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00011 #include <shogun/evaluation/ROCEvaluation.h>
00012 #include <shogun/mathematics/Math.h>
00013
00014 using namespace shogun;
00015
00016 CROCEvaluation::~CROCEvaluation()
00017 {
00018 SG_FREE(m_ROC_graph);
00019 }
00020
00021 float64_t CROCEvaluation::evaluate(CLabels* predicted, CLabels* ground_truth)
00022 {
00023 ASSERT(predicted && ground_truth);
00024 ASSERT(predicted->get_num_labels()==ground_truth->get_num_labels());
00025 ASSERT(ground_truth->is_two_class_labeling());
00026
00027
00028 float64_t threshold = CMath::ALMOST_NEG_INFTY;
00029
00030 float64_t fp = 0.0;
00031
00032 float64_t tp=0.0;
00033
00034 int32_t i;
00035
00036 int32_t pos_count=0;
00037 int32_t neg_count=0;
00038
00039
00040 SGVector<float64_t> orig_labels = predicted->get_labels();
00041 int32_t length = orig_labels.vlen;
00042 float64_t* labels = CMath::clone_vector(orig_labels.vector, length);
00043 orig_labels.free_vector();
00044
00045
00046 int32_t* idxs = SG_MALLOC(int32_t, length);
00047 for(i=0; i<length; i++)
00048 idxs[i] = i;
00049
00050 CMath::qsort_backward_index(labels,idxs,length);
00051
00052
00053 int32_t diff_count=1;
00054
00055
00056 for (i=0; i<length-1; i++)
00057 {
00058 if (labels[i] != labels[i+1])
00059 diff_count++;
00060 }
00061
00062 delete [] labels;
00063
00064
00065 SG_FREE(m_ROC_graph);
00066 m_ROC_graph = SG_MALLOC(float64_t, diff_count*2+2);
00067 m_auROC = 0.0;
00068
00069
00070 for(i=0; i<length; i++)
00071 {
00072 if (ground_truth->get_label(i) > 0)
00073 pos_count++;
00074 else
00075 neg_count++;
00076 }
00077
00078
00079 ASSERT(pos_count>0 && neg_count>0);
00080
00081 int32_t j = 0;
00082 float64_t label;
00083
00084
00085 for(i=0; i<length; i++)
00086 {
00087 label = predicted->get_label(idxs[i]);
00088
00089 if (label != threshold)
00090 {
00091 threshold = label;
00092 m_ROC_graph[2*j] = fp/neg_count;
00093 m_ROC_graph[2*j+1] = tp/pos_count;
00094 j++;
00095 }
00096
00097 if (ground_truth->get_label(idxs[i]) > 0)
00098 tp+=1.0;
00099 else
00100 fp+=1.0;
00101 }
00102
00103
00104 m_ROC_graph[2*diff_count] = 1.0;
00105 m_ROC_graph[2*diff_count+1] = 1.0;
00106
00107
00108 m_ROC_length = diff_count+1;
00109
00110
00111 m_auROC = CMath::area_under_curve(m_ROC_graph,m_ROC_length,false);
00112
00113 m_computed = true;
00114
00115 return m_auROC;
00116 }
00117
00118 SGMatrix<float64_t> CROCEvaluation::get_ROC()
00119 {
00120 if (!m_computed)
00121 SG_ERROR("Uninitialized, please call evaluate first");
00122
00123 ASSERT(m_ROC_graph);
00124
00125 return SGMatrix<float64_t>(m_ROC_graph,2,m_ROC_length);
00126 }
00127
00128 float64_t CROCEvaluation::get_auROC()
00129 {
00130 if (!m_computed)
00131 SG_ERROR("Uninitialized, please call evaluate first");
00132
00133 return m_auROC;
00134 }