Class ROCEvalution used to evaluate ROC (Receiver Operator Characteristic) and an area under ROC curve (auROC).
Implementation is based on the efficient ROC algorithm as described in
Fawcett, Tom (2004) ROC Graphs: Notes and Practical Considerations for Researchers; Machine Learning, 2004
Definition at line 30 of file ROCEvaluation.h.
Public Member Functions | |
CROCEvaluation () | |
virtual | ~CROCEvaluation () |
virtual const char * | get_name () const |
virtual float64_t | evaluate (CLabels *predicted, CLabels *ground_truth) |
EEvaluationDirection | get_evaluation_direction () |
float64_t | get_auROC () |
SGMatrix< float64_t > | get_ROC () |
SGVector< float64_t > | get_thresholds () |
Protected Attributes | |
float64_t * | m_ROC_graph |
float64_t * | m_thresholds |
float64_t | m_auROC |
int32_t | m_ROC_length |
bool | m_computed |
CROCEvaluation | ( | ) |
constructor
Definition at line 34 of file ROCEvaluation.h.
~CROCEvaluation | ( | ) | [virtual] |
destructor
Definition at line 16 of file ROCEvaluation.cpp.
evaluate ROC and auROC
predicted | labels | |
ground_truth | labels assumed to be correct |
Implements CBinaryClassEvaluation.
Definition at line 21 of file ROCEvaluation.cpp.
float64_t get_auROC | ( | ) |
EEvaluationDirection get_evaluation_direction | ( | ) | [virtual] |
Implements CEvaluation.
Definition at line 51 of file ROCEvaluation.h.
virtual const char* get_name | ( | ) | const [virtual] |
get thresholds corresponding to points on the ROC graph
Definition at line 131 of file ROCEvaluation.cpp.
area under ROC graph
Definition at line 80 of file ROCEvaluation.h.
bool m_computed [protected] |
indicator of ROC and auROC being computed already
Definition at line 86 of file ROCEvaluation.h.
float64_t* m_ROC_graph [protected] |
2-d array used to store ROC graph
Definition at line 74 of file ROCEvaluation.h.
int32_t m_ROC_length [protected] |
number of points in ROC graph
Definition at line 83 of file ROCEvaluation.h.
float64_t* m_thresholds [protected] |
vector with thresholds corresponding to points on the ROC graph
Definition at line 77 of file ROCEvaluation.h.