peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/metrics
/_classification.py
"""Metrics to assess performance on classification task given class prediction. | |
Functions named as ``*_score`` return a scalar value to maximize: the higher | |
the better. | |
Function named as ``*_error`` or ``*_loss`` return a scalar value to minimize: | |
the lower the better. | |
""" | |
# Authors: Alexandre Gramfort <[email protected]> | |
# Mathieu Blondel <[email protected]> | |
# Olivier Grisel <[email protected]> | |
# Arnaud Joly <[email protected]> | |
# Jochen Wersdorfer <[email protected]> | |
# Lars Buitinck | |
# Joel Nothman <[email protected]> | |
# Noel Dawe <[email protected]> | |
# Jatin Shah <[email protected]> | |
# Saurabh Jha <[email protected]> | |
# Bernardo Stein <[email protected]> | |
# Shangwu Yao <[email protected]> | |
# Michal Karbownik <[email protected]> | |
# License: BSD 3 clause | |
import warnings | |
from numbers import Integral, Real | |
import numpy as np | |
from scipy.sparse import coo_matrix, csr_matrix | |
from scipy.special import xlogy | |
from ..exceptions import UndefinedMetricWarning | |
from ..preprocessing import LabelBinarizer, LabelEncoder | |
from ..utils import ( | |
assert_all_finite, | |
check_array, | |
check_consistent_length, | |
column_or_1d, | |
) | |
from ..utils._array_api import _union1d, _weighted_sum, get_namespace | |
from ..utils._param_validation import Interval, Options, StrOptions, validate_params | |
from ..utils.extmath import _nanaverage | |
from ..utils.multiclass import type_of_target, unique_labels | |
from ..utils.sparsefuncs import count_nonzero | |
from ..utils.validation import _check_pos_label_consistency, _num_samples | |
def _check_zero_division(zero_division): | |
if isinstance(zero_division, str) and zero_division == "warn": | |
return np.float64(0.0) | |
elif isinstance(zero_division, (int, float)) and zero_division in [0, 1]: | |
return np.float64(zero_division) | |
else: # np.isnan(zero_division) | |
return np.nan | |
def _check_targets(y_true, y_pred): | |
"""Check that y_true and y_pred belong to the same classification task. | |
This converts multiclass or binary types to a common shape, and raises a | |
ValueError for a mix of multilabel and multiclass targets, a mix of | |
multilabel formats, for the presence of continuous-valued or multioutput | |
targets, or for targets of different lengths. | |
Column vectors are squeezed to 1d, while multilabel formats are returned | |
as CSR sparse label indicators. | |
Parameters | |
---------- | |
y_true : array-like | |
y_pred : array-like | |
Returns | |
------- | |
type_true : one of {'multilabel-indicator', 'multiclass', 'binary'} | |
The type of the true target data, as output by | |
``utils.multiclass.type_of_target``. | |
y_true : array or indicator matrix | |
y_pred : array or indicator matrix | |
""" | |
check_consistent_length(y_true, y_pred) | |
type_true = type_of_target(y_true, input_name="y_true") | |
type_pred = type_of_target(y_pred, input_name="y_pred") | |
y_type = {type_true, type_pred} | |
if y_type == {"binary", "multiclass"}: | |
y_type = {"multiclass"} | |
if len(y_type) > 1: | |
raise ValueError( | |
"Classification metrics can't handle a mix of {0} and {1} targets".format( | |
type_true, type_pred | |
) | |
) | |
# We can't have more than one value on y_type => The set is no more needed | |
y_type = y_type.pop() | |
# No metrics support "multiclass-multioutput" format | |
if y_type not in ["binary", "multiclass", "multilabel-indicator"]: | |
raise ValueError("{0} is not supported".format(y_type)) | |
if y_type in ["binary", "multiclass"]: | |
xp, _ = get_namespace(y_true, y_pred) | |
y_true = column_or_1d(y_true) | |
y_pred = column_or_1d(y_pred) | |
if y_type == "binary": | |
try: | |
unique_values = _union1d(y_true, y_pred, xp) | |
except TypeError as e: | |
# We expect y_true and y_pred to be of the same data type. | |
# If `y_true` was provided to the classifier as strings, | |
# `y_pred` given by the classifier will also be encoded with | |
# strings. So we raise a meaningful error | |
raise TypeError( | |
"Labels in y_true and y_pred should be of the same type. " | |
f"Got y_true={xp.unique(y_true)} and " | |
f"y_pred={xp.unique(y_pred)}. Make sure that the " | |
"predictions provided by the classifier coincides with " | |
"the true labels." | |
) from e | |
if unique_values.shape[0] > 2: | |
y_type = "multiclass" | |
if y_type.startswith("multilabel"): | |
y_true = csr_matrix(y_true) | |
y_pred = csr_matrix(y_pred) | |
y_type = "multilabel-indicator" | |
return y_type, y_true, y_pred | |
def accuracy_score(y_true, y_pred, *, normalize=True, sample_weight=None): | |
"""Accuracy classification score. | |
In multilabel classification, this function computes subset accuracy: | |
the set of labels predicted for a sample must *exactly* match the | |
corresponding set of labels in y_true. | |
Read more in the :ref:`User Guide <accuracy_score>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) labels. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Predicted labels, as returned by a classifier. | |
normalize : bool, default=True | |
If ``False``, return the number of correctly classified samples. | |
Otherwise, return the fraction of correctly classified samples. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
Returns | |
------- | |
score : float | |
If ``normalize == True``, return the fraction of correctly | |
classified samples (float), else returns the number of correctly | |
classified samples (int). | |
The best performance is 1 with ``normalize == True`` and the number | |
of samples with ``normalize == False``. | |
See Also | |
-------- | |
balanced_accuracy_score : Compute the balanced accuracy to deal with | |
imbalanced datasets. | |
jaccard_score : Compute the Jaccard similarity coefficient score. | |
hamming_loss : Compute the average Hamming loss or Hamming distance between | |
two sets of samples. | |
zero_one_loss : Compute the Zero-one classification loss. By default, the | |
function will return the percentage of imperfectly predicted subsets. | |
Notes | |
----- | |
In binary classification, this function is equal to the `jaccard_score` | |
function. | |
Examples | |
-------- | |
>>> from sklearn.metrics import accuracy_score | |
>>> y_pred = [0, 2, 1, 3] | |
>>> y_true = [0, 1, 2, 3] | |
>>> accuracy_score(y_true, y_pred) | |
0.5 | |
>>> accuracy_score(y_true, y_pred, normalize=False) | |
2.0 | |
In the multilabel case with binary label indicators: | |
>>> import numpy as np | |
>>> accuracy_score(np.array([[0, 1], [1, 1]]), np.ones((2, 2))) | |
0.5 | |
""" | |
# Compute accuracy for each possible representation | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
check_consistent_length(y_true, y_pred, sample_weight) | |
if y_type.startswith("multilabel"): | |
differing_labels = count_nonzero(y_true - y_pred, axis=1) | |
score = differing_labels == 0 | |
else: | |
score = y_true == y_pred | |
return _weighted_sum(score, sample_weight, normalize) | |
def confusion_matrix( | |
y_true, y_pred, *, labels=None, sample_weight=None, normalize=None | |
): | |
"""Compute confusion matrix to evaluate the accuracy of a classification. | |
By definition a confusion matrix :math:`C` is such that :math:`C_{i, j}` | |
is equal to the number of observations known to be in group :math:`i` and | |
predicted to be in group :math:`j`. | |
Thus in binary classification, the count of true negatives is | |
:math:`C_{0,0}`, false negatives is :math:`C_{1,0}`, true positives is | |
:math:`C_{1,1}` and false positives is :math:`C_{0,1}`. | |
Read more in the :ref:`User Guide <confusion_matrix>`. | |
Parameters | |
---------- | |
y_true : array-like of shape (n_samples,) | |
Ground truth (correct) target values. | |
y_pred : array-like of shape (n_samples,) | |
Estimated targets as returned by a classifier. | |
labels : array-like of shape (n_classes), default=None | |
List of labels to index the matrix. This may be used to reorder | |
or select a subset of labels. | |
If ``None`` is given, those that appear at least once | |
in ``y_true`` or ``y_pred`` are used in sorted order. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
.. versionadded:: 0.18 | |
normalize : {'true', 'pred', 'all'}, default=None | |
Normalizes confusion matrix over the true (rows), predicted (columns) | |
conditions or all the population. If None, confusion matrix will not be | |
normalized. | |
Returns | |
------- | |
C : ndarray of shape (n_classes, n_classes) | |
Confusion matrix whose i-th row and j-th | |
column entry indicates the number of | |
samples with true label being i-th class | |
and predicted label being j-th class. | |
See Also | |
-------- | |
ConfusionMatrixDisplay.from_estimator : Plot the confusion matrix | |
given an estimator, the data, and the label. | |
ConfusionMatrixDisplay.from_predictions : Plot the confusion matrix | |
given the true and predicted labels. | |
ConfusionMatrixDisplay : Confusion Matrix visualization. | |
References | |
---------- | |
.. [1] `Wikipedia entry for the Confusion matrix | |
<https://en.wikipedia.org/wiki/Confusion_matrix>`_ | |
(Wikipedia and other references may use a different | |
convention for axes). | |
Examples | |
-------- | |
>>> from sklearn.metrics import confusion_matrix | |
>>> y_true = [2, 0, 2, 2, 0, 1] | |
>>> y_pred = [0, 0, 2, 2, 0, 2] | |
>>> confusion_matrix(y_true, y_pred) | |
array([[2, 0, 0], | |
[0, 0, 1], | |
[1, 0, 2]]) | |
>>> y_true = ["cat", "ant", "cat", "cat", "ant", "bird"] | |
>>> y_pred = ["ant", "ant", "cat", "cat", "ant", "cat"] | |
>>> confusion_matrix(y_true, y_pred, labels=["ant", "bird", "cat"]) | |
array([[2, 0, 0], | |
[0, 0, 1], | |
[1, 0, 2]]) | |
In the binary case, we can extract true positives, etc. as follows: | |
>>> tn, fp, fn, tp = confusion_matrix([0, 1, 0, 1], [1, 1, 1, 0]).ravel() | |
>>> (tn, fp, fn, tp) | |
(0, 2, 1, 1) | |
""" | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
if y_type not in ("binary", "multiclass"): | |
raise ValueError("%s is not supported" % y_type) | |
if labels is None: | |
labels = unique_labels(y_true, y_pred) | |
else: | |
labels = np.asarray(labels) | |
n_labels = labels.size | |
if n_labels == 0: | |
raise ValueError("'labels' should contains at least one label.") | |
elif y_true.size == 0: | |
return np.zeros((n_labels, n_labels), dtype=int) | |
elif len(np.intersect1d(y_true, labels)) == 0: | |
raise ValueError("At least one label specified must be in y_true") | |
if sample_weight is None: | |
sample_weight = np.ones(y_true.shape[0], dtype=np.int64) | |
else: | |
sample_weight = np.asarray(sample_weight) | |
check_consistent_length(y_true, y_pred, sample_weight) | |
n_labels = labels.size | |
# If labels are not consecutive integers starting from zero, then | |
# y_true and y_pred must be converted into index form | |
need_index_conversion = not ( | |
labels.dtype.kind in {"i", "u", "b"} | |
and np.all(labels == np.arange(n_labels)) | |
and y_true.min() >= 0 | |
and y_pred.min() >= 0 | |
) | |
if need_index_conversion: | |
label_to_ind = {y: x for x, y in enumerate(labels)} | |
y_pred = np.array([label_to_ind.get(x, n_labels + 1) for x in y_pred]) | |
y_true = np.array([label_to_ind.get(x, n_labels + 1) for x in y_true]) | |
# intersect y_pred, y_true with labels, eliminate items not in labels | |
ind = np.logical_and(y_pred < n_labels, y_true < n_labels) | |
if not np.all(ind): | |
y_pred = y_pred[ind] | |
y_true = y_true[ind] | |
# also eliminate weights of eliminated items | |
sample_weight = sample_weight[ind] | |
# Choose the accumulator dtype to always have high precision | |
if sample_weight.dtype.kind in {"i", "u", "b"}: | |
dtype = np.int64 | |
else: | |
dtype = np.float64 | |
cm = coo_matrix( | |
(sample_weight, (y_true, y_pred)), | |
shape=(n_labels, n_labels), | |
dtype=dtype, | |
).toarray() | |
with np.errstate(all="ignore"): | |
if normalize == "true": | |
cm = cm / cm.sum(axis=1, keepdims=True) | |
elif normalize == "pred": | |
cm = cm / cm.sum(axis=0, keepdims=True) | |
elif normalize == "all": | |
cm = cm / cm.sum() | |
cm = np.nan_to_num(cm) | |
if cm.shape == (1, 1): | |
warnings.warn( | |
( | |
"A single label was found in 'y_true' and 'y_pred'. For the confusion " | |
"matrix to have the correct shape, use the 'labels' parameter to pass " | |
"all known labels." | |
), | |
UserWarning, | |
) | |
return cm | |
def multilabel_confusion_matrix( | |
y_true, y_pred, *, sample_weight=None, labels=None, samplewise=False | |
): | |
"""Compute a confusion matrix for each class or sample. | |
.. versionadded:: 0.21 | |
Compute class-wise (default) or sample-wise (samplewise=True) multilabel | |
confusion matrix to evaluate the accuracy of a classification, and output | |
confusion matrices for each class or sample. | |
In multilabel confusion matrix :math:`MCM`, the count of true negatives | |
is :math:`MCM_{:,0,0}`, false negatives is :math:`MCM_{:,1,0}`, | |
true positives is :math:`MCM_{:,1,1}` and false positives is | |
:math:`MCM_{:,0,1}`. | |
Multiclass data will be treated as if binarized under a one-vs-rest | |
transformation. Returned confusion matrices will be in the order of | |
sorted unique labels in the union of (y_true, y_pred). | |
Read more in the :ref:`User Guide <multilabel_confusion_matrix>`. | |
Parameters | |
---------- | |
y_true : {array-like, sparse matrix} of shape (n_samples, n_outputs) or \ | |
(n_samples,) | |
Ground truth (correct) target values. | |
y_pred : {array-like, sparse matrix} of shape (n_samples, n_outputs) or \ | |
(n_samples,) | |
Estimated targets as returned by a classifier. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
labels : array-like of shape (n_classes,), default=None | |
A list of classes or column indices to select some (or to force | |
inclusion of classes absent from the data). | |
samplewise : bool, default=False | |
In the multilabel case, this calculates a confusion matrix per sample. | |
Returns | |
------- | |
multi_confusion : ndarray of shape (n_outputs, 2, 2) | |
A 2x2 confusion matrix corresponding to each output in the input. | |
When calculating class-wise multi_confusion (default), then | |
n_outputs = n_labels; when calculating sample-wise multi_confusion | |
(samplewise=True), n_outputs = n_samples. If ``labels`` is defined, | |
the results will be returned in the order specified in ``labels``, | |
otherwise the results will be returned in sorted order by default. | |
See Also | |
-------- | |
confusion_matrix : Compute confusion matrix to evaluate the accuracy of a | |
classifier. | |
Notes | |
----- | |
The `multilabel_confusion_matrix` calculates class-wise or sample-wise | |
multilabel confusion matrices, and in multiclass tasks, labels are | |
binarized under a one-vs-rest way; while | |
:func:`~sklearn.metrics.confusion_matrix` calculates one confusion matrix | |
for confusion between every two classes. | |
Examples | |
-------- | |
Multilabel-indicator case: | |
>>> import numpy as np | |
>>> from sklearn.metrics import multilabel_confusion_matrix | |
>>> y_true = np.array([[1, 0, 1], | |
... [0, 1, 0]]) | |
>>> y_pred = np.array([[1, 0, 0], | |
... [0, 1, 1]]) | |
>>> multilabel_confusion_matrix(y_true, y_pred) | |
array([[[1, 0], | |
[0, 1]], | |
<BLANKLINE> | |
[[1, 0], | |
[0, 1]], | |
<BLANKLINE> | |
[[0, 1], | |
[1, 0]]]) | |
Multiclass case: | |
>>> y_true = ["cat", "ant", "cat", "cat", "ant", "bird"] | |
>>> y_pred = ["ant", "ant", "cat", "cat", "ant", "cat"] | |
>>> multilabel_confusion_matrix(y_true, y_pred, | |
... labels=["ant", "bird", "cat"]) | |
array([[[3, 1], | |
[0, 2]], | |
<BLANKLINE> | |
[[5, 0], | |
[1, 0]], | |
<BLANKLINE> | |
[[2, 1], | |
[1, 2]]]) | |
""" | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
if sample_weight is not None: | |
sample_weight = column_or_1d(sample_weight) | |
check_consistent_length(y_true, y_pred, sample_weight) | |
if y_type not in ("binary", "multiclass", "multilabel-indicator"): | |
raise ValueError("%s is not supported" % y_type) | |
present_labels = unique_labels(y_true, y_pred) | |
if labels is None: | |
labels = present_labels | |
n_labels = None | |
else: | |
n_labels = len(labels) | |
labels = np.hstack( | |
[labels, np.setdiff1d(present_labels, labels, assume_unique=True)] | |
) | |
if y_true.ndim == 1: | |
if samplewise: | |
raise ValueError( | |
"Samplewise metrics are not available outside of " | |
"multilabel classification." | |
) | |
le = LabelEncoder() | |
le.fit(labels) | |
y_true = le.transform(y_true) | |
y_pred = le.transform(y_pred) | |
sorted_labels = le.classes_ | |
# labels are now from 0 to len(labels) - 1 -> use bincount | |
tp = y_true == y_pred | |
tp_bins = y_true[tp] | |
if sample_weight is not None: | |
tp_bins_weights = np.asarray(sample_weight)[tp] | |
else: | |
tp_bins_weights = None | |
if len(tp_bins): | |
tp_sum = np.bincount( | |
tp_bins, weights=tp_bins_weights, minlength=len(labels) | |
) | |
else: | |
# Pathological case | |
true_sum = pred_sum = tp_sum = np.zeros(len(labels)) | |
if len(y_pred): | |
pred_sum = np.bincount(y_pred, weights=sample_weight, minlength=len(labels)) | |
if len(y_true): | |
true_sum = np.bincount(y_true, weights=sample_weight, minlength=len(labels)) | |
# Retain only selected labels | |
indices = np.searchsorted(sorted_labels, labels[:n_labels]) | |
tp_sum = tp_sum[indices] | |
true_sum = true_sum[indices] | |
pred_sum = pred_sum[indices] | |
else: | |
sum_axis = 1 if samplewise else 0 | |
# All labels are index integers for multilabel. | |
# Select labels: | |
if not np.array_equal(labels, present_labels): | |
if np.max(labels) > np.max(present_labels): | |
raise ValueError( | |
"All labels must be in [0, n labels) for " | |
"multilabel targets. " | |
"Got %d > %d" % (np.max(labels), np.max(present_labels)) | |
) | |
if np.min(labels) < 0: | |
raise ValueError( | |
"All labels must be in [0, n labels) for " | |
"multilabel targets. " | |
"Got %d < 0" | |
% np.min(labels) | |
) | |
if n_labels is not None: | |
y_true = y_true[:, labels[:n_labels]] | |
y_pred = y_pred[:, labels[:n_labels]] | |
# calculate weighted counts | |
true_and_pred = y_true.multiply(y_pred) | |
tp_sum = count_nonzero( | |
true_and_pred, axis=sum_axis, sample_weight=sample_weight | |
) | |
pred_sum = count_nonzero(y_pred, axis=sum_axis, sample_weight=sample_weight) | |
true_sum = count_nonzero(y_true, axis=sum_axis, sample_weight=sample_weight) | |
fp = pred_sum - tp_sum | |
fn = true_sum - tp_sum | |
tp = tp_sum | |
if sample_weight is not None and samplewise: | |
sample_weight = np.array(sample_weight) | |
tp = np.array(tp) | |
fp = np.array(fp) | |
fn = np.array(fn) | |
tn = sample_weight * y_true.shape[1] - tp - fp - fn | |
elif sample_weight is not None: | |
tn = sum(sample_weight) - tp - fp - fn | |
elif samplewise: | |
tn = y_true.shape[1] - tp - fp - fn | |
else: | |
tn = y_true.shape[0] - tp - fp - fn | |
return np.array([tn, fp, fn, tp]).T.reshape(-1, 2, 2) | |
def cohen_kappa_score(y1, y2, *, labels=None, weights=None, sample_weight=None): | |
r"""Compute Cohen's kappa: a statistic that measures inter-annotator agreement. | |
This function computes Cohen's kappa [1]_, a score that expresses the level | |
of agreement between two annotators on a classification problem. It is | |
defined as | |
.. math:: | |
\kappa = (p_o - p_e) / (1 - p_e) | |
where :math:`p_o` is the empirical probability of agreement on the label | |
assigned to any sample (the observed agreement ratio), and :math:`p_e` is | |
the expected agreement when both annotators assign labels randomly. | |
:math:`p_e` is estimated using a per-annotator empirical prior over the | |
class labels [2]_. | |
Read more in the :ref:`User Guide <cohen_kappa>`. | |
Parameters | |
---------- | |
y1 : array-like of shape (n_samples,) | |
Labels assigned by the first annotator. | |
y2 : array-like of shape (n_samples,) | |
Labels assigned by the second annotator. The kappa statistic is | |
symmetric, so swapping ``y1`` and ``y2`` doesn't change the value. | |
labels : array-like of shape (n_classes,), default=None | |
List of labels to index the matrix. This may be used to select a | |
subset of labels. If `None`, all labels that appear at least once in | |
``y1`` or ``y2`` are used. | |
weights : {'linear', 'quadratic'}, default=None | |
Weighting type to calculate the score. `None` means no weighted; | |
"linear" means linear weighted; "quadratic" means quadratic weighted. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
Returns | |
------- | |
kappa : float | |
The kappa statistic, which is a number between -1 and 1. The maximum | |
value means complete agreement; zero or lower means chance agreement. | |
References | |
---------- | |
.. [1] :doi:`J. Cohen (1960). "A coefficient of agreement for nominal scales". | |
Educational and Psychological Measurement 20(1):37-46. | |
<10.1177/001316446002000104>` | |
.. [2] `R. Artstein and M. Poesio (2008). "Inter-coder agreement for | |
computational linguistics". Computational Linguistics 34(4):555-596 | |
<https://www.mitpressjournals.org/doi/pdf/10.1162/coli.07-034-R2>`_. | |
.. [3] `Wikipedia entry for the Cohen's kappa | |
<https://en.wikipedia.org/wiki/Cohen%27s_kappa>`_. | |
Examples | |
-------- | |
>>> from sklearn.metrics import cohen_kappa_score | |
>>> y1 = ["negative", "positive", "negative", "neutral", "positive"] | |
>>> y2 = ["negative", "positive", "negative", "neutral", "negative"] | |
>>> cohen_kappa_score(y1, y2) | |
0.6875 | |
""" | |
confusion = confusion_matrix(y1, y2, labels=labels, sample_weight=sample_weight) | |
n_classes = confusion.shape[0] | |
sum0 = np.sum(confusion, axis=0) | |
sum1 = np.sum(confusion, axis=1) | |
expected = np.outer(sum0, sum1) / np.sum(sum0) | |
if weights is None: | |
w_mat = np.ones([n_classes, n_classes], dtype=int) | |
w_mat.flat[:: n_classes + 1] = 0 | |
else: # "linear" or "quadratic" | |
w_mat = np.zeros([n_classes, n_classes], dtype=int) | |
w_mat += np.arange(n_classes) | |
if weights == "linear": | |
w_mat = np.abs(w_mat - w_mat.T) | |
else: | |
w_mat = (w_mat - w_mat.T) ** 2 | |
k = np.sum(w_mat * confusion) / np.sum(w_mat * expected) | |
return 1 - k | |
def jaccard_score( | |
y_true, | |
y_pred, | |
*, | |
labels=None, | |
pos_label=1, | |
average="binary", | |
sample_weight=None, | |
zero_division="warn", | |
): | |
"""Jaccard similarity coefficient score. | |
The Jaccard index [1], or Jaccard similarity coefficient, defined as | |
the size of the intersection divided by the size of the union of two label | |
sets, is used to compare set of predicted labels for a sample to the | |
corresponding set of labels in ``y_true``. | |
Support beyond term:`binary` targets is achieved by treating :term:`multiclass` | |
and :term:`multilabel` data as a collection of binary problems, one for each | |
label. For the :term:`binary` case, setting `average='binary'` will return the | |
Jaccard similarity coefficient for `pos_label`. If `average` is not `'binary'`, | |
`pos_label` is ignored and scores for both classes are computed, then averaged or | |
both returned (when `average=None`). Similarly, for :term:`multiclass` and | |
:term:`multilabel` targets, scores for all `labels` are either returned or | |
averaged depending on the `average` parameter. Use `labels` specify the set of | |
labels to calculate the score for. | |
Read more in the :ref:`User Guide <jaccard_similarity_score>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) labels. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Predicted labels, as returned by a classifier. | |
labels : array-like of shape (n_classes,), default=None | |
The set of labels to include when `average != 'binary'`, and their | |
order if `average is None`. Labels present in the data can be | |
excluded, for example in multiclass classification to exclude a "negative | |
class". Labels not present in the data can be included and will be | |
"assigned" 0 samples. For multilabel targets, labels are column indices. | |
By default, all labels in `y_true` and `y_pred` are used in sorted order. | |
pos_label : int, float, bool or str, default=1 | |
The class to report if `average='binary'` and the data is binary, | |
otherwise this parameter is ignored. | |
For multiclass or multilabel targets, set `labels=[pos_label]` and | |
`average != 'binary'` to report metrics for one label only. | |
average : {'micro', 'macro', 'samples', 'weighted', \ | |
'binary'} or None, default='binary' | |
If ``None``, the scores for each class are returned. Otherwise, this | |
determines the type of averaging performed on the data: | |
``'binary'``: | |
Only report results for the class specified by ``pos_label``. | |
This is applicable only if targets (``y_{true,pred}``) are binary. | |
``'micro'``: | |
Calculate metrics globally by counting the total true positives, | |
false negatives and false positives. | |
``'macro'``: | |
Calculate metrics for each label, and find their unweighted | |
mean. This does not take label imbalance into account. | |
``'weighted'``: | |
Calculate metrics for each label, and find their average, weighted | |
by support (the number of true instances for each label). This | |
alters 'macro' to account for label imbalance. | |
``'samples'``: | |
Calculate metrics for each instance, and find their average (only | |
meaningful for multilabel classification). | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
zero_division : "warn", {0.0, 1.0}, default="warn" | |
Sets the value to return when there is a zero division, i.e. when there | |
there are no negative values in predictions and labels. If set to | |
"warn", this acts like 0, but a warning is also raised. | |
Returns | |
------- | |
score : float or ndarray of shape (n_unique_labels,), dtype=np.float64 | |
The Jaccard score. When `average` is not `None`, a single scalar is | |
returned. | |
See Also | |
-------- | |
accuracy_score : Function for calculating the accuracy score. | |
f1_score : Function for calculating the F1 score. | |
multilabel_confusion_matrix : Function for computing a confusion matrix\ | |
for each class or sample. | |
Notes | |
----- | |
:func:`jaccard_score` may be a poor metric if there are no | |
positives for some samples or classes. Jaccard is undefined if there are | |
no true or predicted labels, and our implementation will return a score | |
of 0 with a warning. | |
References | |
---------- | |
.. [1] `Wikipedia entry for the Jaccard index | |
<https://en.wikipedia.org/wiki/Jaccard_index>`_. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import jaccard_score | |
>>> y_true = np.array([[0, 1, 1], | |
... [1, 1, 0]]) | |
>>> y_pred = np.array([[1, 1, 1], | |
... [1, 0, 0]]) | |
In the binary case: | |
>>> jaccard_score(y_true[0], y_pred[0]) | |
0.6666... | |
In the 2D comparison case (e.g. image similarity): | |
>>> jaccard_score(y_true, y_pred, average="micro") | |
0.6 | |
In the multilabel case: | |
>>> jaccard_score(y_true, y_pred, average='samples') | |
0.5833... | |
>>> jaccard_score(y_true, y_pred, average='macro') | |
0.6666... | |
>>> jaccard_score(y_true, y_pred, average=None) | |
array([0.5, 0.5, 1. ]) | |
In the multiclass case: | |
>>> y_pred = [0, 2, 1, 2] | |
>>> y_true = [0, 1, 2, 2] | |
>>> jaccard_score(y_true, y_pred, average=None) | |
array([1. , 0. , 0.33...]) | |
""" | |
labels = _check_set_wise_labels(y_true, y_pred, average, labels, pos_label) | |
samplewise = average == "samples" | |
MCM = multilabel_confusion_matrix( | |
y_true, | |
y_pred, | |
sample_weight=sample_weight, | |
labels=labels, | |
samplewise=samplewise, | |
) | |
numerator = MCM[:, 1, 1] | |
denominator = MCM[:, 1, 1] + MCM[:, 0, 1] + MCM[:, 1, 0] | |
if average == "micro": | |
numerator = np.array([numerator.sum()]) | |
denominator = np.array([denominator.sum()]) | |
jaccard = _prf_divide( | |
numerator, | |
denominator, | |
"jaccard", | |
"true or predicted", | |
average, | |
("jaccard",), | |
zero_division=zero_division, | |
) | |
if average is None: | |
return jaccard | |
if average == "weighted": | |
weights = MCM[:, 1, 0] + MCM[:, 1, 1] | |
if not np.any(weights): | |
# numerator is 0, and warning should have already been issued | |
weights = None | |
elif average == "samples" and sample_weight is not None: | |
weights = sample_weight | |
else: | |
weights = None | |
return np.average(jaccard, weights=weights) | |
def matthews_corrcoef(y_true, y_pred, *, sample_weight=None): | |
"""Compute the Matthews correlation coefficient (MCC). | |
The Matthews correlation coefficient is used in machine learning as a | |
measure of the quality of binary and multiclass classifications. It takes | |
into account true and false positives and negatives and is generally | |
regarded as a balanced measure which can be used even if the classes are of | |
very different sizes. The MCC is in essence a correlation coefficient value | |
between -1 and +1. A coefficient of +1 represents a perfect prediction, 0 | |
an average random prediction and -1 an inverse prediction. The statistic | |
is also known as the phi coefficient. [source: Wikipedia] | |
Binary and multiclass labels are supported. Only in the binary case does | |
this relate to information about true and false positives and negatives. | |
See references below. | |
Read more in the :ref:`User Guide <matthews_corrcoef>`. | |
Parameters | |
---------- | |
y_true : array-like of shape (n_samples,) | |
Ground truth (correct) target values. | |
y_pred : array-like of shape (n_samples,) | |
Estimated targets as returned by a classifier. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
.. versionadded:: 0.18 | |
Returns | |
------- | |
mcc : float | |
The Matthews correlation coefficient (+1 represents a perfect | |
prediction, 0 an average random prediction and -1 and inverse | |
prediction). | |
References | |
---------- | |
.. [1] :doi:`Baldi, Brunak, Chauvin, Andersen and Nielsen, (2000). Assessing the | |
accuracy of prediction algorithms for classification: an overview. | |
<10.1093/bioinformatics/16.5.412>` | |
.. [2] `Wikipedia entry for the Matthews Correlation Coefficient | |
<https://en.wikipedia.org/wiki/Matthews_correlation_coefficient>`_. | |
.. [3] `Gorodkin, (2004). Comparing two K-category assignments by a | |
K-category correlation coefficient | |
<https://www.sciencedirect.com/science/article/pii/S1476927104000799>`_. | |
.. [4] `Jurman, Riccadonna, Furlanello, (2012). A Comparison of MCC and CEN | |
Error Measures in MultiClass Prediction | |
<https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0041882>`_. | |
Examples | |
-------- | |
>>> from sklearn.metrics import matthews_corrcoef | |
>>> y_true = [+1, +1, +1, -1] | |
>>> y_pred = [+1, -1, +1, +1] | |
>>> matthews_corrcoef(y_true, y_pred) | |
-0.33... | |
""" | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
check_consistent_length(y_true, y_pred, sample_weight) | |
if y_type not in {"binary", "multiclass"}: | |
raise ValueError("%s is not supported" % y_type) | |
lb = LabelEncoder() | |
lb.fit(np.hstack([y_true, y_pred])) | |
y_true = lb.transform(y_true) | |
y_pred = lb.transform(y_pred) | |
C = confusion_matrix(y_true, y_pred, sample_weight=sample_weight) | |
t_sum = C.sum(axis=1, dtype=np.float64) | |
p_sum = C.sum(axis=0, dtype=np.float64) | |
n_correct = np.trace(C, dtype=np.float64) | |
n_samples = p_sum.sum() | |
cov_ytyp = n_correct * n_samples - np.dot(t_sum, p_sum) | |
cov_ypyp = n_samples**2 - np.dot(p_sum, p_sum) | |
cov_ytyt = n_samples**2 - np.dot(t_sum, t_sum) | |
if cov_ypyp * cov_ytyt == 0: | |
return 0.0 | |
else: | |
return cov_ytyp / np.sqrt(cov_ytyt * cov_ypyp) | |
def zero_one_loss(y_true, y_pred, *, normalize=True, sample_weight=None): | |
"""Zero-one classification loss. | |
If normalize is ``True``, return the fraction of misclassifications | |
(float), else it returns the number of misclassifications (int). The best | |
performance is 0. | |
Read more in the :ref:`User Guide <zero_one_loss>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) labels. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Predicted labels, as returned by a classifier. | |
normalize : bool, default=True | |
If ``False``, return the number of misclassifications. | |
Otherwise, return the fraction of misclassifications. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
Returns | |
------- | |
loss : float or int, | |
If ``normalize == True``, return the fraction of misclassifications | |
(float), else it returns the number of misclassifications (int). | |
See Also | |
-------- | |
accuracy_score : Compute the accuracy score. By default, the function will | |
return the fraction of correct predictions divided by the total number | |
of predictions. | |
hamming_loss : Compute the average Hamming loss or Hamming distance between | |
two sets of samples. | |
jaccard_score : Compute the Jaccard similarity coefficient score. | |
Notes | |
----- | |
In multilabel classification, the zero_one_loss function corresponds to | |
the subset zero-one loss: for each sample, the entire set of labels must be | |
correctly predicted, otherwise the loss for that sample is equal to one. | |
Examples | |
-------- | |
>>> from sklearn.metrics import zero_one_loss | |
>>> y_pred = [1, 2, 3, 4] | |
>>> y_true = [2, 2, 3, 4] | |
>>> zero_one_loss(y_true, y_pred) | |
0.25 | |
>>> zero_one_loss(y_true, y_pred, normalize=False) | |
1.0 | |
In the multilabel case with binary label indicators: | |
>>> import numpy as np | |
>>> zero_one_loss(np.array([[0, 1], [1, 1]]), np.ones((2, 2))) | |
0.5 | |
""" | |
xp, _ = get_namespace(y_true, y_pred) | |
score = accuracy_score( | |
y_true, y_pred, normalize=normalize, sample_weight=sample_weight | |
) | |
if normalize: | |
return 1 - score | |
else: | |
if sample_weight is not None: | |
n_samples = xp.sum(sample_weight) | |
else: | |
n_samples = _num_samples(y_true) | |
return n_samples - score | |
def f1_score( | |
y_true, | |
y_pred, | |
*, | |
labels=None, | |
pos_label=1, | |
average="binary", | |
sample_weight=None, | |
zero_division="warn", | |
): | |
"""Compute the F1 score, also known as balanced F-score or F-measure. | |
The F1 score can be interpreted as a harmonic mean of the precision and | |
recall, where an F1 score reaches its best value at 1 and worst score at 0. | |
The relative contribution of precision and recall to the F1 score are | |
equal. The formula for the F1 score is: | |
.. math:: | |
\\text{F1} = \\frac{2 * \\text{TP}}{2 * \\text{TP} + \\text{FP} + \\text{FN}} | |
Where :math:`\\text{TP}` is the number of true positives, :math:`\\text{FN}` is the | |
number of false negatives, and :math:`\\text{FP}` is the number of false positives. | |
F1 is by default | |
calculated as 0.0 when there are no true positives, false negatives, or | |
false positives. | |
Support beyond :term:`binary` targets is achieved by treating :term:`multiclass` | |
and :term:`multilabel` data as a collection of binary problems, one for each | |
label. For the :term:`binary` case, setting `average='binary'` will return | |
F1 score for `pos_label`. If `average` is not `'binary'`, `pos_label` is ignored | |
and F1 score for both classes are computed, then averaged or both returned (when | |
`average=None`). Similarly, for :term:`multiclass` and :term:`multilabel` targets, | |
F1 score for all `labels` are either returned or averaged depending on the | |
`average` parameter. Use `labels` specify the set of labels to calculate F1 score | |
for. | |
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) target values. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Estimated targets as returned by a classifier. | |
labels : array-like, default=None | |
The set of labels to include when `average != 'binary'`, and their | |
order if `average is None`. Labels present in the data can be | |
excluded, for example in multiclass classification to exclude a "negative | |
class". Labels not present in the data can be included and will be | |
"assigned" 0 samples. For multilabel targets, labels are column indices. | |
By default, all labels in `y_true` and `y_pred` are used in sorted order. | |
.. versionchanged:: 0.17 | |
Parameter `labels` improved for multiclass problem. | |
pos_label : int, float, bool or str, default=1 | |
The class to report if `average='binary'` and the data is binary, | |
otherwise this parameter is ignored. | |
For multiclass or multilabel targets, set `labels=[pos_label]` and | |
`average != 'binary'` to report metrics for one label only. | |
average : {'micro', 'macro', 'samples', 'weighted', 'binary'} or None, \ | |
default='binary' | |
This parameter is required for multiclass/multilabel targets. | |
If ``None``, the scores for each class are returned. Otherwise, this | |
determines the type of averaging performed on the data: | |
``'binary'``: | |
Only report results for the class specified by ``pos_label``. | |
This is applicable only if targets (``y_{true,pred}``) are binary. | |
``'micro'``: | |
Calculate metrics globally by counting the total true positives, | |
false negatives and false positives. | |
``'macro'``: | |
Calculate metrics for each label, and find their unweighted | |
mean. This does not take label imbalance into account. | |
``'weighted'``: | |
Calculate metrics for each label, and find their average weighted | |
by support (the number of true instances for each label). This | |
alters 'macro' to account for label imbalance; it can result in an | |
F-score that is not between precision and recall. | |
``'samples'``: | |
Calculate metrics for each instance, and find their average (only | |
meaningful for multilabel classification where this differs from | |
:func:`accuracy_score`). | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
zero_division : {"warn", 0.0, 1.0, np.nan}, default="warn" | |
Sets the value to return when there is a zero division, i.e. when all | |
predictions and labels are negative. | |
Notes: | |
- If set to "warn", this acts like 0, but a warning is also raised. | |
- If set to `np.nan`, such values will be excluded from the average. | |
.. versionadded:: 1.3 | |
`np.nan` option was added. | |
Returns | |
------- | |
f1_score : float or array of float, shape = [n_unique_labels] | |
F1 score of the positive class in binary classification or weighted | |
average of the F1 scores of each class for the multiclass task. | |
See Also | |
-------- | |
fbeta_score : Compute the F-beta score. | |
precision_recall_fscore_support : Compute the precision, recall, F-score, | |
and support. | |
jaccard_score : Compute the Jaccard similarity coefficient score. | |
multilabel_confusion_matrix : Compute a confusion matrix for each class or | |
sample. | |
Notes | |
----- | |
When ``true positive + false positive + false negative == 0`` (i.e. a class | |
is completely absent from both ``y_true`` or ``y_pred``), f-score is | |
undefined. In such cases, by default f-score will be set to 0.0, and | |
``UndefinedMetricWarning`` will be raised. This behavior can be modified by | |
setting the ``zero_division`` parameter. | |
References | |
---------- | |
.. [1] `Wikipedia entry for the F1-score | |
<https://en.wikipedia.org/wiki/F1_score>`_. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import f1_score | |
>>> y_true = [0, 1, 2, 0, 1, 2] | |
>>> y_pred = [0, 2, 1, 0, 0, 1] | |
>>> f1_score(y_true, y_pred, average='macro') | |
0.26... | |
>>> f1_score(y_true, y_pred, average='micro') | |
0.33... | |
>>> f1_score(y_true, y_pred, average='weighted') | |
0.26... | |
>>> f1_score(y_true, y_pred, average=None) | |
array([0.8, 0. , 0. ]) | |
>>> # binary classification | |
>>> y_true_empty = [0, 0, 0, 0, 0, 0] | |
>>> y_pred_empty = [0, 0, 0, 0, 0, 0] | |
>>> f1_score(y_true_empty, y_pred_empty) | |
0.0... | |
>>> f1_score(y_true_empty, y_pred_empty, zero_division=1.0) | |
1.0... | |
>>> f1_score(y_true_empty, y_pred_empty, zero_division=np.nan) | |
nan... | |
>>> # multilabel classification | |
>>> y_true = [[0, 0, 0], [1, 1, 1], [0, 1, 1]] | |
>>> y_pred = [[0, 0, 0], [1, 1, 1], [1, 1, 0]] | |
>>> f1_score(y_true, y_pred, average=None) | |
array([0.66666667, 1. , 0.66666667]) | |
""" | |
return fbeta_score( | |
y_true, | |
y_pred, | |
beta=1, | |
labels=labels, | |
pos_label=pos_label, | |
average=average, | |
sample_weight=sample_weight, | |
zero_division=zero_division, | |
) | |
def fbeta_score( | |
y_true, | |
y_pred, | |
*, | |
beta, | |
labels=None, | |
pos_label=1, | |
average="binary", | |
sample_weight=None, | |
zero_division="warn", | |
): | |
"""Compute the F-beta score. | |
The F-beta score is the weighted harmonic mean of precision and recall, | |
reaching its optimal value at 1 and its worst value at 0. | |
The `beta` parameter represents the ratio of recall importance to | |
precision importance. `beta > 1` gives more weight to recall, while | |
`beta < 1` favors precision. For example, `beta = 2` makes recall twice | |
as important as precision, while `beta = 0.5` does the opposite. | |
Asymptotically, `beta -> +inf` considers only recall, and `beta -> 0` | |
only precision. | |
The formula for F-beta score is: | |
.. math:: | |
F_\\beta = \\frac{(1 + \\beta^2) \\text{tp}} | |
{(1 + \\beta^2) \\text{tp} + \\text{fp} + \\beta^2 \\text{fn}} | |
Where :math:`\\text{tp}` is the number of true positives, :math:`\\text{fp}` is the | |
number of false positives, and :math:`\\text{fn}` is the number of false negatives. | |
Support beyond term:`binary` targets is achieved by treating :term:`multiclass` | |
and :term:`multilabel` data as a collection of binary problems, one for each | |
label. For the :term:`binary` case, setting `average='binary'` will return | |
F-beta score for `pos_label`. If `average` is not `'binary'`, `pos_label` is | |
ignored and F-beta score for both classes are computed, then averaged or both | |
returned (when `average=None`). Similarly, for :term:`multiclass` and | |
:term:`multilabel` targets, F-beta score for all `labels` are either returned or | |
averaged depending on the `average` parameter. Use `labels` specify the set of | |
labels to calculate F-beta score for. | |
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) target values. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Estimated targets as returned by a classifier. | |
beta : float | |
Determines the weight of recall in the combined score. | |
labels : array-like, default=None | |
The set of labels to include when `average != 'binary'`, and their | |
order if `average is None`. Labels present in the data can be | |
excluded, for example in multiclass classification to exclude a "negative | |
class". Labels not present in the data can be included and will be | |
"assigned" 0 samples. For multilabel targets, labels are column indices. | |
By default, all labels in `y_true` and `y_pred` are used in sorted order. | |
.. versionchanged:: 0.17 | |
Parameter `labels` improved for multiclass problem. | |
pos_label : int, float, bool or str, default=1 | |
The class to report if `average='binary'` and the data is binary, | |
otherwise this parameter is ignored. | |
For multiclass or multilabel targets, set `labels=[pos_label]` and | |
`average != 'binary'` to report metrics for one label only. | |
average : {'micro', 'macro', 'samples', 'weighted', 'binary'} or None, \ | |
default='binary' | |
This parameter is required for multiclass/multilabel targets. | |
If ``None``, the scores for each class are returned. Otherwise, this | |
determines the type of averaging performed on the data: | |
``'binary'``: | |
Only report results for the class specified by ``pos_label``. | |
This is applicable only if targets (``y_{true,pred}``) are binary. | |
``'micro'``: | |
Calculate metrics globally by counting the total true positives, | |
false negatives and false positives. | |
``'macro'``: | |
Calculate metrics for each label, and find their unweighted | |
mean. This does not take label imbalance into account. | |
``'weighted'``: | |
Calculate metrics for each label, and find their average weighted | |
by support (the number of true instances for each label). This | |
alters 'macro' to account for label imbalance; it can result in an | |
F-score that is not between precision and recall. | |
``'samples'``: | |
Calculate metrics for each instance, and find their average (only | |
meaningful for multilabel classification where this differs from | |
:func:`accuracy_score`). | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
zero_division : {"warn", 0.0, 1.0, np.nan}, default="warn" | |
Sets the value to return when there is a zero division, i.e. when all | |
predictions and labels are negative. | |
Notes: | |
- If set to "warn", this acts like 0, but a warning is also raised. | |
- If set to `np.nan`, such values will be excluded from the average. | |
.. versionadded:: 1.3 | |
`np.nan` option was added. | |
Returns | |
------- | |
fbeta_score : float (if average is not None) or array of float, shape =\ | |
[n_unique_labels] | |
F-beta score of the positive class in binary classification or weighted | |
average of the F-beta score of each class for the multiclass task. | |
See Also | |
-------- | |
precision_recall_fscore_support : Compute the precision, recall, F-score, | |
and support. | |
multilabel_confusion_matrix : Compute a confusion matrix for each class or | |
sample. | |
Notes | |
----- | |
When ``true positive + false positive + false negative == 0``, f-score | |
returns 0.0 and raises ``UndefinedMetricWarning``. This behavior can be | |
modified by setting ``zero_division``. | |
References | |
---------- | |
.. [1] R. Baeza-Yates and B. Ribeiro-Neto (2011). | |
Modern Information Retrieval. Addison Wesley, pp. 327-328. | |
.. [2] `Wikipedia entry for the F1-score | |
<https://en.wikipedia.org/wiki/F1_score>`_. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import fbeta_score | |
>>> y_true = [0, 1, 2, 0, 1, 2] | |
>>> y_pred = [0, 2, 1, 0, 0, 1] | |
>>> fbeta_score(y_true, y_pred, average='macro', beta=0.5) | |
0.23... | |
>>> fbeta_score(y_true, y_pred, average='micro', beta=0.5) | |
0.33... | |
>>> fbeta_score(y_true, y_pred, average='weighted', beta=0.5) | |
0.23... | |
>>> fbeta_score(y_true, y_pred, average=None, beta=0.5) | |
array([0.71..., 0. , 0. ]) | |
>>> y_pred_empty = [0, 0, 0, 0, 0, 0] | |
>>> fbeta_score(y_true, y_pred_empty, | |
... average="macro", zero_division=np.nan, beta=0.5) | |
0.12... | |
""" | |
_, _, f, _ = precision_recall_fscore_support( | |
y_true, | |
y_pred, | |
beta=beta, | |
labels=labels, | |
pos_label=pos_label, | |
average=average, | |
warn_for=("f-score",), | |
sample_weight=sample_weight, | |
zero_division=zero_division, | |
) | |
return f | |
def _prf_divide( | |
numerator, denominator, metric, modifier, average, warn_for, zero_division="warn" | |
): | |
"""Performs division and handles divide-by-zero. | |
On zero-division, sets the corresponding result elements equal to | |
0, 1 or np.nan (according to ``zero_division``). Plus, if | |
``zero_division != "warn"`` raises a warning. | |
The metric, modifier and average arguments are used only for determining | |
an appropriate warning. | |
""" | |
mask = denominator == 0.0 | |
denominator = denominator.copy() | |
denominator[mask] = 1 # avoid infs/nans | |
result = numerator / denominator | |
if not np.any(mask): | |
return result | |
# set those with 0 denominator to `zero_division`, and 0 when "warn" | |
zero_division_value = _check_zero_division(zero_division) | |
result[mask] = zero_division_value | |
# we assume the user will be removing warnings if zero_division is set | |
# to something different than "warn". If we are computing only f-score | |
# the warning will be raised only if precision and recall are ill-defined | |
if zero_division != "warn" or metric not in warn_for: | |
return result | |
# build appropriate warning | |
if metric in warn_for: | |
_warn_prf(average, modifier, f"{metric.capitalize()} is", len(result)) | |
return result | |
def _warn_prf(average, modifier, msg_start, result_size): | |
axis0, axis1 = "sample", "label" | |
if average == "samples": | |
axis0, axis1 = axis1, axis0 | |
msg = ( | |
"{0} ill-defined and being set to 0.0 {{0}} " | |
"no {1} {2}s. Use `zero_division` parameter to control" | |
" this behavior.".format(msg_start, modifier, axis0) | |
) | |
if result_size == 1: | |
msg = msg.format("due to") | |
else: | |
msg = msg.format("in {0}s with".format(axis1)) | |
warnings.warn(msg, UndefinedMetricWarning, stacklevel=2) | |
def _check_set_wise_labels(y_true, y_pred, average, labels, pos_label): | |
"""Validation associated with set-wise metrics. | |
Returns identified labels. | |
""" | |
average_options = (None, "micro", "macro", "weighted", "samples") | |
if average not in average_options and average != "binary": | |
raise ValueError("average has to be one of " + str(average_options)) | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
# Convert to Python primitive type to avoid NumPy type / Python str | |
# comparison. See https://github.com/numpy/numpy/issues/6784 | |
present_labels = unique_labels(y_true, y_pred).tolist() | |
if average == "binary": | |
if y_type == "binary": | |
if pos_label not in present_labels: | |
if len(present_labels) >= 2: | |
raise ValueError( | |
f"pos_label={pos_label} is not a valid label. It " | |
f"should be one of {present_labels}" | |
) | |
labels = [pos_label] | |
else: | |
average_options = list(average_options) | |
if y_type == "multiclass": | |
average_options.remove("samples") | |
raise ValueError( | |
"Target is %s but average='binary'. Please " | |
"choose another average setting, one of %r." % (y_type, average_options) | |
) | |
elif pos_label not in (None, 1): | |
warnings.warn( | |
"Note that pos_label (set to %r) is ignored when " | |
"average != 'binary' (got %r). You may use " | |
"labels=[pos_label] to specify a single positive class." | |
% (pos_label, average), | |
UserWarning, | |
) | |
return labels | |
def precision_recall_fscore_support( | |
y_true, | |
y_pred, | |
*, | |
beta=1.0, | |
labels=None, | |
pos_label=1, | |
average=None, | |
warn_for=("precision", "recall", "f-score"), | |
sample_weight=None, | |
zero_division="warn", | |
): | |
"""Compute precision, recall, F-measure and support for each class. | |
The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of | |
true positives and ``fp`` the number of false positives. The precision is | |
intuitively the ability of the classifier not to label a negative sample as | |
positive. | |
The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of | |
true positives and ``fn`` the number of false negatives. The recall is | |
intuitively the ability of the classifier to find all the positive samples. | |
The F-beta score can be interpreted as a weighted harmonic mean of | |
the precision and recall, where an F-beta score reaches its best | |
value at 1 and worst score at 0. | |
The F-beta score weights recall more than precision by a factor of | |
``beta``. ``beta == 1.0`` means recall and precision are equally important. | |
The support is the number of occurrences of each class in ``y_true``. | |
Support beyond term:`binary` targets is achieved by treating :term:`multiclass` | |
and :term:`multilabel` data as a collection of binary problems, one for each | |
label. For the :term:`binary` case, setting `average='binary'` will return | |
metrics for `pos_label`. If `average` is not `'binary'`, `pos_label` is ignored | |
and metrics for both classes are computed, then averaged or both returned (when | |
`average=None`). Similarly, for :term:`multiclass` and :term:`multilabel` targets, | |
metrics for all `labels` are either returned or averaged depending on the `average` | |
parameter. Use `labels` specify the set of labels to calculate metrics for. | |
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) target values. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Estimated targets as returned by a classifier. | |
beta : float, default=1.0 | |
The strength of recall versus precision in the F-score. | |
labels : array-like, default=None | |
The set of labels to include when `average != 'binary'`, and their | |
order if `average is None`. Labels present in the data can be | |
excluded, for example in multiclass classification to exclude a "negative | |
class". Labels not present in the data can be included and will be | |
"assigned" 0 samples. For multilabel targets, labels are column indices. | |
By default, all labels in `y_true` and `y_pred` are used in sorted order. | |
pos_label : int, float, bool or str, default=1 | |
The class to report if `average='binary'` and the data is binary, | |
otherwise this parameter is ignored. | |
For multiclass or multilabel targets, set `labels=[pos_label]` and | |
`average != 'binary'` to report metrics for one label only. | |
average : {'binary', 'micro', 'macro', 'samples', 'weighted'}, \ | |
default=None | |
If ``None``, the metrics for each class are returned. Otherwise, this | |
determines the type of averaging performed on the data: | |
``'binary'``: | |
Only report results for the class specified by ``pos_label``. | |
This is applicable only if targets (``y_{true,pred}``) are binary. | |
``'micro'``: | |
Calculate metrics globally by counting the total true positives, | |
false negatives and false positives. | |
``'macro'``: | |
Calculate metrics for each label, and find their unweighted | |
mean. This does not take label imbalance into account. | |
``'weighted'``: | |
Calculate metrics for each label, and find their average weighted | |
by support (the number of true instances for each label). This | |
alters 'macro' to account for label imbalance; it can result in an | |
F-score that is not between precision and recall. | |
``'samples'``: | |
Calculate metrics for each instance, and find their average (only | |
meaningful for multilabel classification where this differs from | |
:func:`accuracy_score`). | |
warn_for : list, tuple or set, for internal use | |
This determines which warnings will be made in the case that this | |
function is being used to return only one of its metrics. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
zero_division : {"warn", 0.0, 1.0, np.nan}, default="warn" | |
Sets the value to return when there is a zero division: | |
- recall: when there are no positive labels | |
- precision: when there are no positive predictions | |
- f-score: both | |
Notes: | |
- If set to "warn", this acts like 0, but a warning is also raised. | |
- If set to `np.nan`, such values will be excluded from the average. | |
.. versionadded:: 1.3 | |
`np.nan` option was added. | |
Returns | |
------- | |
precision : float (if average is not None) or array of float, shape =\ | |
[n_unique_labels] | |
Precision score. | |
recall : float (if average is not None) or array of float, shape =\ | |
[n_unique_labels] | |
Recall score. | |
fbeta_score : float (if average is not None) or array of float, shape =\ | |
[n_unique_labels] | |
F-beta score. | |
support : None (if average is not None) or array of int, shape =\ | |
[n_unique_labels] | |
The number of occurrences of each label in ``y_true``. | |
Notes | |
----- | |
When ``true positive + false positive == 0``, precision is undefined. | |
When ``true positive + false negative == 0``, recall is undefined. When | |
``true positive + false negative + false positive == 0``, f-score is | |
undefined. In such cases, by default the metric will be set to 0, and | |
``UndefinedMetricWarning`` will be raised. This behavior can be modified | |
with ``zero_division``. | |
References | |
---------- | |
.. [1] `Wikipedia entry for the Precision and recall | |
<https://en.wikipedia.org/wiki/Precision_and_recall>`_. | |
.. [2] `Wikipedia entry for the F1-score | |
<https://en.wikipedia.org/wiki/F1_score>`_. | |
.. [3] `Discriminative Methods for Multi-labeled Classification Advances | |
in Knowledge Discovery and Data Mining (2004), pp. 22-30 by Shantanu | |
Godbole, Sunita Sarawagi | |
<http://www.godbole.net/shantanu/pubs/multilabelsvm-pakdd04.pdf>`_. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import precision_recall_fscore_support | |
>>> y_true = np.array(['cat', 'dog', 'pig', 'cat', 'dog', 'pig']) | |
>>> y_pred = np.array(['cat', 'pig', 'dog', 'cat', 'cat', 'dog']) | |
>>> precision_recall_fscore_support(y_true, y_pred, average='macro') | |
(0.22..., 0.33..., 0.26..., None) | |
>>> precision_recall_fscore_support(y_true, y_pred, average='micro') | |
(0.33..., 0.33..., 0.33..., None) | |
>>> precision_recall_fscore_support(y_true, y_pred, average='weighted') | |
(0.22..., 0.33..., 0.26..., None) | |
It is possible to compute per-label precisions, recalls, F1-scores and | |
supports instead of averaging: | |
>>> precision_recall_fscore_support(y_true, y_pred, average=None, | |
... labels=['pig', 'dog', 'cat']) | |
(array([0. , 0. , 0.66...]), | |
array([0., 0., 1.]), array([0. , 0. , 0.8]), | |
array([2, 2, 2])) | |
""" | |
_check_zero_division(zero_division) | |
labels = _check_set_wise_labels(y_true, y_pred, average, labels, pos_label) | |
# Calculate tp_sum, pred_sum, true_sum ### | |
samplewise = average == "samples" | |
MCM = multilabel_confusion_matrix( | |
y_true, | |
y_pred, | |
sample_weight=sample_weight, | |
labels=labels, | |
samplewise=samplewise, | |
) | |
tp_sum = MCM[:, 1, 1] | |
pred_sum = tp_sum + MCM[:, 0, 1] | |
true_sum = tp_sum + MCM[:, 1, 0] | |
if average == "micro": | |
tp_sum = np.array([tp_sum.sum()]) | |
pred_sum = np.array([pred_sum.sum()]) | |
true_sum = np.array([true_sum.sum()]) | |
# Finally, we have all our sufficient statistics. Divide! # | |
beta2 = beta**2 | |
# Divide, and on zero-division, set scores and/or warn according to | |
# zero_division: | |
precision = _prf_divide( | |
tp_sum, pred_sum, "precision", "predicted", average, warn_for, zero_division | |
) | |
recall = _prf_divide( | |
tp_sum, true_sum, "recall", "true", average, warn_for, zero_division | |
) | |
if np.isposinf(beta): | |
f_score = recall | |
elif beta == 0: | |
f_score = precision | |
else: | |
# The score is defined as: | |
# score = (1 + beta**2) * precision * recall / (beta**2 * precision + recall) | |
# Therefore, we can express the score in terms of confusion matrix entries as: | |
# score = (1 + beta**2) * tp / ((1 + beta**2) * tp + beta**2 * fn + fp) | |
denom = beta2 * true_sum + pred_sum | |
f_score = _prf_divide( | |
(1 + beta2) * tp_sum, | |
denom, | |
"f-score", | |
"true nor predicted", | |
average, | |
warn_for, | |
zero_division, | |
) | |
# Average the results | |
if average == "weighted": | |
weights = true_sum | |
elif average == "samples": | |
weights = sample_weight | |
else: | |
weights = None | |
if average is not None: | |
assert average != "binary" or len(precision) == 1 | |
precision = _nanaverage(precision, weights=weights) | |
recall = _nanaverage(recall, weights=weights) | |
f_score = _nanaverage(f_score, weights=weights) | |
true_sum = None # return no support | |
return precision, recall, f_score, true_sum | |
def class_likelihood_ratios( | |
y_true, | |
y_pred, | |
*, | |
labels=None, | |
sample_weight=None, | |
raise_warning=True, | |
): | |
"""Compute binary classification positive and negative likelihood ratios. | |
The positive likelihood ratio is `LR+ = sensitivity / (1 - specificity)` | |
where the sensitivity or recall is the ratio `tp / (tp + fn)` and the | |
specificity is `tn / (tn + fp)`. The negative likelihood ratio is `LR- = (1 | |
- sensitivity) / specificity`. Here `tp` is the number of true positives, | |
`fp` the number of false positives, `tn` is the number of true negatives and | |
`fn` the number of false negatives. Both class likelihood ratios can be used | |
to obtain post-test probabilities given a pre-test probability. | |
`LR+` ranges from 1 to infinity. A `LR+` of 1 indicates that the probability | |
of predicting the positive class is the same for samples belonging to either | |
class; therefore, the test is useless. The greater `LR+` is, the more a | |
positive prediction is likely to be a true positive when compared with the | |
pre-test probability. A value of `LR+` lower than 1 is invalid as it would | |
indicate that the odds of a sample being a true positive decrease with | |
respect to the pre-test odds. | |
`LR-` ranges from 0 to 1. The closer it is to 0, the lower the probability | |
of a given sample to be a false negative. A `LR-` of 1 means the test is | |
useless because the odds of having the condition did not change after the | |
test. A value of `LR-` greater than 1 invalidates the classifier as it | |
indicates an increase in the odds of a sample belonging to the positive | |
class after being classified as negative. This is the case when the | |
classifier systematically predicts the opposite of the true label. | |
A typical application in medicine is to identify the positive/negative class | |
to the presence/absence of a disease, respectively; the classifier being a | |
diagnostic test; the pre-test probability of an individual having the | |
disease can be the prevalence of such disease (proportion of a particular | |
population found to be affected by a medical condition); and the post-test | |
probabilities would be the probability that the condition is truly present | |
given a positive test result. | |
Read more in the :ref:`User Guide <class_likelihood_ratios>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) target values. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Estimated targets as returned by a classifier. | |
labels : array-like, default=None | |
List of labels to index the matrix. This may be used to select the | |
positive and negative classes with the ordering `labels=[negative_class, | |
positive_class]`. If `None` is given, those that appear at least once in | |
`y_true` or `y_pred` are used in sorted order. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
raise_warning : bool, default=True | |
Whether or not a case-specific warning message is raised when there is a | |
zero division. Even if the error is not raised, the function will return | |
nan in such cases. | |
Returns | |
------- | |
(positive_likelihood_ratio, negative_likelihood_ratio) : tuple | |
A tuple of two float, the first containing the Positive likelihood ratio | |
and the second the Negative likelihood ratio. | |
Warns | |
----- | |
When `false positive == 0`, the positive likelihood ratio is undefined. | |
When `true negative == 0`, the negative likelihood ratio is undefined. | |
When `true positive + false negative == 0` both ratios are undefined. | |
In such cases, `UserWarning` will be raised if raise_warning=True. | |
References | |
---------- | |
.. [1] `Wikipedia entry for the Likelihood ratios in diagnostic testing | |
<https://en.wikipedia.org/wiki/Likelihood_ratios_in_diagnostic_testing>`_. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import class_likelihood_ratios | |
>>> class_likelihood_ratios([0, 1, 0, 1, 0], [1, 1, 0, 0, 0]) | |
(1.5, 0.75) | |
>>> y_true = np.array(["non-cat", "cat", "non-cat", "cat", "non-cat"]) | |
>>> y_pred = np.array(["cat", "cat", "non-cat", "non-cat", "non-cat"]) | |
>>> class_likelihood_ratios(y_true, y_pred) | |
(1.33..., 0.66...) | |
>>> y_true = np.array(["non-zebra", "zebra", "non-zebra", "zebra", "non-zebra"]) | |
>>> y_pred = np.array(["zebra", "zebra", "non-zebra", "non-zebra", "non-zebra"]) | |
>>> class_likelihood_ratios(y_true, y_pred) | |
(1.5, 0.75) | |
To avoid ambiguities, use the notation `labels=[negative_class, | |
positive_class]` | |
>>> y_true = np.array(["non-cat", "cat", "non-cat", "cat", "non-cat"]) | |
>>> y_pred = np.array(["cat", "cat", "non-cat", "non-cat", "non-cat"]) | |
>>> class_likelihood_ratios(y_true, y_pred, labels=["non-cat", "cat"]) | |
(1.5, 0.75) | |
""" | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
if y_type != "binary": | |
raise ValueError( | |
"class_likelihood_ratios only supports binary classification " | |
f"problems, got targets of type: {y_type}" | |
) | |
cm = confusion_matrix( | |
y_true, | |
y_pred, | |
sample_weight=sample_weight, | |
labels=labels, | |
) | |
# Case when `y_test` contains a single class and `y_test == y_pred`. | |
# This may happen when cross-validating imbalanced data and should | |
# not be interpreted as a perfect score. | |
if cm.shape == (1, 1): | |
msg = "samples of only one class were seen during testing " | |
if raise_warning: | |
warnings.warn(msg, UserWarning, stacklevel=2) | |
positive_likelihood_ratio = np.nan | |
negative_likelihood_ratio = np.nan | |
else: | |
tn, fp, fn, tp = cm.ravel() | |
support_pos = tp + fn | |
support_neg = tn + fp | |
pos_num = tp * support_neg | |
pos_denom = fp * support_pos | |
neg_num = fn * support_neg | |
neg_denom = tn * support_pos | |
# If zero division warn and set scores to nan, else divide | |
if support_pos == 0: | |
msg = "no samples of the positive class were present in the testing set " | |
if raise_warning: | |
warnings.warn(msg, UserWarning, stacklevel=2) | |
positive_likelihood_ratio = np.nan | |
negative_likelihood_ratio = np.nan | |
if fp == 0: | |
if tp == 0: | |
msg = "no samples predicted for the positive class" | |
else: | |
msg = "positive_likelihood_ratio ill-defined and being set to nan " | |
if raise_warning: | |
warnings.warn(msg, UserWarning, stacklevel=2) | |
positive_likelihood_ratio = np.nan | |
else: | |
positive_likelihood_ratio = pos_num / pos_denom | |
if tn == 0: | |
msg = "negative_likelihood_ratio ill-defined and being set to nan " | |
if raise_warning: | |
warnings.warn(msg, UserWarning, stacklevel=2) | |
negative_likelihood_ratio = np.nan | |
else: | |
negative_likelihood_ratio = neg_num / neg_denom | |
return positive_likelihood_ratio, negative_likelihood_ratio | |
def precision_score( | |
y_true, | |
y_pred, | |
*, | |
labels=None, | |
pos_label=1, | |
average="binary", | |
sample_weight=None, | |
zero_division="warn", | |
): | |
"""Compute the precision. | |
The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of | |
true positives and ``fp`` the number of false positives. The precision is | |
intuitively the ability of the classifier not to label as positive a sample | |
that is negative. | |
The best value is 1 and the worst value is 0. | |
Support beyond term:`binary` targets is achieved by treating :term:`multiclass` | |
and :term:`multilabel` data as a collection of binary problems, one for each | |
label. For the :term:`binary` case, setting `average='binary'` will return | |
precision for `pos_label`. If `average` is not `'binary'`, `pos_label` is ignored | |
and precision for both classes are computed, then averaged or both returned (when | |
`average=None`). Similarly, for :term:`multiclass` and :term:`multilabel` targets, | |
precision for all `labels` are either returned or averaged depending on the | |
`average` parameter. Use `labels` specify the set of labels to calculate precision | |
for. | |
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) target values. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Estimated targets as returned by a classifier. | |
labels : array-like, default=None | |
The set of labels to include when `average != 'binary'`, and their | |
order if `average is None`. Labels present in the data can be | |
excluded, for example in multiclass classification to exclude a "negative | |
class". Labels not present in the data can be included and will be | |
"assigned" 0 samples. For multilabel targets, labels are column indices. | |
By default, all labels in `y_true` and `y_pred` are used in sorted order. | |
.. versionchanged:: 0.17 | |
Parameter `labels` improved for multiclass problem. | |
pos_label : int, float, bool or str, default=1 | |
The class to report if `average='binary'` and the data is binary, | |
otherwise this parameter is ignored. | |
For multiclass or multilabel targets, set `labels=[pos_label]` and | |
`average != 'binary'` to report metrics for one label only. | |
average : {'micro', 'macro', 'samples', 'weighted', 'binary'} or None, \ | |
default='binary' | |
This parameter is required for multiclass/multilabel targets. | |
If ``None``, the scores for each class are returned. Otherwise, this | |
determines the type of averaging performed on the data: | |
``'binary'``: | |
Only report results for the class specified by ``pos_label``. | |
This is applicable only if targets (``y_{true,pred}``) are binary. | |
``'micro'``: | |
Calculate metrics globally by counting the total true positives, | |
false negatives and false positives. | |
``'macro'``: | |
Calculate metrics for each label, and find their unweighted | |
mean. This does not take label imbalance into account. | |
``'weighted'``: | |
Calculate metrics for each label, and find their average weighted | |
by support (the number of true instances for each label). This | |
alters 'macro' to account for label imbalance; it can result in an | |
F-score that is not between precision and recall. | |
``'samples'``: | |
Calculate metrics for each instance, and find their average (only | |
meaningful for multilabel classification where this differs from | |
:func:`accuracy_score`). | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
zero_division : {"warn", 0.0, 1.0, np.nan}, default="warn" | |
Sets the value to return when there is a zero division. | |
Notes: | |
- If set to "warn", this acts like 0, but a warning is also raised. | |
- If set to `np.nan`, such values will be excluded from the average. | |
.. versionadded:: 1.3 | |
`np.nan` option was added. | |
Returns | |
------- | |
precision : float (if average is not None) or array of float of shape \ | |
(n_unique_labels,) | |
Precision of the positive class in binary classification or weighted | |
average of the precision of each class for the multiclass task. | |
See Also | |
-------- | |
precision_recall_fscore_support : Compute precision, recall, F-measure and | |
support for each class. | |
recall_score : Compute the ratio ``tp / (tp + fn)`` where ``tp`` is the | |
number of true positives and ``fn`` the number of false negatives. | |
PrecisionRecallDisplay.from_estimator : Plot precision-recall curve given | |
an estimator and some data. | |
PrecisionRecallDisplay.from_predictions : Plot precision-recall curve given | |
binary class predictions. | |
multilabel_confusion_matrix : Compute a confusion matrix for each class or | |
sample. | |
Notes | |
----- | |
When ``true positive + false positive == 0``, precision returns 0 and | |
raises ``UndefinedMetricWarning``. This behavior can be | |
modified with ``zero_division``. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import precision_score | |
>>> y_true = [0, 1, 2, 0, 1, 2] | |
>>> y_pred = [0, 2, 1, 0, 0, 1] | |
>>> precision_score(y_true, y_pred, average='macro') | |
0.22... | |
>>> precision_score(y_true, y_pred, average='micro') | |
0.33... | |
>>> precision_score(y_true, y_pred, average='weighted') | |
0.22... | |
>>> precision_score(y_true, y_pred, average=None) | |
array([0.66..., 0. , 0. ]) | |
>>> y_pred = [0, 0, 0, 0, 0, 0] | |
>>> precision_score(y_true, y_pred, average=None) | |
array([0.33..., 0. , 0. ]) | |
>>> precision_score(y_true, y_pred, average=None, zero_division=1) | |
array([0.33..., 1. , 1. ]) | |
>>> precision_score(y_true, y_pred, average=None, zero_division=np.nan) | |
array([0.33..., nan, nan]) | |
>>> # multilabel classification | |
>>> y_true = [[0, 0, 0], [1, 1, 1], [0, 1, 1]] | |
>>> y_pred = [[0, 0, 0], [1, 1, 1], [1, 1, 0]] | |
>>> precision_score(y_true, y_pred, average=None) | |
array([0.5, 1. , 1. ]) | |
""" | |
p, _, _, _ = precision_recall_fscore_support( | |
y_true, | |
y_pred, | |
labels=labels, | |
pos_label=pos_label, | |
average=average, | |
warn_for=("precision",), | |
sample_weight=sample_weight, | |
zero_division=zero_division, | |
) | |
return p | |
def recall_score( | |
y_true, | |
y_pred, | |
*, | |
labels=None, | |
pos_label=1, | |
average="binary", | |
sample_weight=None, | |
zero_division="warn", | |
): | |
"""Compute the recall. | |
The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of | |
true positives and ``fn`` the number of false negatives. The recall is | |
intuitively the ability of the classifier to find all the positive samples. | |
The best value is 1 and the worst value is 0. | |
Support beyond term:`binary` targets is achieved by treating :term:`multiclass` | |
and :term:`multilabel` data as a collection of binary problems, one for each | |
label. For the :term:`binary` case, setting `average='binary'` will return | |
recall for `pos_label`. If `average` is not `'binary'`, `pos_label` is ignored | |
and recall for both classes are computed then averaged or both returned (when | |
`average=None`). Similarly, for :term:`multiclass` and :term:`multilabel` targets, | |
recall for all `labels` are either returned or averaged depending on the `average` | |
parameter. Use `labels` specify the set of labels to calculate recall for. | |
Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) target values. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Estimated targets as returned by a classifier. | |
labels : array-like, default=None | |
The set of labels to include when `average != 'binary'`, and their | |
order if `average is None`. Labels present in the data can be | |
excluded, for example in multiclass classification to exclude a "negative | |
class". Labels not present in the data can be included and will be | |
"assigned" 0 samples. For multilabel targets, labels are column indices. | |
By default, all labels in `y_true` and `y_pred` are used in sorted order. | |
.. versionchanged:: 0.17 | |
Parameter `labels` improved for multiclass problem. | |
pos_label : int, float, bool or str, default=1 | |
The class to report if `average='binary'` and the data is binary, | |
otherwise this parameter is ignored. | |
For multiclass or multilabel targets, set `labels=[pos_label]` and | |
`average != 'binary'` to report metrics for one label only. | |
average : {'micro', 'macro', 'samples', 'weighted', 'binary'} or None, \ | |
default='binary' | |
This parameter is required for multiclass/multilabel targets. | |
If ``None``, the scores for each class are returned. Otherwise, this | |
determines the type of averaging performed on the data: | |
``'binary'``: | |
Only report results for the class specified by ``pos_label``. | |
This is applicable only if targets (``y_{true,pred}``) are binary. | |
``'micro'``: | |
Calculate metrics globally by counting the total true positives, | |
false negatives and false positives. | |
``'macro'``: | |
Calculate metrics for each label, and find their unweighted | |
mean. This does not take label imbalance into account. | |
``'weighted'``: | |
Calculate metrics for each label, and find their average weighted | |
by support (the number of true instances for each label). This | |
alters 'macro' to account for label imbalance; it can result in an | |
F-score that is not between precision and recall. Weighted recall | |
is equal to accuracy. | |
``'samples'``: | |
Calculate metrics for each instance, and find their average (only | |
meaningful for multilabel classification where this differs from | |
:func:`accuracy_score`). | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
zero_division : {"warn", 0.0, 1.0, np.nan}, default="warn" | |
Sets the value to return when there is a zero division. | |
Notes: | |
- If set to "warn", this acts like 0, but a warning is also raised. | |
- If set to `np.nan`, such values will be excluded from the average. | |
.. versionadded:: 1.3 | |
`np.nan` option was added. | |
Returns | |
------- | |
recall : float (if average is not None) or array of float of shape \ | |
(n_unique_labels,) | |
Recall of the positive class in binary classification or weighted | |
average of the recall of each class for the multiclass task. | |
See Also | |
-------- | |
precision_recall_fscore_support : Compute precision, recall, F-measure and | |
support for each class. | |
precision_score : Compute the ratio ``tp / (tp + fp)`` where ``tp`` is the | |
number of true positives and ``fp`` the number of false positives. | |
balanced_accuracy_score : Compute balanced accuracy to deal with imbalanced | |
datasets. | |
multilabel_confusion_matrix : Compute a confusion matrix for each class or | |
sample. | |
PrecisionRecallDisplay.from_estimator : Plot precision-recall curve given | |
an estimator and some data. | |
PrecisionRecallDisplay.from_predictions : Plot precision-recall curve given | |
binary class predictions. | |
Notes | |
----- | |
When ``true positive + false negative == 0``, recall returns 0 and raises | |
``UndefinedMetricWarning``. This behavior can be modified with | |
``zero_division``. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import recall_score | |
>>> y_true = [0, 1, 2, 0, 1, 2] | |
>>> y_pred = [0, 2, 1, 0, 0, 1] | |
>>> recall_score(y_true, y_pred, average='macro') | |
0.33... | |
>>> recall_score(y_true, y_pred, average='micro') | |
0.33... | |
>>> recall_score(y_true, y_pred, average='weighted') | |
0.33... | |
>>> recall_score(y_true, y_pred, average=None) | |
array([1., 0., 0.]) | |
>>> y_true = [0, 0, 0, 0, 0, 0] | |
>>> recall_score(y_true, y_pred, average=None) | |
array([0.5, 0. , 0. ]) | |
>>> recall_score(y_true, y_pred, average=None, zero_division=1) | |
array([0.5, 1. , 1. ]) | |
>>> recall_score(y_true, y_pred, average=None, zero_division=np.nan) | |
array([0.5, nan, nan]) | |
>>> # multilabel classification | |
>>> y_true = [[0, 0, 0], [1, 1, 1], [0, 1, 1]] | |
>>> y_pred = [[0, 0, 0], [1, 1, 1], [1, 1, 0]] | |
>>> recall_score(y_true, y_pred, average=None) | |
array([1. , 1. , 0.5]) | |
""" | |
_, r, _, _ = precision_recall_fscore_support( | |
y_true, | |
y_pred, | |
labels=labels, | |
pos_label=pos_label, | |
average=average, | |
warn_for=("recall",), | |
sample_weight=sample_weight, | |
zero_division=zero_division, | |
) | |
return r | |
def balanced_accuracy_score(y_true, y_pred, *, sample_weight=None, adjusted=False): | |
"""Compute the balanced accuracy. | |
The balanced accuracy in binary and multiclass classification problems to | |
deal with imbalanced datasets. It is defined as the average of recall | |
obtained on each class. | |
The best value is 1 and the worst value is 0 when ``adjusted=False``. | |
Read more in the :ref:`User Guide <balanced_accuracy_score>`. | |
.. versionadded:: 0.20 | |
Parameters | |
---------- | |
y_true : array-like of shape (n_samples,) | |
Ground truth (correct) target values. | |
y_pred : array-like of shape (n_samples,) | |
Estimated targets as returned by a classifier. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
adjusted : bool, default=False | |
When true, the result is adjusted for chance, so that random | |
performance would score 0, while keeping perfect performance at a score | |
of 1. | |
Returns | |
------- | |
balanced_accuracy : float | |
Balanced accuracy score. | |
See Also | |
-------- | |
average_precision_score : Compute average precision (AP) from prediction | |
scores. | |
precision_score : Compute the precision score. | |
recall_score : Compute the recall score. | |
roc_auc_score : Compute Area Under the Receiver Operating Characteristic | |
Curve (ROC AUC) from prediction scores. | |
Notes | |
----- | |
Some literature promotes alternative definitions of balanced accuracy. Our | |
definition is equivalent to :func:`accuracy_score` with class-balanced | |
sample weights, and shares desirable properties with the binary case. | |
See the :ref:`User Guide <balanced_accuracy_score>`. | |
References | |
---------- | |
.. [1] Brodersen, K.H.; Ong, C.S.; Stephan, K.E.; Buhmann, J.M. (2010). | |
The balanced accuracy and its posterior distribution. | |
Proceedings of the 20th International Conference on Pattern | |
Recognition, 3121-24. | |
.. [2] John. D. Kelleher, Brian Mac Namee, Aoife D'Arcy, (2015). | |
`Fundamentals of Machine Learning for Predictive Data Analytics: | |
Algorithms, Worked Examples, and Case Studies | |
<https://mitpress.mit.edu/books/fundamentals-machine-learning-predictive-data-analytics>`_. | |
Examples | |
-------- | |
>>> from sklearn.metrics import balanced_accuracy_score | |
>>> y_true = [0, 1, 0, 0, 1, 0] | |
>>> y_pred = [0, 1, 0, 0, 0, 1] | |
>>> balanced_accuracy_score(y_true, y_pred) | |
0.625 | |
""" | |
C = confusion_matrix(y_true, y_pred, sample_weight=sample_weight) | |
with np.errstate(divide="ignore", invalid="ignore"): | |
per_class = np.diag(C) / C.sum(axis=1) | |
if np.any(np.isnan(per_class)): | |
warnings.warn("y_pred contains classes not in y_true") | |
per_class = per_class[~np.isnan(per_class)] | |
score = np.mean(per_class) | |
if adjusted: | |
n_classes = len(per_class) | |
chance = 1 / n_classes | |
score -= chance | |
score /= 1 - chance | |
return score | |
def classification_report( | |
y_true, | |
y_pred, | |
*, | |
labels=None, | |
target_names=None, | |
sample_weight=None, | |
digits=2, | |
output_dict=False, | |
zero_division="warn", | |
): | |
"""Build a text report showing the main classification metrics. | |
Read more in the :ref:`User Guide <classification_report>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) target values. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Estimated targets as returned by a classifier. | |
labels : array-like of shape (n_labels,), default=None | |
Optional list of label indices to include in the report. | |
target_names : array-like of shape (n_labels,), default=None | |
Optional display names matching the labels (same order). | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
digits : int, default=2 | |
Number of digits for formatting output floating point values. | |
When ``output_dict`` is ``True``, this will be ignored and the | |
returned values will not be rounded. | |
output_dict : bool, default=False | |
If True, return output as dict. | |
.. versionadded:: 0.20 | |
zero_division : {"warn", 0.0, 1.0, np.nan}, default="warn" | |
Sets the value to return when there is a zero division. If set to | |
"warn", this acts as 0, but warnings are also raised. | |
.. versionadded:: 1.3 | |
`np.nan` option was added. | |
Returns | |
------- | |
report : str or dict | |
Text summary of the precision, recall, F1 score for each class. | |
Dictionary returned if output_dict is True. Dictionary has the | |
following structure:: | |
{'label 1': {'precision':0.5, | |
'recall':1.0, | |
'f1-score':0.67, | |
'support':1}, | |
'label 2': { ... }, | |
... | |
} | |
The reported averages include macro average (averaging the unweighted | |
mean per label), weighted average (averaging the support-weighted mean | |
per label), and sample average (only for multilabel classification). | |
Micro average (averaging the total true positives, false negatives and | |
false positives) is only shown for multi-label or multi-class | |
with a subset of classes, because it corresponds to accuracy | |
otherwise and would be the same for all metrics. | |
See also :func:`precision_recall_fscore_support` for more details | |
on averages. | |
Note that in binary classification, recall of the positive class | |
is also known as "sensitivity"; recall of the negative class is | |
"specificity". | |
See Also | |
-------- | |
precision_recall_fscore_support: Compute precision, recall, F-measure and | |
support for each class. | |
confusion_matrix: Compute confusion matrix to evaluate the accuracy of a | |
classification. | |
multilabel_confusion_matrix: Compute a confusion matrix for each class or sample. | |
Examples | |
-------- | |
>>> from sklearn.metrics import classification_report | |
>>> y_true = [0, 1, 2, 2, 2] | |
>>> y_pred = [0, 0, 2, 2, 1] | |
>>> target_names = ['class 0', 'class 1', 'class 2'] | |
>>> print(classification_report(y_true, y_pred, target_names=target_names)) | |
precision recall f1-score support | |
<BLANKLINE> | |
class 0 0.50 1.00 0.67 1 | |
class 1 0.00 0.00 0.00 1 | |
class 2 1.00 0.67 0.80 3 | |
<BLANKLINE> | |
accuracy 0.60 5 | |
macro avg 0.50 0.56 0.49 5 | |
weighted avg 0.70 0.60 0.61 5 | |
<BLANKLINE> | |
>>> y_pred = [1, 1, 0] | |
>>> y_true = [1, 1, 1] | |
>>> print(classification_report(y_true, y_pred, labels=[1, 2, 3])) | |
precision recall f1-score support | |
<BLANKLINE> | |
1 1.00 0.67 0.80 3 | |
2 0.00 0.00 0.00 0 | |
3 0.00 0.00 0.00 0 | |
<BLANKLINE> | |
micro avg 1.00 0.67 0.80 3 | |
macro avg 0.33 0.22 0.27 3 | |
weighted avg 1.00 0.67 0.80 3 | |
<BLANKLINE> | |
""" | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
if labels is None: | |
labels = unique_labels(y_true, y_pred) | |
labels_given = False | |
else: | |
labels = np.asarray(labels) | |
labels_given = True | |
# labelled micro average | |
micro_is_accuracy = (y_type == "multiclass" or y_type == "binary") and ( | |
not labels_given or (set(labels) == set(unique_labels(y_true, y_pred))) | |
) | |
if target_names is not None and len(labels) != len(target_names): | |
if labels_given: | |
warnings.warn( | |
"labels size, {0}, does not match size of target_names, {1}".format( | |
len(labels), len(target_names) | |
) | |
) | |
else: | |
raise ValueError( | |
"Number of classes, {0}, does not match size of " | |
"target_names, {1}. Try specifying the labels " | |
"parameter".format(len(labels), len(target_names)) | |
) | |
if target_names is None: | |
target_names = ["%s" % l for l in labels] | |
headers = ["precision", "recall", "f1-score", "support"] | |
# compute per-class results without averaging | |
p, r, f1, s = precision_recall_fscore_support( | |
y_true, | |
y_pred, | |
labels=labels, | |
average=None, | |
sample_weight=sample_weight, | |
zero_division=zero_division, | |
) | |
rows = zip(target_names, p, r, f1, s) | |
if y_type.startswith("multilabel"): | |
average_options = ("micro", "macro", "weighted", "samples") | |
else: | |
average_options = ("micro", "macro", "weighted") | |
if output_dict: | |
report_dict = {label[0]: label[1:] for label in rows} | |
for label, scores in report_dict.items(): | |
report_dict[label] = dict(zip(headers, [float(i) for i in scores])) | |
else: | |
longest_last_line_heading = "weighted avg" | |
name_width = max(len(cn) for cn in target_names) | |
width = max(name_width, len(longest_last_line_heading), digits) | |
head_fmt = "{:>{width}s} " + " {:>9}" * len(headers) | |
report = head_fmt.format("", *headers, width=width) | |
report += "\n\n" | |
row_fmt = "{:>{width}s} " + " {:>9.{digits}f}" * 3 + " {:>9}\n" | |
for row in rows: | |
report += row_fmt.format(*row, width=width, digits=digits) | |
report += "\n" | |
# compute all applicable averages | |
for average in average_options: | |
if average.startswith("micro") and micro_is_accuracy: | |
line_heading = "accuracy" | |
else: | |
line_heading = average + " avg" | |
# compute averages with specified averaging method | |
avg_p, avg_r, avg_f1, _ = precision_recall_fscore_support( | |
y_true, | |
y_pred, | |
labels=labels, | |
average=average, | |
sample_weight=sample_weight, | |
zero_division=zero_division, | |
) | |
avg = [avg_p, avg_r, avg_f1, np.sum(s)] | |
if output_dict: | |
report_dict[line_heading] = dict(zip(headers, [float(i) for i in avg])) | |
else: | |
if line_heading == "accuracy": | |
row_fmt_accuracy = ( | |
"{:>{width}s} " | |
+ " {:>9.{digits}}" * 2 | |
+ " {:>9.{digits}f}" | |
+ " {:>9}\n" | |
) | |
report += row_fmt_accuracy.format( | |
line_heading, "", "", *avg[2:], width=width, digits=digits | |
) | |
else: | |
report += row_fmt.format(line_heading, *avg, width=width, digits=digits) | |
if output_dict: | |
if "accuracy" in report_dict.keys(): | |
report_dict["accuracy"] = report_dict["accuracy"]["precision"] | |
return report_dict | |
else: | |
return report | |
def hamming_loss(y_true, y_pred, *, sample_weight=None): | |
"""Compute the average Hamming loss. | |
The Hamming loss is the fraction of labels that are incorrectly predicted. | |
Read more in the :ref:`User Guide <hamming_loss>`. | |
Parameters | |
---------- | |
y_true : 1d array-like, or label indicator array / sparse matrix | |
Ground truth (correct) labels. | |
y_pred : 1d array-like, or label indicator array / sparse matrix | |
Predicted labels, as returned by a classifier. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
.. versionadded:: 0.18 | |
Returns | |
------- | |
loss : float or int | |
Return the average Hamming loss between element of ``y_true`` and | |
``y_pred``. | |
See Also | |
-------- | |
accuracy_score : Compute the accuracy score. By default, the function will | |
return the fraction of correct predictions divided by the total number | |
of predictions. | |
jaccard_score : Compute the Jaccard similarity coefficient score. | |
zero_one_loss : Compute the Zero-one classification loss. By default, the | |
function will return the percentage of imperfectly predicted subsets. | |
Notes | |
----- | |
In multiclass classification, the Hamming loss corresponds to the Hamming | |
distance between ``y_true`` and ``y_pred`` which is equivalent to the | |
subset ``zero_one_loss`` function, when `normalize` parameter is set to | |
True. | |
In multilabel classification, the Hamming loss is different from the | |
subset zero-one loss. The zero-one loss considers the entire set of labels | |
for a given sample incorrect if it does not entirely match the true set of | |
labels. Hamming loss is more forgiving in that it penalizes only the | |
individual labels. | |
The Hamming loss is upperbounded by the subset zero-one loss, when | |
`normalize` parameter is set to True. It is always between 0 and 1, | |
lower being better. | |
References | |
---------- | |
.. [1] Grigorios Tsoumakas, Ioannis Katakis. Multi-Label Classification: | |
An Overview. International Journal of Data Warehousing & Mining, | |
3(3), 1-13, July-September 2007. | |
.. [2] `Wikipedia entry on the Hamming distance | |
<https://en.wikipedia.org/wiki/Hamming_distance>`_. | |
Examples | |
-------- | |
>>> from sklearn.metrics import hamming_loss | |
>>> y_pred = [1, 2, 3, 4] | |
>>> y_true = [2, 2, 3, 4] | |
>>> hamming_loss(y_true, y_pred) | |
0.25 | |
In the multilabel case with binary label indicators: | |
>>> import numpy as np | |
>>> hamming_loss(np.array([[0, 1], [1, 1]]), np.zeros((2, 2))) | |
0.75 | |
""" | |
y_type, y_true, y_pred = _check_targets(y_true, y_pred) | |
check_consistent_length(y_true, y_pred, sample_weight) | |
if sample_weight is None: | |
weight_average = 1.0 | |
else: | |
weight_average = np.mean(sample_weight) | |
if y_type.startswith("multilabel"): | |
n_differences = count_nonzero(y_true - y_pred, sample_weight=sample_weight) | |
return n_differences / (y_true.shape[0] * y_true.shape[1] * weight_average) | |
elif y_type in ["binary", "multiclass"]: | |
return _weighted_sum(y_true != y_pred, sample_weight, normalize=True) | |
else: | |
raise ValueError("{0} is not supported".format(y_type)) | |
def log_loss( | |
y_true, y_pred, *, eps="auto", normalize=True, sample_weight=None, labels=None | |
): | |
r"""Log loss, aka logistic loss or cross-entropy loss. | |
This is the loss function used in (multinomial) logistic regression | |
and extensions of it such as neural networks, defined as the negative | |
log-likelihood of a logistic model that returns ``y_pred`` probabilities | |
for its training data ``y_true``. | |
The log loss is only defined for two or more labels. | |
For a single sample with true label :math:`y \in \{0,1\}` and | |
a probability estimate :math:`p = \operatorname{Pr}(y = 1)`, the log | |
loss is: | |
.. math:: | |
L_{\log}(y, p) = -(y \log (p) + (1 - y) \log (1 - p)) | |
Read more in the :ref:`User Guide <log_loss>`. | |
Parameters | |
---------- | |
y_true : array-like or label indicator matrix | |
Ground truth (correct) labels for n_samples samples. | |
y_pred : array-like of float, shape = (n_samples, n_classes) or (n_samples,) | |
Predicted probabilities, as returned by a classifier's | |
predict_proba method. If ``y_pred.shape = (n_samples,)`` | |
the probabilities provided are assumed to be that of the | |
positive class. The labels in ``y_pred`` are assumed to be | |
ordered alphabetically, as done by | |
:class:`~sklearn.preprocessing.LabelBinarizer`. | |
eps : float or "auto", default="auto" | |
Log loss is undefined for p=0 or p=1, so probabilities are | |
clipped to `max(eps, min(1 - eps, p))`. The default will depend on the | |
data type of `y_pred` and is set to `np.finfo(y_pred.dtype).eps`. | |
.. versionadded:: 1.2 | |
.. versionchanged:: 1.2 | |
The default value changed from `1e-15` to `"auto"` that is | |
equivalent to `np.finfo(y_pred.dtype).eps`. | |
.. deprecated:: 1.3 | |
`eps` is deprecated in 1.3 and will be removed in 1.5. | |
normalize : bool, default=True | |
If true, return the mean loss per sample. | |
Otherwise, return the sum of the per-sample losses. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
labels : array-like, default=None | |
If not provided, labels will be inferred from y_true. If ``labels`` | |
is ``None`` and ``y_pred`` has shape (n_samples,) the labels are | |
assumed to be binary and are inferred from ``y_true``. | |
.. versionadded:: 0.18 | |
Returns | |
------- | |
loss : float | |
Log loss, aka logistic loss or cross-entropy loss. | |
Notes | |
----- | |
The logarithm used is the natural logarithm (base-e). | |
References | |
---------- | |
C.M. Bishop (2006). Pattern Recognition and Machine Learning. Springer, | |
p. 209. | |
Examples | |
-------- | |
>>> from sklearn.metrics import log_loss | |
>>> log_loss(["spam", "ham", "ham", "spam"], | |
... [[.1, .9], [.9, .1], [.8, .2], [.35, .65]]) | |
0.21616... | |
""" | |
y_pred = check_array( | |
y_pred, ensure_2d=False, dtype=[np.float64, np.float32, np.float16] | |
) | |
if eps == "auto": | |
eps = np.finfo(y_pred.dtype).eps | |
else: | |
# TODO: Remove user defined eps in 1.5 | |
warnings.warn( | |
( | |
"Setting the eps parameter is deprecated and will " | |
"be removed in 1.5. Instead eps will always have" | |
"a default value of `np.finfo(y_pred.dtype).eps`." | |
), | |
FutureWarning, | |
) | |
check_consistent_length(y_pred, y_true, sample_weight) | |
lb = LabelBinarizer() | |
if labels is not None: | |
lb.fit(labels) | |
else: | |
lb.fit(y_true) | |
if len(lb.classes_) == 1: | |
if labels is None: | |
raise ValueError( | |
"y_true contains only one label ({0}). Please " | |
"provide the true labels explicitly through the " | |
"labels argument.".format(lb.classes_[0]) | |
) | |
else: | |
raise ValueError( | |
"The labels array needs to contain at least two " | |
"labels for log_loss, " | |
"got {0}.".format(lb.classes_) | |
) | |
transformed_labels = lb.transform(y_true) | |
if transformed_labels.shape[1] == 1: | |
transformed_labels = np.append( | |
1 - transformed_labels, transformed_labels, axis=1 | |
) | |
# Clipping | |
y_pred = np.clip(y_pred, eps, 1 - eps) | |
# If y_pred is of single dimension, assume y_true to be binary | |
# and then check. | |
if y_pred.ndim == 1: | |
y_pred = y_pred[:, np.newaxis] | |
if y_pred.shape[1] == 1: | |
y_pred = np.append(1 - y_pred, y_pred, axis=1) | |
# Check if dimensions are consistent. | |
transformed_labels = check_array(transformed_labels) | |
if len(lb.classes_) != y_pred.shape[1]: | |
if labels is None: | |
raise ValueError( | |
"y_true and y_pred contain different number of " | |
"classes {0}, {1}. Please provide the true " | |
"labels explicitly through the labels argument. " | |
"Classes found in " | |
"y_true: {2}".format( | |
transformed_labels.shape[1], y_pred.shape[1], lb.classes_ | |
) | |
) | |
else: | |
raise ValueError( | |
"The number of classes in labels is different " | |
"from that in y_pred. Classes found in " | |
"labels: {0}".format(lb.classes_) | |
) | |
# Renormalize | |
y_pred_sum = y_pred.sum(axis=1) | |
if not np.isclose(y_pred_sum, 1, rtol=1e-15, atol=5 * eps).all(): | |
warnings.warn( | |
( | |
"The y_pred values do not sum to one. Starting from 1.5 this" | |
"will result in an error." | |
), | |
UserWarning, | |
) | |
y_pred = y_pred / y_pred_sum[:, np.newaxis] | |
loss = -xlogy(transformed_labels, y_pred).sum(axis=1) | |
return _weighted_sum(loss, sample_weight, normalize) | |
def hinge_loss(y_true, pred_decision, *, labels=None, sample_weight=None): | |
"""Average hinge loss (non-regularized). | |
In binary class case, assuming labels in y_true are encoded with +1 and -1, | |
when a prediction mistake is made, ``margin = y_true * pred_decision`` is | |
always negative (since the signs disagree), implying ``1 - margin`` is | |
always greater than 1. The cumulated hinge loss is therefore an upper | |
bound of the number of mistakes made by the classifier. | |
In multiclass case, the function expects that either all the labels are | |
included in y_true or an optional labels argument is provided which | |
contains all the labels. The multilabel margin is calculated according | |
to Crammer-Singer's method. As in the binary case, the cumulated hinge loss | |
is an upper bound of the number of mistakes made by the classifier. | |
Read more in the :ref:`User Guide <hinge_loss>`. | |
Parameters | |
---------- | |
y_true : array-like of shape (n_samples,) | |
True target, consisting of integers of two values. The positive label | |
must be greater than the negative label. | |
pred_decision : array-like of shape (n_samples,) or (n_samples, n_classes) | |
Predicted decisions, as output by decision_function (floats). | |
labels : array-like, default=None | |
Contains all the labels for the problem. Used in multiclass hinge loss. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
Returns | |
------- | |
loss : float | |
Average hinge loss. | |
References | |
---------- | |
.. [1] `Wikipedia entry on the Hinge loss | |
<https://en.wikipedia.org/wiki/Hinge_loss>`_. | |
.. [2] Koby Crammer, Yoram Singer. On the Algorithmic | |
Implementation of Multiclass Kernel-based Vector | |
Machines. Journal of Machine Learning Research 2, | |
(2001), 265-292. | |
.. [3] `L1 AND L2 Regularization for Multiclass Hinge Loss Models | |
by Robert C. Moore, John DeNero | |
<https://storage.googleapis.com/pub-tools-public-publication-data/pdf/37362.pdf>`_. | |
Examples | |
-------- | |
>>> from sklearn import svm | |
>>> from sklearn.metrics import hinge_loss | |
>>> X = [[0], [1]] | |
>>> y = [-1, 1] | |
>>> est = svm.LinearSVC(dual="auto", random_state=0) | |
>>> est.fit(X, y) | |
LinearSVC(dual='auto', random_state=0) | |
>>> pred_decision = est.decision_function([[-2], [3], [0.5]]) | |
>>> pred_decision | |
array([-2.18..., 2.36..., 0.09...]) | |
>>> hinge_loss([-1, 1, 1], pred_decision) | |
0.30... | |
In the multiclass case: | |
>>> import numpy as np | |
>>> X = np.array([[0], [1], [2], [3]]) | |
>>> Y = np.array([0, 1, 2, 3]) | |
>>> labels = np.array([0, 1, 2, 3]) | |
>>> est = svm.LinearSVC(dual="auto") | |
>>> est.fit(X, Y) | |
LinearSVC(dual='auto') | |
>>> pred_decision = est.decision_function([[-1], [2], [3]]) | |
>>> y_true = [0, 2, 3] | |
>>> hinge_loss(y_true, pred_decision, labels=labels) | |
0.56... | |
""" | |
check_consistent_length(y_true, pred_decision, sample_weight) | |
pred_decision = check_array(pred_decision, ensure_2d=False) | |
y_true = column_or_1d(y_true) | |
y_true_unique = np.unique(labels if labels is not None else y_true) | |
if y_true_unique.size > 2: | |
if pred_decision.ndim <= 1: | |
raise ValueError( | |
"The shape of pred_decision cannot be 1d array" | |
"with a multiclass target. pred_decision shape " | |
"must be (n_samples, n_classes), that is " | |
f"({y_true.shape[0]}, {y_true_unique.size})." | |
f" Got: {pred_decision.shape}" | |
) | |
# pred_decision.ndim > 1 is true | |
if y_true_unique.size != pred_decision.shape[1]: | |
if labels is None: | |
raise ValueError( | |
"Please include all labels in y_true " | |
"or pass labels as third argument" | |
) | |
else: | |
raise ValueError( | |
"The shape of pred_decision is not " | |
"consistent with the number of classes. " | |
"With a multiclass target, pred_decision " | |
"shape must be " | |
"(n_samples, n_classes), that is " | |
f"({y_true.shape[0]}, {y_true_unique.size}). " | |
f"Got: {pred_decision.shape}" | |
) | |
if labels is None: | |
labels = y_true_unique | |
le = LabelEncoder() | |
le.fit(labels) | |
y_true = le.transform(y_true) | |
mask = np.ones_like(pred_decision, dtype=bool) | |
mask[np.arange(y_true.shape[0]), y_true] = False | |
margin = pred_decision[~mask] | |
margin -= np.max(pred_decision[mask].reshape(y_true.shape[0], -1), axis=1) | |
else: | |
# Handles binary class case | |
# this code assumes that positive and negative labels | |
# are encoded as +1 and -1 respectively | |
pred_decision = column_or_1d(pred_decision) | |
pred_decision = np.ravel(pred_decision) | |
lbin = LabelBinarizer(neg_label=-1) | |
y_true = lbin.fit_transform(y_true)[:, 0] | |
try: | |
margin = y_true * pred_decision | |
except TypeError: | |
raise TypeError("pred_decision should be an array of floats.") | |
losses = 1 - margin | |
# The hinge_loss doesn't penalize good enough predictions. | |
np.clip(losses, 0, None, out=losses) | |
return np.average(losses, weights=sample_weight) | |
def brier_score_loss(y_true, y_prob, *, sample_weight=None, pos_label=None): | |
"""Compute the Brier score loss. | |
The smaller the Brier score loss, the better, hence the naming with "loss". | |
The Brier score measures the mean squared difference between the predicted | |
probability and the actual outcome. The Brier score always | |
takes on a value between zero and one, since this is the largest | |
possible difference between a predicted probability (which must be | |
between zero and one) and the actual outcome (which can take on values | |
of only 0 and 1). It can be decomposed as the sum of refinement loss and | |
calibration loss. | |
The Brier score is appropriate for binary and categorical outcomes that | |
can be structured as true or false, but is inappropriate for ordinal | |
variables which can take on three or more values (this is because the | |
Brier score assumes that all possible outcomes are equivalently | |
"distant" from one another). Which label is considered to be the positive | |
label is controlled via the parameter `pos_label`, which defaults to | |
the greater label unless `y_true` is all 0 or all -1, in which case | |
`pos_label` defaults to 1. | |
Read more in the :ref:`User Guide <brier_score_loss>`. | |
Parameters | |
---------- | |
y_true : array-like of shape (n_samples,) | |
True targets. | |
y_prob : array-like of shape (n_samples,) | |
Probabilities of the positive class. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
pos_label : int, float, bool or str, default=None | |
Label of the positive class. `pos_label` will be inferred in the | |
following manner: | |
* if `y_true` in {-1, 1} or {0, 1}, `pos_label` defaults to 1; | |
* else if `y_true` contains string, an error will be raised and | |
`pos_label` should be explicitly specified; | |
* otherwise, `pos_label` defaults to the greater label, | |
i.e. `np.unique(y_true)[-1]`. | |
Returns | |
------- | |
score : float | |
Brier score loss. | |
References | |
---------- | |
.. [1] `Wikipedia entry for the Brier score | |
<https://en.wikipedia.org/wiki/Brier_score>`_. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.metrics import brier_score_loss | |
>>> y_true = np.array([0, 1, 1, 0]) | |
>>> y_true_categorical = np.array(["spam", "ham", "ham", "spam"]) | |
>>> y_prob = np.array([0.1, 0.9, 0.8, 0.3]) | |
>>> brier_score_loss(y_true, y_prob) | |
0.037... | |
>>> brier_score_loss(y_true, 1-y_prob, pos_label=0) | |
0.037... | |
>>> brier_score_loss(y_true_categorical, y_prob, pos_label="ham") | |
0.037... | |
>>> brier_score_loss(y_true, np.array(y_prob) > 0.5) | |
0.0 | |
""" | |
y_true = column_or_1d(y_true) | |
y_prob = column_or_1d(y_prob) | |
assert_all_finite(y_true) | |
assert_all_finite(y_prob) | |
check_consistent_length(y_true, y_prob, sample_weight) | |
y_type = type_of_target(y_true, input_name="y_true") | |
if y_type != "binary": | |
raise ValueError( | |
"Only binary classification is supported. The type of the target " | |
f"is {y_type}." | |
) | |
if y_prob.max() > 1: | |
raise ValueError("y_prob contains values greater than 1.") | |
if y_prob.min() < 0: | |
raise ValueError("y_prob contains values less than 0.") | |
try: | |
pos_label = _check_pos_label_consistency(pos_label, y_true) | |
except ValueError: | |
classes = np.unique(y_true) | |
if classes.dtype.kind not in ("O", "U", "S"): | |
# for backward compatibility, if classes are not string then | |
# `pos_label` will correspond to the greater label | |
pos_label = classes[-1] | |
else: | |
raise | |
y_true = np.array(y_true == pos_label, int) | |
return np.average((y_true - y_prob) ** 2, weights=sample_weight) | |