or |
|
562
|
|
|
sample. |
|
563
|
|
|
|
|
564
|
|
|
Notes |
|
565
|
|
|
----- |
|
566
|
|
|
When ``true positive + false positive == 0`` or |
|
567
|
|
|
``true positive + false negative == 0``, f-score returns 0 and raises |
|
568
|
|
|
``UndefinedMetricWarning``. This behavior can be |
|
569
|
|
|
modified with ``zero_division``. |
|
570
|
|
|
|
|
571
|
|
|
References |
|
572
|
|
|
---------- |
|
573
|
|
|
.. [1] `Precision-Recall-Gain Curves: PR Analysis Done Right (2015) by |
|
574
|
|
|
Peter A. Flach and Meelis Kull |
|
575
|
|
|
<https://papers.nips.cc/paper/2015/file/33e8075e9970de0cfea955afd4644bb2-Paper.pdf>`_. |
|
576
|
|
|
.. [2] R. Baeza-Yates and B. Ribeiro-Neto (2011). |
|
577
|
|
|
Modern Information Retrieval. Addison Wesley, pp. 327-328. |
|
578
|
|
|
|
|
579
|
|
|
.. [3] `Wikipedia entry for the F1-score |
|
580
|
|
|
<https://en.wikipedia.org/wiki/F1_score>`_. |
|
581
|
|
|
|
|
582
|
|
|
Examples |
|
583
|
|
|
-------- |
|
584
|
|
|
>>> from precision_recall_gain import fbeta_gain_score |
|
585
|
|
|
>>> y_true = [0, 1, 2, 0, 1, 2, 2] |
|
586
|
|
|
>>> y_pred = [0, 2, 1, 0, 1, 1, 2] |
|
587
|
|
|
>>> fbeta_gain_score(y_true, y_pred, average='macro', beta=0.5) |
|
588
|
|
|
0.45... |
|
589
|
|
|
>>> fbeta_gain_score(y_true, y_pred, average='weighted', beta=0.5) |
|
590
|
|
|
0.40... |
|
591
|
|
|
>>> fbeta_gain_score(y_true, y_pred, average=None, beta=0.5) |
|
592
|
|
|
array([1. , 0.28, 0.1 ]) |
|
593
|
|
|
""" |
|
594
|
|
|
|
|
595
|
|
|
_, _, f, _ = precision_recall_fgain_score_support( |
|
596
|
|
|
y_true, |
|
597
|
|
|
y_pred, |
|
598
|
|
|
beta=beta, |
|
599
|
|
|
labels=labels, |
|
600
|
|
|
pos_label=pos_label, |
|
601
|
|
|
average=average, |
|
602
|
|
|
warn_for=("f-score",), |
|
603
|
|
|
sample_weight=sample_weight, |
|
604
|
|
|
zero_division=zero_division, |
|
605
|
|
|
class_distribution=class_distribution, |
|
606
|
|
|
) |
|
607
|
|
|
return f |
|
608
|
|
|
|
|
609
|
|
|
|
|
610
|
|
|
def precision_recall_fgain_score_support( |
|
611
|
|
|
y_true, |
|
612
|
|
|
y_pred, |
|
613
|
|
|
*, |
|
614
|
|
|
class_distribution=None, |
|
615
|
|
|
beta=1.0, |
|
616
|
|
|
labels=None, |
|
617
|
|
|
pos_label=1, |
|
618
|
|
|
average=None, |
|
619
|
|
|
warn_for=("precision", "recall", "f-score"), |
|
620
|
|
|
sample_weight=None, |
|
621
|
|
|
zero_division="warn", |
|
622
|
|
|
): |
|
623
|
|
|
"""Compute precision gain, recall gain, F-Gain measure and support for each |
|
624
|
|
|
class. |
|
625
|
|
|
|
|
626
|
|
|
All three measures are derrived by applying the following transform to their |
|
627
|
|
|
respective vanilla metric values. |
|
628
|
|
|
|
|
629
|
|
|
f(x) = (x - pi) / ((1 - pi) * x) |
|
630
|
|
|
|
|
631
|
|
|
pi = proportion of positives |
|
632
|
|
|
|
|
633
|
|
|
The vanilla metrics prior to transformation are defined as follows: |
|
634
|
|
|
|
|
635
|
|
|
The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number |
|
636
|
|
|
of true positives and ``fp`` the number of false positives. The |
|
637
|
|
|
precision is intuitively the ability of the classifier not to label a |
|
638
|
|
|
negative sample as positive. |
|
639
|
|
|
|
|
640
|
|
|
The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of |
|
641
|
|
|
true positives and ``fn`` the number of false negatives. The recall is |
|
642
|
|
|
intuitively the ability of the classifier to find all the positive |
|
643
|
|
|
samples. |
|
644
|
|
|
|
|
645
|
|
|
The F-beta score can be interpreted as a weighted harmonic mean of the |
|
646
|
|
|
precision and recall, where an F-beta score reaches its best value at 1 |
|
647
|
|
|
and worst score at 0. |
|
648
|
|
|
|
|
649
|
|
|
The F-beta score weights recall more than precision by a factor of |
|
650
|
|
|
``beta``. ``beta == 1.0`` means recall and precision are equally |
|
651
|
|
|
important. |
|
652
|
|
|
|
|
653
|
|
|
The support is the number of occurrences of each class in ``y_true``. |
|
654
|
|
|
|
|
655
|
|
|
If ``pos_label is None`` and in binary classification, this function returns |
|
656
|
|
|
the average precision gain, recall gain and F-gain measure if ``average`` is |
|
657
|
|
|
one of ``'micro'``, ``'macro'``, ``'weighted'`` or ``'samples'``. |
|
658
|
|
|
|
|
659
|
|
|
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. |
|
660
|
|
|
|
|
661
|
|
|
Parameters |
|
662
|
|
|
---------- |
|
663
|
|
|
y_true : 1d array-like, or label indicator array / sparse matrix |
|
664
|
|
|
Ground truth (correct) target values. |
|
665
|
|
|
|
|
666
|
|
|
y_pred : 1d array-like, or label indicator array / sparse matrix |
|
667
|
|
|
Estimated targets as returned by a classifier. |
|
668
|
|
|
|
|
669
|
|
|
beta : float, default=1.0 |
|
670
|
|
|
The strength of recall versus precision in the F-score. |
|
671
|
|
|
|
|
672
|
|
|
labels : array-like, default=None |
|
673
|
|
|
The set of labels to include when ``average != 'binary'``, and their |
|
674
|
|
|
order if ``average is None``. Labels present in the data can be |
|
675
|
|
|
excluded, for example to calculate a multiclass average ignoring a |
|
676
|
|
|
majority negative class, while labels not present in the data will |
|
677
|
|
|
result in 0 components in a macro average. For multilabel targets, |
|
678
|
|
|
labels are column indices. By default, all labels in ``y_true`` and |
|
679
|
|
|
``y_pred`` are used in sorted order. |
|
680
|
|
|
|
|
681
|
|
|
pos_label : str or int, default=1 |
|
682
|
|
|
The class to report if ``average='binary'`` and the data is binary. |
|
683
|
|
|
If the data are multiclass or multilabel, this will be ignored; |
|
684
|
|
|
setting ``labels=[pos_label]`` and ``average != 'binary'`` will report |
|
685
|
|
|
scores for that label only. |
|
686
|
|
|
|
|
687
|
|
|
average : {'binary', 'macro', 'weighted'}, \ |
|
688
|
|
|
default=None |
|
689
|
|
|
If ``None``, the scores for each class are returned. Otherwise, this |
|
690
|
|
|
determines the type of averaging performed on the data: |
|
691
|
|
|
|
|
692
|
|
|
``'binary'``: |
|
693
|
|
|
Only report results for the class specified by ``pos_label``. |
|
694
|
|
|
This is applicable only if targets (``y_{true,pred}``) are binary. |
|
695
|
|
|
``'macro'``: |
|
696
|
|
|
Calculate metrics for each label, and find their unweighted |
|
697
|
|
|
mean. This does not take label imbalance into account. |
|
698
|
|
|
``'weighted'``: |
|
699
|
|
|
Calculate metrics for each label, and find their average weighted |
|
700
|
|
|
by support (the number of true instances for each label). This |
|
701
|
|
|
alters 'macro' to account for label imbalance; it can result in an |
|
702
|
|
|
F-score that is not between precision and recall. |
|
703
|
|
|
|
|
704
|
|
|
warn_for : tuple or set, for internal use |
|
705
|
|
|
This determines which warnings will be made in the case that this |
|
706
|
|
|
function is being used to return only one of its metrics. |
|
707
|
|
|
|
|
708
|
|
|
sample_weight : array-like of shape (n_samples,), default=None |
|
709
|
|
|
Sample weights. |
|
710
|
|
|
|
|
711
|
|
|
zero_division : "warn", 0 or 1, default="warn" |
|
712
|
|
|
Sets the value to return when there is a zero division: |
|
713
|
|
|
- recall: when there are no positive labels |
|
714
|
|
|
- precision: when there are no positive predictions |
|
715
|
|
|
- f-score: both |
|
716
|
|
|
|
|
717
|
|
|
If set to "warn", this acts as 0, but warnings are also raised. |
|
718
|
|
|
|
|
719
|
|
|
class_distribution : Optional list, default=None |
|
720
|
|
|
The proportion that each class makes up in the dataset. If not |
|
721
|
|
|
provided then it's estimated from y_true. |
|
722
|
|
|
|
|
723
|
|
|
Returns |
|
724
|
|
|
------- |
|
725
|
|
|
precision_gain : float (if average is not None) or array of float, shape =\ |
|
726
|
|
|
[n_unique_labels] |
|
727
|
|
|
Precision Gain score. |
|
728
|
|
|
|
|
729
|
|
|
recall_gain : float (if average is not None) or array of float, shape =\ |
|
730
|
|
|
[n_unique_labels] |
|
731
|
|
|
Recall Gain score. |
|
732
|
|
|
|
|
733
|
|
|
f_gain_beta_score : float (if average is not None) or array of float, shape =\ |
|
734
|
|
|
[n_unique_labels] |
|
735
|
|
|
F-beta Gain score. |
|
736
|
|
|
|
|
737
|
|
|
support : None (if average is not None) or array of int, shape =\ |
|
738
|
|
|
[n_unique_labels] |
|
739
|
|
|
The number of occurrences of each label in ``y_true``. |
|
740
|
|
|
|
|
741
|
|
|
Notes |
|
742
|
|
|
----- |
|
743
|
|
|
When ``true positive + false positive == 0``, precision is undefined. |
|
744
|
|
|
When ``true positive + false negative == 0``, recall is undefined. |
|
745
|
|
|
In such cases, by default the metric will be set to 0, as will f-score, |
|
746
|
|
|
and ``UndefinedMetricWarning`` will be raised. This behavior can be |
|
747
|
|
|
modified with ``zero_division``. |
|
748
|
|
|
|
|
749
|
|
|
References |
|
750
|
|
|
---------- |
|
751
|
|
|
.. [1] `Precision-Recall-Gain Curves: PR Analysis Done Right (2015) by Peter |
|
752
|
|
|
A. Flach and Meelis Kull |
|
753
|
|
|
<https://papers.nips.cc/paper/2015/file/33e8075e9970de0cfea955afd4644bb2-Paper.pdf>`_. |
|
754
|
|
|
.. [2] `Wikipedia entry for the Precision and recall |
|
755
|
|
|
<https://en.wikipedia.org/wiki/Precision_and_recall>`_. |
|
756
|
|
|
|
|
757
|
|
|
.. [3] `Wikipedia entry for the F1-score |
|
758
|
|
|
<https://en.wikipedia.org/wiki/F1_score>`_. |
|
759
|
|
|
|
|
760
|
|
|
.. [4] `Discriminative Methods for Multi-labeled Classification Advances in |
|
761
|
|
|
Knowledge Discovery and Data Mining (2004), pp. 22-30 by Shantanu |
|
762
|
|
|
Godbole, Sunita Sarawagi |
|
763
|
|
|
<http://www.godbole.net/shantanu/pubs/multilabelsvm-pakdd04.pdf>`_. |
|
764
|
|
|
|
|
765
|
|
|
Examples |
|
766
|
|
|
-------- |
|
767
|
|
|
>>> import numpy as np |
|
768
|
|
|
>>> from precision_recall_gain import precision_recall_fgain_score_support |
|
769
|
|
|
>>> y_true = np.array(['cat', 'dog', 'pig', 'dog', 'cat', 'pig', 'pig']) |
|
770
|
|
|
>>> y_pred = np.array(['cat', 'pig', 'dog', 'dog', 'cat', 'dog', 'pig']) |
|
771
|
|
|
|
|
772
|
|
|
It is possible to compute per-label precisions, recalls, F1-scores and |
|
773
|
|
|
supports instead of averaging: |
|
774
|
|
|
|
|
775
|
|
|
>>> precision_recall_fgain_score_support(y_true, y_pred, average=None, |
|
776
|
|
|
... labels=['pig', 'dog', 'cat']) |
|
777
|
|
|
(array([0.25, 0.2 , 1. ]), array([-0.5, 0.6, 1. ]), array([-0.125, 0.4 , 1. ]), array([3, 2, 2])) |
|
778
|
|
|
""" |
|
779
|
|
|
average_options = (None, "binary", "macro", "weighted") |
|
780
|
|
|
if average not in average_options: |
|
781
|
|
|
raise ValueError("average has to be one of " + str(average_options)) |
|
782
|
|
|
|
|
783
|
|
|
return _precision_recall_fscore_support( |
|
784
|
|
|
y_true=y_true, |
|
785
|
|
|
y_pred=y_pred, |
|
786
|
|
|
beta=beta, |
|
787
|
|
|
labels=labels, |
|
788
|
|
|
pos_label=pos_label, |
|
789
|
|
|
average=average, |
|
790
|
|
|
warn_for=warn_for, |
|
791
|
|
|
sample_weight=sample_weight, |
|
792
|
|
|
zero_division=zero_division, |
|
793
|
|
|
return_in_gain_space=True, |
|
794
|
|
|
class_distribution=class_distribution, |
|
795
|
|
|
) |
|
796
|
|
|
|
|
797
|
|
|
|
|
798
|
|
|
def precision_gain_score( |
|
799
|
|
|
y_true, |
|
800
|
|
|
y_pred, |
|
801
|
|
|
*, |
|
802
|
|
|
labels=None, |
|
803
|
|
|
pos_label=1, |
|
804
|
|
|
average="binary", |
|
805
|
|
|
sample_weight=None, |
|
806
|
|
|
zero_division="warn", |
|
807
|
|
|
class_distribution=None, |
|
808
|
|
|
): |
|
809
|
|
|
"""Compute the precision Gain. |
|
810
|
|
|
|
|
811
|
|
|
The metric is derrived by applying the following transform to precision: |
|
812
|
|
|
|
|
813
|
|
|
f(x) = (x - pi) / ((1 - pi) * x) |
|
814
|
|
|
|
|
815
|
|
|
pi = proportion of positives |
|
816
|
|
|
|
|
817
|
|
|
The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of |
|
818
|
|
|
true positives and ``fp`` the number of false positives. The precision is |
|
819
|
|
|
intuitively the ability of the classifier not to label as positive a sample |
|
820
|
|
|
that is negative. |
|
821
|
|
|
|
|
822
|
|
|
The best value is 1 and the worst value is -Inf. |
|
823
|
|
|
|
|
824
|
|
|
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. |
|
825
|
|
|
|
|
826
|
|
|
Parameters |
|
827
|
|
|
---------- |
|
828
|
|
|
y_true : 1d array-like, or label indicator array / sparse matrix |
|
829
|
|
|
Ground truth (correct) target values. |
|
830
|
|
|
|
|
831
|
|
|
y_pred : 1d array-like, or label indicator array / sparse matrix |
|
832
|
|
|
Estimated targets as returned by a classifier. |
|
833
|
|
|
|
|
834
|
|
|
labels : array-like, default=None |
|
835
|
|
|
The set of labels to include when ``average != 'binary'``, and their |
|
836
|
|
|
order if ``average is None``. Labels present in the data can be |
|
837
|
|
|
excluded, for example to calculate a multiclass average ignoring a |
|
838
|
|
|
majority negative class, while labels not present in the data will |
|
839
|
|
|
result in 0 components in a macro average. For multilabel targets, |
|
840
|
|
|
labels are column indices. By default, all labels in ``y_true`` and |
|
841
|
|
|
``y_pred`` are used in sorted order. |
|
842
|
|
|
|
|
843
|
|
|
.. versionchanged:: 0.17 |
|
844
|
|
|
Parameter `labels` improved for multiclass problem. |
|
845
|
|
|
|
|
846
|
|
|
pos_label : str or int, default=1 |
|
847
|
|
|
The class to report if ``average='binary'`` and the data is binary. |
|
848
|
|
|
If the data are multiclass or multilabel, this will be ignored; |
|
849
|
|
|
setting ``labels=[pos_label]`` and ``average != 'binary'`` will report |
|
850
|
|
|
scores for that label only. |
|
851
|
|
|
|
|
852
|
|
|
average : {'macro', 'weighted', 'binary'} or None, \ |
|
853
|
|
|
default='binary' |
|
854
|
|
|
This parameter is required for multiclass/multilabel targets. |
|
855
|
|
|
If ``None``, the scores for each class are returned. Otherwise, this |
|
856
|
|
|
determines the type of averaging performed on the data: |
|
857
|
|
|
|
|
858
|
|
|
``'binary'``: |
|
859
|
|
|
Only report results for the class specified by ``pos_label``. |
|
860
|
|
|
This is applicable only if targets (``y_{true,pred}``) are binary. |
|
861
|
|
|
``'macro'``: |
|
862
|
|
|
Calculate metrics for each label, and find their unweighted |
|
863
|
|
|
mean. This does not take label imbalance into account. |
|
864
|
|
|
``'weighted'``: |
|
865
|
|
|
Calculate metrics for each label, and find their average weighted |
|
866
|
|
|
by support (the number of true instances for each label). This |
|
867
|
|
|
alters 'macro' to account for label imbalance; it can result in an |
|
868
|
|
|
F-score that is not between precision and recall. |
|
869
|
|
|
|
|
870
|
|
|
sample_weight : array-like of shape (n_samples,), default=None |
|
871
|
|
|
Sample weights. |
|
872
|
|
|
|
|
873
|
|
|
zero_division : "warn", 0 or 1, default="warn" |
|
874
|
|
|
Sets the value to return when there is a zero division. If set to |
|
875
|
|
|
"warn", this acts as 0, but warnings are also raised. |
|
876
|
|
|
|
|
877
|
|
|
class_distribution : Optional list, default=None |
|
878
|
|
|
The proportion that each class makes up in the dataset. If not |
|
879
|
|
|
provided then it's estimated from y_true. |
|
880
|
|
|
|
|
881
|
|
|
Returns |
|
882
|
|
|
------- |
|
883
|
|
|
precision_gain : float (if average is not None) or array of float of shape \ |
|
884
|
|
|
(n_unique_labels,) |
|
885
|
|
|
Precision of the positive class in binary classification or weighted |
|
886
|
|
|
average of the precision of each class for the multiclass task. |
|
887
|
|
|
|
|
888
|
|
|
See Also |
|
889
|
|
|
-------- |
|
890
|
|
|
precision_recall_fgain_score_support : Compute precision, recall, F-measure and |
|
891
|
|
|
support for each class. |
|
892
|
|
|
recall_gain_score : Compute the ratio ``tp / (tp + fn)`` where ``tp`` is the |
|
893
|
|
|
number of true positives and ``fn`` the number of false negatives. |
|
894
|
|
|
PrecisionRecallDisplay.from_estimator : Plot precision-recall curve given |
|
895
|
|
|
an estimator and some data. |
|
896
|
|
|
PrecisionRecallDisplay.from_predictions : Plot precision-recall curve given |
|
897
|
|
|
binary class predictions. |
|
898
|
|
|
multilabel_confusion_matrix : Compute a confusion matrix for each class or |
|
899
|
|
|
sample. |
|
900
|
|
|
|
|
901
|
|
|
Notes |
|
902
|
|
|
----- |
|
903
|
|
|
When ``true positive + false positive == 0``, precision returns 0 and |
|
904
|
|
|
raises ``UndefinedMetricWarning``. This behavior can be |
|
905
|
|
|
modified with ``zero_division``. |
|
906
|
|
|
|
|
907
|
|
|
References |
|
908
|
|
|
---------- |
|
909
|
|
|
.. [1] `Precision-Recall-Gain Curves: PR Analysis Done Right (2015) by Peter |
|
910
|
|
|
A. Flach and Meelis Kull |
|
911
|
|
|
<https://papers.nips.cc/paper/2015/file/33e8075e9970de0cfea955afd4644bb2-Paper.pdf>`_. |
|
912
|
|
|
|
|
913
|
|
|
Examples |
|
914
|
|
|
-------- |
|
915
|
|
|
>>> from precision_recall_gain import precision_gain_score |
|
916
|
|
|
>>> y_true = [0, 1, 2, 0, 1, 2] |
|
917
|
|
|
>>> y_pred = [0, 2, 1, 0, 0, 1] |
|
918
|
|
|
>>> int(precision_gain_score(y_true, y_pred, average='macro')) |
|
919
|
|
|
-333333333333333 |
|
920
|
|
|
>>> int(precision_gain_score(y_true, y_pred, average='weighted')) |
|
921
|
|
|
-333333333333333 |
|
922
|
|
|
>>> precision_gain_score(y_true, y_pred, average=None) |
|
923
|
|
|
array([ 7.5e-01, -5.0e+14, -5.0e+14]) |
|
924
|
|
|
>>> y_pred = [0, 0, 0, 0, 0, 0] |
|
925
|
|
|
>>> precision_gain_score(y_true, y_pred, average=None) |
|
926
|
|
|
array([ 0.e+00, -5.e+14, -5.e+14]) |
|
927
|
|
|
>>> precision_gain_score(y_true, y_pred, average=None, zero_division=1) |
|
928
|
|
|
array([0., 1., 1.]) |
|
929
|
|
|
>>> # multilabel classification |
|
930
|
|
|
>>> y_true = [[0, 0, 0], [1, 1, 1], [0, 1, 1]] |
|
931
|
|
|
>>> y_pred = [[0, 0, 0], [1, 1, 1], [1, 1, 0]] |
|
932
|
|
|
>>> precision_gain_score(y_true, y_pred, average=None) |
|
933
|
|
|
array([0.5, 1. , 1. ]) |
|
934
|
|
|
""" |
|
935
|
|
|
p, _, _, _ = precision_recall_fgain_score_support( |
|
936
|
|
|
y_true, |
|
937
|
|
|
y_pred, |
|
938
|
|
|
labels=labels, |
|
939
|
|
|
pos_label=pos_label, |
|
940
|
|
|
average=average, |
|
941
|
|
|
warn_for=("precision",), |
|
942
|
|
|
sample_weight=sample_weight, |
|
943
|
|
|
zero_division=zero_division, |
|
944
|
|
|
class_distribution=class_distribution, |
|
945
|
|
|
) |
|
946
|
|
|
return p |
|
947
|
|
|
|
|
948
|
|
|
|
|
949
|
|
|
def recall_gain_score( |
|
950
|
|
|
y_true, |
|
951
|
|
|
y_pred, |
|
952
|
|
|
*, |
|
953
|
|
|
labels=None, |
|
954
|
|
|
pos_label=1, |
|
955
|
|
|
average="binary", |
|
956
|
|
|
sample_weight=None, |
|
957
|
|
|
zero_division="warn", |
|
958
|
|
|
class_distribution=None, |
|
959
|
|
|
): |
|
960
|
|
|
"""Compute the recall Gain. |
|
961
|
|
|
|
|
962
|
|
|
The metric is derrived by applying the following transform to precision: |
|
963
|
|
|
|
|
964
|
|
|
f(x) = (x - pi) / ((1 - pi) * x) |
|
965
|
|
|
|
|
966
|
|
|
pi = proportion of positives |
|
967
|
|
|
|
|
968
|
|
|
The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of |
|
969
|
|
|
true positives and ``fn`` the number of false negatives. The recall is |
|
970
|
|
|
intuitively the ability of the classifier to find all the positive samples. |
|
971
|
|
|
|
|
972
|
|
|
The best value is 1 and the worst value is -Inf. |
|
973
|
|
|
|
|
974
|
|
|
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. |
|
975
|
|
|
|
|
976
|
|
|
Parameters |
|
977
|
|
|
---------- |
|
978
|
|
|
y_true : 1d array-like, or label indicator array / sparse matrix |
|
979
|
|
|
Ground truth (correct) target values. |
|
980
|
|
|
|
|
981
|
|
|
y_pred : 1d array-like, or label indicator array / sparse matrix |
|
982
|
|
|
Estimated targets as returned by a classifier. |
|
983
|
|
|
|
|
984
|
|
|
labels : array-like, default=None |
|
985
|
|
|
The set of labels to include when ``average != 'binary'``, and their |
|
986
|
|
|
order if ``average is None``. Labels present in the data can be |
|
987
|
|
|
excluded, for example to calculate a multiclass average ignoring a |
|
988
|
|
|
majority negative class, while labels not present in the data will |
|
989
|
|
|
result in 0 components in a macro average. For multilabel targets, |
|
990
|
|
|
labels are column indices. By default, all labels in ``y_true`` and |
|
991
|
|
|
``y_pred`` are used in sorted order. |
|
992
|
|
|
|
|
993
|
|
|
.. versionchanged:: 0.17 |
|
994
|
|
|
Parameter `labels` improved for multiclass problem. |
|
995
|
|
|
|
|
996
|
|
|
pos_label : str or int, default=1 |
|
997
|
|
|
The class to report if ``average='binary'`` and the data is binary. |
|
998
|
|
|
If the data are multiclass or multilabel, this will be ignored; |
|
999
|
|
|
setting ``labels=[pos_label]`` and ``average != 'binary'`` will report |
|
1000
|
|
|
scores for that label only. |
|
1001
|
|
|
|
|
1002
|
|
|
average : {'macro', 'weighted', 'binary'} or None, \ |
|
1003
|
|
|
default='binary' |
|
1004
|
|
|
This parameter is required for multiclass/multilabel targets. |
|
1005
|
|
|
If ``None``, the scores for each class are returned. Otherwise, this |
|
1006
|
|
|
determines the type of averaging performed on the data: |
|
1007
|
|
|
|
|
1008
|
|
|
``'binary'``: |
|
1009
|
|
|
Only report results for the class specified by ``pos_label``. |
|
1010
|
|
|
This is applicable only if targets (``y_{true,pred}``) are binary. |
|
1011
|
|
|
``'macro'``: |
|
1012
|
|
|
Calculate metrics for each label, and find their unweighted |
|
1013
|
|
|
mean. This does not take label imbalance into account. |
|
1014
|
|
|
``'weighted'``: |
|
1015
|
|
|
Calculate metrics for each label, and find their average weighted |
|
1016
|
|
|
by support (the number of true instances for each label). This |
|
1017
|
|
|
alters 'macro' to account for label imbalance; it can result in an |
|
1018
|
|
|
F-score that is not between precision and recall. Weighted recall |
|
1019
|
|
|
is equal to accuracy. |
|
1020
|
|
|
|
|
1021
|
|
|
sample_weight : array-like of shape (n_samples,), default=None |
|
1022
|
|
|
Sample weights. |
|
1023
|
|
|
|
|
1024
|
|
|
zero_division : "warn", 0 or 1, default="warn" |
|
1025
|
|
|
Sets the value to return when there is a zero division. If set to |
|
1026
|
|
|
"warn", this acts as 0, but warnings are also raised. |
|
1027
|
|
|
|
|
1028
|
|
|
class_distribution : Optional list, default=None |
|
1029
|
|
|
The proportion that each class makes up in the dataset. If not |
|
1030
|
|
|
provided then it's estimated from y_true. |
|
1031
|
|
|
|
|
1032
|
|
|
Returns |
|
1033
|
|
|
------- |
|
1034
|
|
|
recall : float (if average is not None) or array of float of shape \ |
|
1035
|
|
|
(n_unique_labels,) |
|
1036
|
|
|
Recall of the positive class in binary classification or weighted |
|
1037
|
|
|
average of the recall of each class for the multiclass task. |
|
1038
|
|
|
|
|
1039
|
|
|
See Also |
|
1040
|
|
|
-------- |
|
1041
|
|
|
precision_recall_fgain_score_support : Compute precision, recall, F-measure and |
|
1042
|
|
|
support for each class. |
|
1043
|
|
|
precision_gain_score : Compute the ratio ``tp / (tp + fp)`` where ``tp`` is the |
|
1044
|
|
|
number of true positives and ``fp`` the number of false positives. |
|
1045
|
|
|
balanced_accuracy_score : Compute balanced accuracy to deal with imbalanced |
|
1046
|
|
|
datasets. |
|
1047
|
|
|
multilabel_confusion_matrix : Compute a confusion matrix for each class or |
|
1048
|
|
|
sample. |
|
1049
|
|
|
PrecisionRecallDisplay.from_estimator : Plot precision-recall curve given |
|
1050
|
|
|
an estimator and some data. |
|
1051
|
|
|
PrecisionRecallDisplay.from_predictions : Plot precision-recall curve given |
|
1052
|
|
|
binary class predictions. |
|
1053
|
|
|
|
|
1054
|
|
|
Notes |
|
1055
|
|
|
----- |
|
1056
|
|
|
When ``true positive + false negative == 0``, recall returns 0 and raises |
|
1057
|
|
|
``UndefinedMetricWarning``. This behavior can be modified with |
|
1058
|
|
|
``zero_division``. |
|
1059
|
|
|
|
|
1060
|
|
|
References |
|
1061
|
|
|
---------- |
|
1062
|
|
|
.. [1] `Precision-Recall-Gain Curves: PR Analysis Done Right (2015) by Peter |
|
1063
|
|
|
A. Flach and Meelis Kull |
|
1064
|
|
|
<https://papers.nips.cc/paper/2015/file/33e8075e9970de0cfea955afd4644bb2-Paper.pdf>`_. |
|
1065
|
|
|
|
|
1066
|
|
|
Examples |
|
1067
|
|
|
-------- |
|
1068
|
|
|
>>> from precision_recall_gain import recall_gain_score |
|
1069
|
|
|
>>> y_true = [0, 1, 2, 0, 1, 2] |
|
1070
|
|
|
>>> y_pred = [0, 2, 1, 0, 0, 1] |
|
1071
|
|
|
>>> int(recall_gain_score(y_true, y_pred, average='macro')) |
|
1072
|
|
|
-333333333333333 |
|
1073
|
|
|
>>> int(recall_gain_score(y_true, y_pred, average='weighted')) |
|
1074
|
|
|
-333333333333333 |
|
1075
|
|
|
>>> recall_gain_score(y_true, y_pred, average=None) |
|
1076
|
|
|
array([ 1.e+00, -5.e+14, -5.e+14]) |
|
1077
|
|
|
>>> y_true = [0, 0, 0, 0, 0, 0] |
|
1078
|
|
|
>>> recall_gain_score(y_true, y_pred, average=None) |
|
1079
|
|
|
array([-inf, nan, nan]) |
|
1080
|
|
|
>>> recall_gain_score(y_true, y_pred, average=None, zero_division=1) |
|
1081
|
|
|
array([-inf, 1., 1.]) |
|
1082
|
|
|
>>> # multilabel classification |
|
1083
|
|
|
>>> y_true = [[0, 0, 0], [1, 1, 1], [0, 1, 1]] |
|
1084
|
|
|
>>> y_pred = [[0, 0, 0], [1, 1, 1], [1, 1, 0]] |
|
1085
|
|
|
>>> recall_gain_score(y_true, y_pred, average=None) |
|
1086
|
|
|
array([ 1., 1., -1.]) |
|
1087
|
|
|
""" |
|
1088
|
|
|
_, r, _, _ = precision_recall_fgain_score_support( |
|
1089
|
|
|
y_true, |
|
1090
|
|
|
y_pred, |
|
1091
|
|
|
labels=labels, |
|
1092
|
|
|
pos_label=pos_label, |
|
1093
|
|
|
average=average, |
|
1094
|
|
|
warn_for=("recall",), |
|
1095
|
|
|
sample_weight=sample_weight, |
|
1096
|
|
|
zero_division=zero_division, |
|
1097
|
|
|
class_distribution=class_distribution, |
|
1098
|
|
|
) |
|
1099
|
|
|
return r |
|
1100
|
|
|
|
|
1101
|
|
|
|
|
1102
|
|
|
def prg_gain_transform(x, *, pi): |
|
1103
|
|
|
"""Transfrom from Precision Recall space into Precision Recall Gain space. |
|
1104
|
|
|
|
|
1105
|
|
|
Parameters |
|
1106
|
|
|
---------- |
|
1107
|
|
|
x : scaler or 1d array-like |
|
1108
|
|
|
The metric, either precision, recall or F-score to be transformed into |
|
1109
|
|
|
PRG space. |
|
1110
|
|
|
pi : scaler |
|
1111
|
|
|
The proportion of datapoints belonging to the positive class in the |
|
1112
|
|
|
dataset. |
|
1113
|
|
|
|
|
1114
|
|
|
Returns |
|
1115
|
|
|
------- |
|
1116
|
|
|
x' : scaler or 1d array-like |
|
1117
|
|
|
The transformed metric in PRG space. |
|
1118
|
|
|
|
|
1119
|
|
|
References |
|
1120
|
|
|
---------- |
|
1121
|
|
|
.. [1] `Precision-Recall-Gain Curves: PR Analysis Done Right (2015) by Peter |
|
1122
|
|
|
A. Flach and Meelis Kull |
|
1123
|
|
|
<https://papers.nips.cc/paper/2015/file/33e8075e9970de0cfea955afd4644bb2-Paper.pdf>`_. |
|
1124
|
|
|
""" |
|
1125
|
|
|
if x == pi == 1: |
|
1126
|
|
|
return 1 |
|
1127
|
|
|
elif x == pi == 0: |
|
1128
|
|
|
# if no positive class in true or predicted labels, return NaN |
|
1129
|
|
|
return np.nan |
|
1130
|
|
|
# note: if x == 0, then the metric value is -Inf |
|
1131
|
|
|
# and if x<pi, then the metric value is negative |
|
1132
|
|
|
# for our purposes we will add a small value to x |
|
1133
|
|
|
# to avoid division by zero and so that the metric |
|
1134
|
|
|
# value is not nan if one of the classes have a precision |
|
1135
|
|
|
# or recall of 0 |
|
1136
|
|
|
x = min(1, x + 1e-15) |
|
1137
|
|
|
# we have to also adjust pi for cases when pi is 0 |
|
1138
|
|
|
pi = min(1, pi + 1e-15) |
|
1139
|
|
|
return (x - pi) / ((1 - pi) * x) |
|
1140
|
|
|
|