peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/metrics
/tests
/test_ranking.py
import re | |
import warnings | |
import numpy as np | |
import pytest | |
from scipy import stats | |
from sklearn import datasets, svm | |
from sklearn.datasets import make_multilabel_classification | |
from sklearn.exceptions import UndefinedMetricWarning | |
from sklearn.linear_model import LogisticRegression | |
from sklearn.metrics import ( | |
accuracy_score, | |
auc, | |
average_precision_score, | |
coverage_error, | |
dcg_score, | |
det_curve, | |
label_ranking_average_precision_score, | |
label_ranking_loss, | |
ndcg_score, | |
precision_recall_curve, | |
roc_auc_score, | |
roc_curve, | |
top_k_accuracy_score, | |
) | |
from sklearn.metrics._ranking import _dcg_sample_scores, _ndcg_sample_scores | |
from sklearn.model_selection import train_test_split | |
from sklearn.preprocessing import label_binarize | |
from sklearn.random_projection import _sparse_random_matrix | |
from sklearn.utils._testing import ( | |
assert_allclose, | |
assert_almost_equal, | |
assert_array_almost_equal, | |
assert_array_equal, | |
) | |
from sklearn.utils.extmath import softmax | |
from sklearn.utils.fixes import CSR_CONTAINERS | |
from sklearn.utils.validation import ( | |
check_array, | |
check_consistent_length, | |
check_random_state, | |
) | |
############################################################################### | |
# Utilities for testing | |
CURVE_FUNCS = [ | |
det_curve, | |
precision_recall_curve, | |
roc_curve, | |
] | |
def make_prediction(dataset=None, binary=False): | |
"""Make some classification predictions on a toy dataset using a SVC | |
If binary is True restrict to a binary classification problem instead of a | |
multiclass classification problem | |
""" | |
if dataset is None: | |
# import some data to play with | |
dataset = datasets.load_iris() | |
X = dataset.data | |
y = dataset.target | |
if binary: | |
# restrict to a binary classification task | |
X, y = X[y < 2], y[y < 2] | |
n_samples, n_features = X.shape | |
p = np.arange(n_samples) | |
rng = check_random_state(37) | |
rng.shuffle(p) | |
X, y = X[p], y[p] | |
half = int(n_samples / 2) | |
# add noisy features to make the problem harder and avoid perfect results | |
rng = np.random.RandomState(0) | |
X = np.c_[X, rng.randn(n_samples, 200 * n_features)] | |
# run classifier, get class probabilities and label predictions | |
clf = svm.SVC(kernel="linear", probability=True, random_state=0) | |
y_score = clf.fit(X[:half], y[:half]).predict_proba(X[half:]) | |
if binary: | |
# only interested in probabilities of the positive case | |
# XXX: do we really want a special API for the binary case? | |
y_score = y_score[:, 1] | |
y_pred = clf.predict(X[half:]) | |
y_true = y[half:] | |
return y_true, y_pred, y_score | |
############################################################################### | |
# Tests | |
def _auc(y_true, y_score): | |
"""Alternative implementation to check for correctness of | |
`roc_auc_score`.""" | |
pos_label = np.unique(y_true)[1] | |
# Count the number of times positive samples are correctly ranked above | |
# negative samples. | |
pos = y_score[y_true == pos_label] | |
neg = y_score[y_true != pos_label] | |
diff_matrix = pos.reshape(1, -1) - neg.reshape(-1, 1) | |
n_correct = np.sum(diff_matrix > 0) | |
return n_correct / float(len(pos) * len(neg)) | |
def _average_precision(y_true, y_score): | |
"""Alternative implementation to check for correctness of | |
`average_precision_score`. | |
Note that this implementation fails on some edge cases. | |
For example, for constant predictions e.g. [0.5, 0.5, 0.5], | |
y_true = [1, 0, 0] returns an average precision of 0.33... | |
but y_true = [0, 0, 1] returns 1.0. | |
""" | |
pos_label = np.unique(y_true)[1] | |
n_pos = np.sum(y_true == pos_label) | |
order = np.argsort(y_score)[::-1] | |
y_score = y_score[order] | |
y_true = y_true[order] | |
score = 0 | |
for i in range(len(y_score)): | |
if y_true[i] == pos_label: | |
# Compute precision up to document i | |
# i.e, percentage of relevant documents up to document i. | |
prec = 0 | |
for j in range(0, i + 1): | |
if y_true[j] == pos_label: | |
prec += 1.0 | |
prec /= i + 1.0 | |
score += prec | |
return score / n_pos | |
def _average_precision_slow(y_true, y_score): | |
"""A second alternative implementation of average precision that closely | |
follows the Wikipedia article's definition (see References). This should | |
give identical results as `average_precision_score` for all inputs. | |
References | |
---------- | |
.. [1] `Wikipedia entry for the Average precision | |
<https://en.wikipedia.org/wiki/Average_precision>`_ | |
""" | |
precision, recall, threshold = precision_recall_curve(y_true, y_score) | |
precision = list(reversed(precision)) | |
recall = list(reversed(recall)) | |
average_precision = 0 | |
for i in range(1, len(precision)): | |
average_precision += precision[i] * (recall[i] - recall[i - 1]) | |
return average_precision | |
def _partial_roc_auc_score(y_true, y_predict, max_fpr): | |
"""Alternative implementation to check for correctness of `roc_auc_score` | |
with `max_fpr` set. | |
""" | |
def _partial_roc(y_true, y_predict, max_fpr): | |
fpr, tpr, _ = roc_curve(y_true, y_predict) | |
new_fpr = fpr[fpr <= max_fpr] | |
new_fpr = np.append(new_fpr, max_fpr) | |
new_tpr = tpr[fpr <= max_fpr] | |
idx_out = np.argmax(fpr > max_fpr) | |
idx_in = idx_out - 1 | |
x_interp = [fpr[idx_in], fpr[idx_out]] | |
y_interp = [tpr[idx_in], tpr[idx_out]] | |
new_tpr = np.append(new_tpr, np.interp(max_fpr, x_interp, y_interp)) | |
return (new_fpr, new_tpr) | |
new_fpr, new_tpr = _partial_roc(y_true, y_predict, max_fpr) | |
partial_auc = auc(new_fpr, new_tpr) | |
# Formula (5) from McClish 1989 | |
fpr1 = 0 | |
fpr2 = max_fpr | |
min_area = 0.5 * (fpr2 - fpr1) * (fpr2 + fpr1) | |
max_area = fpr2 - fpr1 | |
return 0.5 * (1 + (partial_auc - min_area) / (max_area - min_area)) | |
def test_roc_curve(drop): | |
# Test Area under Receiver Operating Characteristic (ROC) curve | |
y_true, _, y_score = make_prediction(binary=True) | |
expected_auc = _auc(y_true, y_score) | |
fpr, tpr, thresholds = roc_curve(y_true, y_score, drop_intermediate=drop) | |
roc_auc = auc(fpr, tpr) | |
assert_array_almost_equal(roc_auc, expected_auc, decimal=2) | |
assert_almost_equal(roc_auc, roc_auc_score(y_true, y_score)) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
def test_roc_curve_end_points(): | |
# Make sure that roc_curve returns a curve start at 0 and ending and | |
# 1 even in corner cases | |
rng = np.random.RandomState(0) | |
y_true = np.array([0] * 50 + [1] * 50) | |
y_pred = rng.randint(3, size=100) | |
fpr, tpr, thr = roc_curve(y_true, y_pred, drop_intermediate=True) | |
assert fpr[0] == 0 | |
assert fpr[-1] == 1 | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thr.shape | |
def test_roc_returns_consistency(): | |
# Test whether the returned threshold matches up with tpr | |
# make small toy dataset | |
y_true, _, y_score = make_prediction(binary=True) | |
fpr, tpr, thresholds = roc_curve(y_true, y_score) | |
# use the given thresholds to determine the tpr | |
tpr_correct = [] | |
for t in thresholds: | |
tp = np.sum((y_score >= t) & y_true) | |
p = np.sum(y_true) | |
tpr_correct.append(1.0 * tp / p) | |
# compare tpr and tpr_correct to see if the thresholds' order was correct | |
assert_array_almost_equal(tpr, tpr_correct, decimal=2) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
def test_roc_curve_multi(): | |
# roc_curve not applicable for multi-class problems | |
y_true, _, y_score = make_prediction(binary=False) | |
with pytest.raises(ValueError): | |
roc_curve(y_true, y_score) | |
def test_roc_curve_confidence(): | |
# roc_curve for confidence scores | |
y_true, _, y_score = make_prediction(binary=True) | |
fpr, tpr, thresholds = roc_curve(y_true, y_score - 0.5) | |
roc_auc = auc(fpr, tpr) | |
assert_array_almost_equal(roc_auc, 0.90, decimal=2) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
def test_roc_curve_hard(): | |
# roc_curve for hard decisions | |
y_true, pred, y_score = make_prediction(binary=True) | |
# always predict one | |
trivial_pred = np.ones(y_true.shape) | |
fpr, tpr, thresholds = roc_curve(y_true, trivial_pred) | |
roc_auc = auc(fpr, tpr) | |
assert_array_almost_equal(roc_auc, 0.50, decimal=2) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
# always predict zero | |
trivial_pred = np.zeros(y_true.shape) | |
fpr, tpr, thresholds = roc_curve(y_true, trivial_pred) | |
roc_auc = auc(fpr, tpr) | |
assert_array_almost_equal(roc_auc, 0.50, decimal=2) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
# hard decisions | |
fpr, tpr, thresholds = roc_curve(y_true, pred) | |
roc_auc = auc(fpr, tpr) | |
assert_array_almost_equal(roc_auc, 0.78, decimal=2) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
def test_roc_curve_one_label(): | |
y_true = [1, 1, 1, 1, 1, 1, 1, 1, 1, 1] | |
y_pred = [0, 1, 0, 1, 0, 1, 0, 1, 0, 1] | |
# assert there are warnings | |
expected_message = ( | |
"No negative samples in y_true, false positive value should be meaningless" | |
) | |
with pytest.warns(UndefinedMetricWarning, match=expected_message): | |
fpr, tpr, thresholds = roc_curve(y_true, y_pred) | |
# all true labels, all fpr should be nan | |
assert_array_equal(fpr, np.full(len(thresholds), np.nan)) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
# assert there are warnings | |
expected_message = ( | |
"No positive samples in y_true, true positive value should be meaningless" | |
) | |
with pytest.warns(UndefinedMetricWarning, match=expected_message): | |
fpr, tpr, thresholds = roc_curve([1 - x for x in y_true], y_pred) | |
# all negative labels, all tpr should be nan | |
assert_array_equal(tpr, np.full(len(thresholds), np.nan)) | |
assert fpr.shape == tpr.shape | |
assert fpr.shape == thresholds.shape | |
def test_roc_curve_toydata(): | |
# Binary classification | |
y_true = [0, 1] | |
y_score = [0, 1] | |
tpr, fpr, _ = roc_curve(y_true, y_score) | |
roc_auc = roc_auc_score(y_true, y_score) | |
assert_array_almost_equal(tpr, [0, 0, 1]) | |
assert_array_almost_equal(fpr, [0, 1, 1]) | |
assert_almost_equal(roc_auc, 1.0) | |
y_true = [0, 1] | |
y_score = [1, 0] | |
tpr, fpr, _ = roc_curve(y_true, y_score) | |
roc_auc = roc_auc_score(y_true, y_score) | |
assert_array_almost_equal(tpr, [0, 1, 1]) | |
assert_array_almost_equal(fpr, [0, 0, 1]) | |
assert_almost_equal(roc_auc, 0.0) | |
y_true = [1, 0] | |
y_score = [1, 1] | |
tpr, fpr, _ = roc_curve(y_true, y_score) | |
roc_auc = roc_auc_score(y_true, y_score) | |
assert_array_almost_equal(tpr, [0, 1]) | |
assert_array_almost_equal(fpr, [0, 1]) | |
assert_almost_equal(roc_auc, 0.5) | |
y_true = [1, 0] | |
y_score = [1, 0] | |
tpr, fpr, _ = roc_curve(y_true, y_score) | |
roc_auc = roc_auc_score(y_true, y_score) | |
assert_array_almost_equal(tpr, [0, 0, 1]) | |
assert_array_almost_equal(fpr, [0, 1, 1]) | |
assert_almost_equal(roc_auc, 1.0) | |
y_true = [1, 0] | |
y_score = [0.5, 0.5] | |
tpr, fpr, _ = roc_curve(y_true, y_score) | |
roc_auc = roc_auc_score(y_true, y_score) | |
assert_array_almost_equal(tpr, [0, 1]) | |
assert_array_almost_equal(fpr, [0, 1]) | |
assert_almost_equal(roc_auc, 0.5) | |
y_true = [0, 0] | |
y_score = [0.25, 0.75] | |
# assert UndefinedMetricWarning because of no positive sample in y_true | |
expected_message = ( | |
"No positive samples in y_true, true positive value should be meaningless" | |
) | |
with pytest.warns(UndefinedMetricWarning, match=expected_message): | |
tpr, fpr, _ = roc_curve(y_true, y_score) | |
with pytest.raises(ValueError): | |
roc_auc_score(y_true, y_score) | |
assert_array_almost_equal(tpr, [0.0, 0.5, 1.0]) | |
assert_array_almost_equal(fpr, [np.nan, np.nan, np.nan]) | |
y_true = [1, 1] | |
y_score = [0.25, 0.75] | |
# assert UndefinedMetricWarning because of no negative sample in y_true | |
expected_message = ( | |
"No negative samples in y_true, false positive value should be meaningless" | |
) | |
with pytest.warns(UndefinedMetricWarning, match=expected_message): | |
tpr, fpr, _ = roc_curve(y_true, y_score) | |
with pytest.raises(ValueError): | |
roc_auc_score(y_true, y_score) | |
assert_array_almost_equal(tpr, [np.nan, np.nan, np.nan]) | |
assert_array_almost_equal(fpr, [0.0, 0.5, 1.0]) | |
# Multi-label classification task | |
y_true = np.array([[0, 1], [0, 1]]) | |
y_score = np.array([[0, 1], [0, 1]]) | |
with pytest.raises(ValueError): | |
roc_auc_score(y_true, y_score, average="macro") | |
with pytest.raises(ValueError): | |
roc_auc_score(y_true, y_score, average="weighted") | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="samples"), 1.0) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="micro"), 1.0) | |
y_true = np.array([[0, 1], [0, 1]]) | |
y_score = np.array([[0, 1], [1, 0]]) | |
with pytest.raises(ValueError): | |
roc_auc_score(y_true, y_score, average="macro") | |
with pytest.raises(ValueError): | |
roc_auc_score(y_true, y_score, average="weighted") | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="samples"), 0.5) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="micro"), 0.5) | |
y_true = np.array([[1, 0], [0, 1]]) | |
y_score = np.array([[0, 1], [1, 0]]) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="macro"), 0) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="weighted"), 0) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="samples"), 0) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="micro"), 0) | |
y_true = np.array([[1, 0], [0, 1]]) | |
y_score = np.array([[0.5, 0.5], [0.5, 0.5]]) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="macro"), 0.5) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="weighted"), 0.5) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="samples"), 0.5) | |
assert_almost_equal(roc_auc_score(y_true, y_score, average="micro"), 0.5) | |
def test_roc_curve_drop_intermediate(): | |
# Test that drop_intermediate drops the correct thresholds | |
y_true = [0, 0, 0, 0, 1, 1] | |
y_score = [0.0, 0.2, 0.5, 0.6, 0.7, 1.0] | |
tpr, fpr, thresholds = roc_curve(y_true, y_score, drop_intermediate=True) | |
assert_array_almost_equal(thresholds, [np.inf, 1.0, 0.7, 0.0]) | |
# Test dropping thresholds with repeating scores | |
y_true = [0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1] | |
y_score = [0.0, 0.1, 0.6, 0.6, 0.7, 0.8, 0.9, 0.6, 0.7, 0.8, 0.9, 0.9, 1.0] | |
tpr, fpr, thresholds = roc_curve(y_true, y_score, drop_intermediate=True) | |
assert_array_almost_equal(thresholds, [np.inf, 1.0, 0.9, 0.7, 0.6, 0.0]) | |
def test_roc_curve_fpr_tpr_increasing(): | |
# Ensure that fpr and tpr returned by roc_curve are increasing. | |
# Construct an edge case with float y_score and sample_weight | |
# when some adjacent values of fpr and tpr are actually the same. | |
y_true = [0, 0, 1, 1, 1] | |
y_score = [0.1, 0.7, 0.3, 0.4, 0.5] | |
sample_weight = np.repeat(0.2, 5) | |
fpr, tpr, _ = roc_curve(y_true, y_score, sample_weight=sample_weight) | |
assert (np.diff(fpr) < 0).sum() == 0 | |
assert (np.diff(tpr) < 0).sum() == 0 | |
def test_auc(): | |
# Test Area Under Curve (AUC) computation | |
x = [0, 1] | |
y = [0, 1] | |
assert_array_almost_equal(auc(x, y), 0.5) | |
x = [1, 0] | |
y = [0, 1] | |
assert_array_almost_equal(auc(x, y), 0.5) | |
x = [1, 0, 0] | |
y = [0, 1, 1] | |
assert_array_almost_equal(auc(x, y), 0.5) | |
x = [0, 1] | |
y = [1, 1] | |
assert_array_almost_equal(auc(x, y), 1) | |
x = [0, 0.5, 1] | |
y = [0, 0.5, 1] | |
assert_array_almost_equal(auc(x, y), 0.5) | |
def test_auc_errors(): | |
# Incompatible shapes | |
with pytest.raises(ValueError): | |
auc([0.0, 0.5, 1.0], [0.1, 0.2]) | |
# Too few x values | |
with pytest.raises(ValueError): | |
auc([0.0], [0.1]) | |
# x is not in order | |
x = [2, 1, 3, 4] | |
y = [5, 6, 7, 8] | |
error_message = "x is neither increasing nor decreasing : {}".format(np.array(x)) | |
with pytest.raises(ValueError, match=re.escape(error_message)): | |
auc(x, y) | |
def test_multiclass_ovo_roc_auc_toydata(y_true, labels): | |
# Tests the one-vs-one multiclass ROC AUC algorithm | |
# on a small example, representative of an expected use case. | |
y_scores = np.array( | |
[[0.1, 0.8, 0.1], [0.3, 0.4, 0.3], [0.35, 0.5, 0.15], [0, 0.2, 0.8]] | |
) | |
# Used to compute the expected output. | |
# Consider labels 0 and 1: | |
# positive label is 0, negative label is 1 | |
score_01 = roc_auc_score([1, 0, 1], [0.1, 0.3, 0.35]) | |
# positive label is 1, negative label is 0 | |
score_10 = roc_auc_score([0, 1, 0], [0.8, 0.4, 0.5]) | |
average_score_01 = (score_01 + score_10) / 2 | |
# Consider labels 0 and 2: | |
score_02 = roc_auc_score([1, 1, 0], [0.1, 0.35, 0]) | |
score_20 = roc_auc_score([0, 0, 1], [0.1, 0.15, 0.8]) | |
average_score_02 = (score_02 + score_20) / 2 | |
# Consider labels 1 and 2: | |
score_12 = roc_auc_score([1, 0], [0.4, 0.2]) | |
score_21 = roc_auc_score([0, 1], [0.3, 0.8]) | |
average_score_12 = (score_12 + score_21) / 2 | |
# Unweighted, one-vs-one multiclass ROC AUC algorithm | |
ovo_unweighted_score = (average_score_01 + average_score_02 + average_score_12) / 3 | |
assert_almost_equal( | |
roc_auc_score(y_true, y_scores, labels=labels, multi_class="ovo"), | |
ovo_unweighted_score, | |
) | |
# Weighted, one-vs-one multiclass ROC AUC algorithm | |
# Each term is weighted by the prevalence for the positive label. | |
pair_scores = [average_score_01, average_score_02, average_score_12] | |
prevalence = [0.75, 0.75, 0.50] | |
ovo_weighted_score = np.average(pair_scores, weights=prevalence) | |
assert_almost_equal( | |
roc_auc_score( | |
y_true, y_scores, labels=labels, multi_class="ovo", average="weighted" | |
), | |
ovo_weighted_score, | |
) | |
# Check that average=None raises NotImplemented error | |
error_message = "average=None is not implemented for multi_class='ovo'." | |
with pytest.raises(NotImplementedError, match=error_message): | |
roc_auc_score(y_true, y_scores, labels=labels, multi_class="ovo", average=None) | |
def test_multiclass_ovo_roc_auc_toydata_binary(y_true, labels): | |
# Tests the one-vs-one multiclass ROC AUC algorithm for binary y_true | |
# | |
# on a small example, representative of an expected use case. | |
y_scores = np.array( | |
[[0.2, 0.0, 0.8], [0.6, 0.0, 0.4], [0.55, 0.0, 0.45], [0.4, 0.0, 0.6]] | |
) | |
# Used to compute the expected output. | |
# Consider labels 0 and 1: | |
# positive label is 0, negative label is 1 | |
score_01 = roc_auc_score([1, 0, 1, 0], [0.2, 0.6, 0.55, 0.4]) | |
# positive label is 1, negative label is 0 | |
score_10 = roc_auc_score([0, 1, 0, 1], [0.8, 0.4, 0.45, 0.6]) | |
ovo_score = (score_01 + score_10) / 2 | |
assert_almost_equal( | |
roc_auc_score(y_true, y_scores, labels=labels, multi_class="ovo"), ovo_score | |
) | |
# Weighted, one-vs-one multiclass ROC AUC algorithm | |
assert_almost_equal( | |
roc_auc_score( | |
y_true, y_scores, labels=labels, multi_class="ovo", average="weighted" | |
), | |
ovo_score, | |
) | |
def test_multiclass_ovr_roc_auc_toydata(y_true, labels): | |
# Tests the unweighted, one-vs-rest multiclass ROC AUC algorithm | |
# on a small example, representative of an expected use case. | |
y_scores = np.array( | |
[[1.0, 0.0, 0.0], [0.1, 0.5, 0.4], [0.1, 0.1, 0.8], [0.3, 0.3, 0.4]] | |
) | |
# Compute the expected result by individually computing the 'one-vs-rest' | |
# ROC AUC scores for classes 0, 1, and 2. | |
out_0 = roc_auc_score([1, 0, 0, 0], y_scores[:, 0]) | |
out_1 = roc_auc_score([0, 1, 0, 0], y_scores[:, 1]) | |
out_2 = roc_auc_score([0, 0, 1, 1], y_scores[:, 2]) | |
assert_almost_equal( | |
roc_auc_score(y_true, y_scores, multi_class="ovr", labels=labels, average=None), | |
[out_0, out_1, out_2], | |
) | |
# Compute unweighted results (default behaviour is average="macro") | |
result_unweighted = (out_0 + out_1 + out_2) / 3.0 | |
assert_almost_equal( | |
roc_auc_score(y_true, y_scores, multi_class="ovr", labels=labels), | |
result_unweighted, | |
) | |
# Tests the weighted, one-vs-rest multiclass ROC AUC algorithm | |
# on the same input (Provost & Domingos, 2000) | |
result_weighted = out_0 * 0.25 + out_1 * 0.25 + out_2 * 0.5 | |
assert_almost_equal( | |
roc_auc_score( | |
y_true, y_scores, multi_class="ovr", labels=labels, average="weighted" | |
), | |
result_weighted, | |
) | |
def test_perfect_imperfect_chance_multiclass_roc_auc(multi_class, average): | |
y_true = np.array([3, 1, 2, 0]) | |
# Perfect classifier (from a ranking point of view) has roc_auc_score = 1.0 | |
y_perfect = [ | |
[0.0, 0.0, 0.0, 1.0], | |
[0.0, 1.0, 0.0, 0.0], | |
[0.0, 0.0, 1.0, 0.0], | |
[0.75, 0.05, 0.05, 0.15], | |
] | |
assert_almost_equal( | |
roc_auc_score(y_true, y_perfect, multi_class=multi_class, average=average), | |
1.0, | |
) | |
# Imperfect classifier has roc_auc_score < 1.0 | |
y_imperfect = [ | |
[0.0, 0.0, 0.0, 1.0], | |
[0.0, 1.0, 0.0, 0.0], | |
[0.0, 0.0, 1.0, 0.0], | |
[0.0, 0.0, 0.0, 1.0], | |
] | |
assert ( | |
roc_auc_score(y_true, y_imperfect, multi_class=multi_class, average=average) | |
< 1.0 | |
) | |
# Chance level classifier has roc_auc_score = 5.0 | |
y_chance = 0.25 * np.ones((4, 4)) | |
assert roc_auc_score( | |
y_true, y_chance, multi_class=multi_class, average=average | |
) == pytest.approx(0.5) | |
def test_micro_averaged_ovr_roc_auc(global_random_seed): | |
seed = global_random_seed | |
# Let's generate a set of random predictions and matching true labels such | |
# that the predictions are not perfect. To make the problem more interesting, | |
# we use an imbalanced class distribution (by using different parameters | |
# in the Dirichlet prior (conjugate prior of the multinomial distribution). | |
y_pred = stats.dirichlet.rvs([2.0, 1.0, 0.5], size=1000, random_state=seed) | |
y_true = np.asarray( | |
[ | |
stats.multinomial.rvs(n=1, p=y_pred_i, random_state=seed).argmax() | |
for y_pred_i in y_pred | |
] | |
) | |
y_onehot = label_binarize(y_true, classes=[0, 1, 2]) | |
fpr, tpr, _ = roc_curve(y_onehot.ravel(), y_pred.ravel()) | |
roc_auc_by_hand = auc(fpr, tpr) | |
roc_auc_auto = roc_auc_score(y_true, y_pred, multi_class="ovr", average="micro") | |
assert roc_auc_by_hand == pytest.approx(roc_auc_auto) | |
def test_roc_auc_score_multiclass_labels_error(msg, y_true, labels, multi_class): | |
y_scores = np.array( | |
[[0.1, 0.8, 0.1], [0.3, 0.4, 0.3], [0.35, 0.5, 0.15], [0, 0.2, 0.8]] | |
) | |
with pytest.raises(ValueError, match=msg): | |
roc_auc_score(y_true, y_scores, labels=labels, multi_class=multi_class) | |
def test_roc_auc_score_multiclass_error(msg, kwargs): | |
# Test that roc_auc_score function returns an error when trying | |
# to compute multiclass AUC for parameters where an output | |
# is not defined. | |
rng = check_random_state(404) | |
y_score = rng.rand(20, 3) | |
y_prob = softmax(y_score) | |
y_true = rng.randint(0, 3, size=20) | |
with pytest.raises(ValueError, match=msg): | |
roc_auc_score(y_true, y_prob, **kwargs) | |
def test_auc_score_non_binary_class(): | |
# Test that roc_auc_score function returns an error when trying | |
# to compute AUC for non-binary class values. | |
rng = check_random_state(404) | |
y_pred = rng.rand(10) | |
# y_true contains only one class value | |
y_true = np.zeros(10, dtype="int") | |
err_msg = "ROC AUC score is not defined" | |
with pytest.raises(ValueError, match=err_msg): | |
roc_auc_score(y_true, y_pred) | |
y_true = np.ones(10, dtype="int") | |
with pytest.raises(ValueError, match=err_msg): | |
roc_auc_score(y_true, y_pred) | |
y_true = np.full(10, -1, dtype="int") | |
with pytest.raises(ValueError, match=err_msg): | |
roc_auc_score(y_true, y_pred) | |
with warnings.catch_warnings(record=True): | |
rng = check_random_state(404) | |
y_pred = rng.rand(10) | |
# y_true contains only one class value | |
y_true = np.zeros(10, dtype="int") | |
with pytest.raises(ValueError, match=err_msg): | |
roc_auc_score(y_true, y_pred) | |
y_true = np.ones(10, dtype="int") | |
with pytest.raises(ValueError, match=err_msg): | |
roc_auc_score(y_true, y_pred) | |
y_true = np.full(10, -1, dtype="int") | |
with pytest.raises(ValueError, match=err_msg): | |
roc_auc_score(y_true, y_pred) | |
def test_binary_clf_curve_multiclass_error(curve_func): | |
rng = check_random_state(404) | |
y_true = rng.randint(0, 3, size=10) | |
y_pred = rng.rand(10) | |
msg = "multiclass format is not supported" | |
with pytest.raises(ValueError, match=msg): | |
curve_func(y_true, y_pred) | |
def test_binary_clf_curve_implicit_pos_label(curve_func): | |
# Check that using string class labels raises an informative | |
# error for any supported string dtype: | |
msg = ( | |
"y_true takes value in {'a', 'b'} and pos_label is " | |
"not specified: either make y_true take " | |
"value in {0, 1} or {-1, 1} or pass pos_label " | |
"explicitly." | |
) | |
with pytest.raises(ValueError, match=msg): | |
curve_func(np.array(["a", "b"], dtype="<U1"), [0.0, 1.0]) | |
with pytest.raises(ValueError, match=msg): | |
curve_func(np.array(["a", "b"], dtype=object), [0.0, 1.0]) | |
# The error message is slightly different for bytes-encoded | |
# class labels, but otherwise the behavior is the same: | |
msg = ( | |
"y_true takes value in {b'a', b'b'} and pos_label is " | |
"not specified: either make y_true take " | |
"value in {0, 1} or {-1, 1} or pass pos_label " | |
"explicitly." | |
) | |
with pytest.raises(ValueError, match=msg): | |
curve_func(np.array([b"a", b"b"], dtype="<S1"), [0.0, 1.0]) | |
# Check that it is possible to use floating point class labels | |
# that are interpreted similarly to integer class labels: | |
y_pred = [0.0, 1.0, 0.2, 0.42] | |
int_curve = curve_func([0, 1, 1, 0], y_pred) | |
float_curve = curve_func([0.0, 1.0, 1.0, 0.0], y_pred) | |
for int_curve_part, float_curve_part in zip(int_curve, float_curve): | |
np.testing.assert_allclose(int_curve_part, float_curve_part) | |
def test_binary_clf_curve_zero_sample_weight(curve_func): | |
y_true = [0, 0, 1, 1, 1] | |
y_score = [0.1, 0.2, 0.3, 0.4, 0.5] | |
sample_weight = [1, 1, 1, 0.5, 0] | |
result_1 = curve_func(y_true, y_score, sample_weight=sample_weight) | |
result_2 = curve_func(y_true[:-1], y_score[:-1], sample_weight=sample_weight[:-1]) | |
for arr_1, arr_2 in zip(result_1, result_2): | |
assert_allclose(arr_1, arr_2) | |
def test_precision_recall_curve(drop): | |
y_true, _, y_score = make_prediction(binary=True) | |
_test_precision_recall_curve(y_true, y_score, drop) | |
# Make sure the first point of the Precision-Recall on the right is: | |
# (p=1.0, r=class balance) on a non-balanced dataset [1:] | |
p, r, t = precision_recall_curve(y_true[1:], y_score[1:], drop_intermediate=drop) | |
assert r[0] == 1.0 | |
assert p[0] == y_true[1:].mean() | |
# Use {-1, 1} for labels; make sure original labels aren't modified | |
y_true[np.where(y_true == 0)] = -1 | |
y_true_copy = y_true.copy() | |
_test_precision_recall_curve(y_true, y_score, drop) | |
assert_array_equal(y_true_copy, y_true) | |
labels = [1, 0, 0, 1] | |
predict_probas = [1, 2, 3, 4] | |
p, r, t = precision_recall_curve(labels, predict_probas, drop_intermediate=drop) | |
if drop: | |
assert_allclose(p, [0.5, 0.33333333, 1.0, 1.0]) | |
assert_allclose(r, [1.0, 0.5, 0.5, 0.0]) | |
assert_allclose(t, [1, 2, 4]) | |
else: | |
assert_allclose(p, [0.5, 0.33333333, 0.5, 1.0, 1.0]) | |
assert_allclose(r, [1.0, 0.5, 0.5, 0.5, 0.0]) | |
assert_allclose(t, [1, 2, 3, 4]) | |
assert p.size == r.size | |
assert p.size == t.size + 1 | |
def _test_precision_recall_curve(y_true, y_score, drop): | |
# Test Precision-Recall and area under PR curve | |
p, r, thresholds = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
precision_recall_auc = _average_precision_slow(y_true, y_score) | |
assert_array_almost_equal(precision_recall_auc, 0.859, 3) | |
assert_array_almost_equal( | |
precision_recall_auc, average_precision_score(y_true, y_score) | |
) | |
# `_average_precision` is not very precise in case of 0.5 ties: be tolerant | |
assert_almost_equal( | |
_average_precision(y_true, y_score), precision_recall_auc, decimal=2 | |
) | |
assert p.size == r.size | |
assert p.size == thresholds.size + 1 | |
# Smoke test in the case of proba having only one value | |
p, r, thresholds = precision_recall_curve( | |
y_true, np.zeros_like(y_score), drop_intermediate=drop | |
) | |
assert p.size == r.size | |
assert p.size == thresholds.size + 1 | |
def test_precision_recall_curve_toydata(drop): | |
with np.errstate(all="raise"): | |
# Binary classification | |
y_true = [0, 1] | |
y_score = [0, 1] | |
p, r, _ = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
auc_prc = average_precision_score(y_true, y_score) | |
assert_array_almost_equal(p, [0.5, 1, 1]) | |
assert_array_almost_equal(r, [1, 1, 0]) | |
assert_almost_equal(auc_prc, 1.0) | |
y_true = [0, 1] | |
y_score = [1, 0] | |
p, r, _ = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
auc_prc = average_precision_score(y_true, y_score) | |
assert_array_almost_equal(p, [0.5, 0.0, 1.0]) | |
assert_array_almost_equal(r, [1.0, 0.0, 0.0]) | |
# Here we are doing a terrible prediction: we are always getting | |
# it wrong, hence the average_precision_score is the accuracy at | |
# chance: 50% | |
assert_almost_equal(auc_prc, 0.5) | |
y_true = [1, 0] | |
y_score = [1, 1] | |
p, r, _ = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
auc_prc = average_precision_score(y_true, y_score) | |
assert_array_almost_equal(p, [0.5, 1]) | |
assert_array_almost_equal(r, [1.0, 0]) | |
assert_almost_equal(auc_prc, 0.5) | |
y_true = [1, 0] | |
y_score = [1, 0] | |
p, r, _ = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
auc_prc = average_precision_score(y_true, y_score) | |
assert_array_almost_equal(p, [0.5, 1, 1]) | |
assert_array_almost_equal(r, [1, 1, 0]) | |
assert_almost_equal(auc_prc, 1.0) | |
y_true = [1, 0] | |
y_score = [0.5, 0.5] | |
p, r, _ = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
auc_prc = average_precision_score(y_true, y_score) | |
assert_array_almost_equal(p, [0.5, 1]) | |
assert_array_almost_equal(r, [1, 0.0]) | |
assert_almost_equal(auc_prc, 0.5) | |
y_true = [0, 0] | |
y_score = [0.25, 0.75] | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
p, r, _ = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
auc_prc = average_precision_score(y_true, y_score) | |
assert_allclose(p, [0, 0, 1]) | |
assert_allclose(r, [1, 1, 0]) | |
assert_allclose(auc_prc, 0) | |
y_true = [1, 1] | |
y_score = [0.25, 0.75] | |
p, r, _ = precision_recall_curve(y_true, y_score, drop_intermediate=drop) | |
assert_almost_equal(average_precision_score(y_true, y_score), 1.0) | |
assert_array_almost_equal(p, [1.0, 1.0, 1.0]) | |
assert_array_almost_equal(r, [1, 0.5, 0.0]) | |
# Multi-label classification task | |
y_true = np.array([[0, 1], [0, 1]]) | |
y_score = np.array([[0, 1], [0, 1]]) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="macro"), 0.5 | |
) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="weighted"), 1.0 | |
) | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="samples"), 1.0 | |
) | |
assert_allclose(average_precision_score(y_true, y_score, average="micro"), 1.0) | |
y_true = np.array([[0, 1], [0, 1]]) | |
y_score = np.array([[0, 1], [1, 0]]) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="macro"), 0.5 | |
) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="weighted"), 1.0 | |
) | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="samples"), 0.75 | |
) | |
assert_allclose(average_precision_score(y_true, y_score, average="micro"), 0.5) | |
y_true = np.array([[1, 0], [0, 1]]) | |
y_score = np.array([[0, 1], [1, 0]]) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="macro"), 0.5 | |
) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="weighted"), 0.5 | |
) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="samples"), 0.5 | |
) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="micro"), 0.5 | |
) | |
y_true = np.array([[0, 0], [0, 0]]) | |
y_score = np.array([[0, 1], [0, 1]]) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="macro"), 0.0 | |
) | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="weighted"), 0.0 | |
) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="samples"), 0.0 | |
) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="micro"), 0.0 | |
) | |
y_true = np.array([[1, 1], [1, 1]]) | |
y_score = np.array([[0, 1], [0, 1]]) | |
assert_allclose(average_precision_score(y_true, y_score, average="macro"), 1.0) | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="weighted"), 1.0 | |
) | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="samples"), 1.0 | |
) | |
assert_allclose(average_precision_score(y_true, y_score, average="micro"), 1.0) | |
y_true = np.array([[1, 0], [0, 1]]) | |
y_score = np.array([[0.5, 0.5], [0.5, 0.5]]) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="macro"), 0.5 | |
) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="weighted"), 0.5 | |
) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="samples"), 0.5 | |
) | |
assert_almost_equal( | |
average_precision_score(y_true, y_score, average="micro"), 0.5 | |
) | |
with np.errstate(all="ignore"): | |
# if one class is never present weighted should not be NaN | |
y_true = np.array([[0, 0], [0, 1]]) | |
y_score = np.array([[0, 0], [0, 1]]) | |
with pytest.warns(UserWarning, match="No positive class found in y_true"): | |
assert_allclose( | |
average_precision_score(y_true, y_score, average="weighted"), 1 | |
) | |
def test_precision_recall_curve_drop_intermediate(): | |
"""Check the behaviour of the `drop_intermediate` parameter.""" | |
y_true = [0, 0, 0, 0, 1, 1] | |
y_score = [0.0, 0.2, 0.5, 0.6, 0.7, 1.0] | |
precision, recall, thresholds = precision_recall_curve( | |
y_true, y_score, drop_intermediate=True | |
) | |
assert_allclose(thresholds, [0.0, 0.7, 1.0]) | |
# Test dropping thresholds with repeating scores | |
y_true = [0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1] | |
y_score = [0.0, 0.1, 0.6, 0.6, 0.7, 0.8, 0.9, 0.6, 0.7, 0.8, 0.9, 0.9, 1.0] | |
precision, recall, thresholds = precision_recall_curve( | |
y_true, y_score, drop_intermediate=True | |
) | |
assert_allclose(thresholds, [0.0, 0.6, 0.7, 0.8, 0.9, 1.0]) | |
# Test all false keeps only endpoints | |
y_true = [0, 0, 0, 0] | |
y_score = [0.0, 0.1, 0.2, 0.3] | |
precision, recall, thresholds = precision_recall_curve( | |
y_true, y_score, drop_intermediate=True | |
) | |
assert_allclose(thresholds, [0.0, 0.3]) | |
# Test all true keeps all thresholds | |
y_true = [1, 1, 1, 1] | |
y_score = [0.0, 0.1, 0.2, 0.3] | |
precision, recall, thresholds = precision_recall_curve( | |
y_true, y_score, drop_intermediate=True | |
) | |
assert_allclose(thresholds, [0.0, 0.1, 0.2, 0.3]) | |
def test_average_precision_constant_values(): | |
# Check the average_precision_score of a constant predictor is | |
# the TPR | |
# Generate a dataset with 25% of positives | |
y_true = np.zeros(100, dtype=int) | |
y_true[::4] = 1 | |
# And a constant score | |
y_score = np.ones(100) | |
# The precision is then the fraction of positive whatever the recall | |
# is, as there is only one threshold: | |
assert average_precision_score(y_true, y_score) == 0.25 | |
def test_average_precision_score_binary_pos_label_errors(): | |
# Raise an error when pos_label is not in binary y_true | |
y_true = np.array([0, 1]) | |
y_pred = np.array([0, 1]) | |
err_msg = r"pos_label=2 is not a valid label. It should be one of \[0, 1\]" | |
with pytest.raises(ValueError, match=err_msg): | |
average_precision_score(y_true, y_pred, pos_label=2) | |
def test_average_precision_score_multilabel_pos_label_errors(): | |
# Raise an error for multilabel-indicator y_true with | |
# pos_label other than 1 | |
y_true = np.array([[1, 0], [0, 1], [0, 1], [1, 0]]) | |
y_pred = np.array([[0.9, 0.1], [0.1, 0.9], [0.8, 0.2], [0.2, 0.8]]) | |
err_msg = ( | |
"Parameter pos_label is fixed to 1 for multilabel-indicator y_true. " | |
"Do not set pos_label or set pos_label to 1." | |
) | |
with pytest.raises(ValueError, match=err_msg): | |
average_precision_score(y_true, y_pred, pos_label=0) | |
def test_average_precision_score_multiclass_pos_label_errors(): | |
# Raise an error for multiclass y_true with pos_label other than 1 | |
y_true = np.array([0, 1, 2, 0, 1, 2]) | |
y_pred = np.array( | |
[ | |
[0.5, 0.2, 0.1], | |
[0.4, 0.5, 0.3], | |
[0.1, 0.2, 0.6], | |
[0.2, 0.3, 0.5], | |
[0.2, 0.3, 0.5], | |
[0.2, 0.3, 0.5], | |
] | |
) | |
err_msg = ( | |
"Parameter pos_label is fixed to 1 for multiclass y_true. " | |
"Do not set pos_label or set pos_label to 1." | |
) | |
with pytest.raises(ValueError, match=err_msg): | |
average_precision_score(y_true, y_pred, pos_label=3) | |
def test_score_scale_invariance(): | |
# Test that average_precision_score and roc_auc_score are invariant by | |
# the scaling or shifting of probabilities | |
# This test was expanded (added scaled_down) in response to github | |
# issue #3864 (and others), where overly aggressive rounding was causing | |
# problems for users with very small y_score values | |
y_true, _, y_score = make_prediction(binary=True) | |
roc_auc = roc_auc_score(y_true, y_score) | |
roc_auc_scaled_up = roc_auc_score(y_true, 100 * y_score) | |
roc_auc_scaled_down = roc_auc_score(y_true, 1e-6 * y_score) | |
roc_auc_shifted = roc_auc_score(y_true, y_score - 10) | |
assert roc_auc == roc_auc_scaled_up | |
assert roc_auc == roc_auc_scaled_down | |
assert roc_auc == roc_auc_shifted | |
pr_auc = average_precision_score(y_true, y_score) | |
pr_auc_scaled_up = average_precision_score(y_true, 100 * y_score) | |
pr_auc_scaled_down = average_precision_score(y_true, 1e-6 * y_score) | |
pr_auc_shifted = average_precision_score(y_true, y_score - 10) | |
assert pr_auc == pr_auc_scaled_up | |
assert pr_auc == pr_auc_scaled_down | |
assert pr_auc == pr_auc_shifted | |
def test_det_curve_toydata(y_true, y_score, expected_fpr, expected_fnr): | |
# Check on a batch of small examples. | |
fpr, fnr, _ = det_curve(y_true, y_score) | |
assert_allclose(fpr, expected_fpr) | |
assert_allclose(fnr, expected_fnr) | |
def test_det_curve_tie_handling(y_true, y_score, expected_fpr, expected_fnr): | |
fpr, fnr, _ = det_curve(y_true, y_score) | |
assert_allclose(fpr, expected_fpr) | |
assert_allclose(fnr, expected_fnr) | |
def test_det_curve_sanity_check(): | |
# Exactly duplicated inputs yield the same result. | |
assert_allclose( | |
det_curve([0, 0, 1], [0, 0.5, 1]), | |
det_curve([0, 0, 0, 0, 1, 1], [0, 0, 0.5, 0.5, 1, 1]), | |
) | |
def test_det_curve_constant_scores(y_score): | |
fpr, fnr, threshold = det_curve( | |
y_true=[0, 1, 0, 1, 0, 1], y_score=np.full(6, y_score) | |
) | |
assert_allclose(fpr, [1]) | |
assert_allclose(fnr, [0]) | |
assert_allclose(threshold, [y_score]) | |
def test_det_curve_perfect_scores(y_true): | |
fpr, fnr, _ = det_curve(y_true=y_true, y_score=y_true) | |
assert_allclose(fpr, [0]) | |
assert_allclose(fnr, [0]) | |
def test_det_curve_bad_input(y_true, y_pred, err_msg): | |
# input variables with inconsistent numbers of samples | |
with pytest.raises(ValueError, match=err_msg): | |
det_curve(y_true, y_pred) | |
def test_det_curve_pos_label(): | |
y_true = ["cancer"] * 3 + ["not cancer"] * 7 | |
y_pred_pos_not_cancer = np.array([0.1, 0.4, 0.6, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.9]) | |
y_pred_pos_cancer = 1 - y_pred_pos_not_cancer | |
fpr_pos_cancer, fnr_pos_cancer, th_pos_cancer = det_curve( | |
y_true, | |
y_pred_pos_cancer, | |
pos_label="cancer", | |
) | |
fpr_pos_not_cancer, fnr_pos_not_cancer, th_pos_not_cancer = det_curve( | |
y_true, | |
y_pred_pos_not_cancer, | |
pos_label="not cancer", | |
) | |
# check that the first threshold will change depending which label we | |
# consider positive | |
assert th_pos_cancer[0] == pytest.approx(0.4) | |
assert th_pos_not_cancer[0] == pytest.approx(0.2) | |
# check for the symmetry of the fpr and fnr | |
assert_allclose(fpr_pos_cancer, fnr_pos_not_cancer[::-1]) | |
assert_allclose(fnr_pos_cancer, fpr_pos_not_cancer[::-1]) | |
def check_lrap_toy(lrap_score): | |
# Check on several small example that it works | |
assert_almost_equal(lrap_score([[0, 1]], [[0.25, 0.75]]), 1) | |
assert_almost_equal(lrap_score([[0, 1]], [[0.75, 0.25]]), 1 / 2) | |
assert_almost_equal(lrap_score([[1, 1]], [[0.75, 0.25]]), 1) | |
assert_almost_equal(lrap_score([[0, 0, 1]], [[0.25, 0.5, 0.75]]), 1) | |
assert_almost_equal(lrap_score([[0, 1, 0]], [[0.25, 0.5, 0.75]]), 1 / 2) | |
assert_almost_equal(lrap_score([[0, 1, 1]], [[0.25, 0.5, 0.75]]), 1) | |
assert_almost_equal(lrap_score([[1, 0, 0]], [[0.25, 0.5, 0.75]]), 1 / 3) | |
assert_almost_equal( | |
lrap_score([[1, 0, 1]], [[0.25, 0.5, 0.75]]), (2 / 3 + 1 / 1) / 2 | |
) | |
assert_almost_equal( | |
lrap_score([[1, 1, 0]], [[0.25, 0.5, 0.75]]), (2 / 3 + 1 / 2) / 2 | |
) | |
assert_almost_equal(lrap_score([[0, 0, 1]], [[0.75, 0.5, 0.25]]), 1 / 3) | |
assert_almost_equal(lrap_score([[0, 1, 0]], [[0.75, 0.5, 0.25]]), 1 / 2) | |
assert_almost_equal( | |
lrap_score([[0, 1, 1]], [[0.75, 0.5, 0.25]]), (1 / 2 + 2 / 3) / 2 | |
) | |
assert_almost_equal(lrap_score([[1, 0, 0]], [[0.75, 0.5, 0.25]]), 1) | |
assert_almost_equal(lrap_score([[1, 0, 1]], [[0.75, 0.5, 0.25]]), (1 + 2 / 3) / 2) | |
assert_almost_equal(lrap_score([[1, 1, 0]], [[0.75, 0.5, 0.25]]), 1) | |
assert_almost_equal(lrap_score([[1, 1, 1]], [[0.75, 0.5, 0.25]]), 1) | |
assert_almost_equal(lrap_score([[0, 0, 1]], [[0.5, 0.75, 0.25]]), 1 / 3) | |
assert_almost_equal(lrap_score([[0, 1, 0]], [[0.5, 0.75, 0.25]]), 1) | |
assert_almost_equal(lrap_score([[0, 1, 1]], [[0.5, 0.75, 0.25]]), (1 + 2 / 3) / 2) | |
assert_almost_equal(lrap_score([[1, 0, 0]], [[0.5, 0.75, 0.25]]), 1 / 2) | |
assert_almost_equal( | |
lrap_score([[1, 0, 1]], [[0.5, 0.75, 0.25]]), (1 / 2 + 2 / 3) / 2 | |
) | |
assert_almost_equal(lrap_score([[1, 1, 0]], [[0.5, 0.75, 0.25]]), 1) | |
assert_almost_equal(lrap_score([[1, 1, 1]], [[0.5, 0.75, 0.25]]), 1) | |
# Tie handling | |
assert_almost_equal(lrap_score([[1, 0]], [[0.5, 0.5]]), 0.5) | |
assert_almost_equal(lrap_score([[0, 1]], [[0.5, 0.5]]), 0.5) | |
assert_almost_equal(lrap_score([[1, 1]], [[0.5, 0.5]]), 1) | |
assert_almost_equal(lrap_score([[0, 0, 1]], [[0.25, 0.5, 0.5]]), 0.5) | |
assert_almost_equal(lrap_score([[0, 1, 0]], [[0.25, 0.5, 0.5]]), 0.5) | |
assert_almost_equal(lrap_score([[0, 1, 1]], [[0.25, 0.5, 0.5]]), 1) | |
assert_almost_equal(lrap_score([[1, 0, 0]], [[0.25, 0.5, 0.5]]), 1 / 3) | |
assert_almost_equal( | |
lrap_score([[1, 0, 1]], [[0.25, 0.5, 0.5]]), (2 / 3 + 1 / 2) / 2 | |
) | |
assert_almost_equal( | |
lrap_score([[1, 1, 0]], [[0.25, 0.5, 0.5]]), (2 / 3 + 1 / 2) / 2 | |
) | |
assert_almost_equal(lrap_score([[1, 1, 1]], [[0.25, 0.5, 0.5]]), 1) | |
assert_almost_equal(lrap_score([[1, 1, 0]], [[0.5, 0.5, 0.5]]), 2 / 3) | |
assert_almost_equal(lrap_score([[1, 1, 1, 0]], [[0.5, 0.5, 0.5, 0.5]]), 3 / 4) | |
def check_zero_or_all_relevant_labels(lrap_score): | |
random_state = check_random_state(0) | |
for n_labels in range(2, 5): | |
y_score = random_state.uniform(size=(1, n_labels)) | |
y_score_ties = np.zeros_like(y_score) | |
# No relevant labels | |
y_true = np.zeros((1, n_labels)) | |
assert lrap_score(y_true, y_score) == 1.0 | |
assert lrap_score(y_true, y_score_ties) == 1.0 | |
# Only relevant labels | |
y_true = np.ones((1, n_labels)) | |
assert lrap_score(y_true, y_score) == 1.0 | |
assert lrap_score(y_true, y_score_ties) == 1.0 | |
# Degenerate case: only one label | |
assert_almost_equal( | |
lrap_score([[1], [0], [1], [0]], [[0.5], [0.5], [0.5], [0.5]]), 1.0 | |
) | |
def check_lrap_error_raised(lrap_score): | |
# Raise value error if not appropriate format | |
with pytest.raises(ValueError): | |
lrap_score([0, 1, 0], [0.25, 0.3, 0.2]) | |
with pytest.raises(ValueError): | |
lrap_score([0, 1, 2], [[0.25, 0.75, 0.0], [0.7, 0.3, 0.0], [0.8, 0.2, 0.0]]) | |
with pytest.raises(ValueError): | |
lrap_score( | |
[(0), (1), (2)], [[0.25, 0.75, 0.0], [0.7, 0.3, 0.0], [0.8, 0.2, 0.0]] | |
) | |
# Check that y_true.shape != y_score.shape raise the proper exception | |
with pytest.raises(ValueError): | |
lrap_score([[0, 1], [0, 1]], [0, 1]) | |
with pytest.raises(ValueError): | |
lrap_score([[0, 1], [0, 1]], [[0, 1]]) | |
with pytest.raises(ValueError): | |
lrap_score([[0, 1], [0, 1]], [[0], [1]]) | |
with pytest.raises(ValueError): | |
lrap_score([[0, 1]], [[0, 1], [0, 1]]) | |
with pytest.raises(ValueError): | |
lrap_score([[0], [1]], [[0, 1], [0, 1]]) | |
with pytest.raises(ValueError): | |
lrap_score([[0, 1], [0, 1]], [[0], [1]]) | |
def check_lrap_only_ties(lrap_score): | |
# Check tie handling in score | |
# Basic check with only ties and increasing label space | |
for n_labels in range(2, 10): | |
y_score = np.ones((1, n_labels)) | |
# Check for growing number of consecutive relevant | |
for n_relevant in range(1, n_labels): | |
# Check for a bunch of positions | |
for pos in range(n_labels - n_relevant): | |
y_true = np.zeros((1, n_labels)) | |
y_true[0, pos : pos + n_relevant] = 1 | |
assert_almost_equal(lrap_score(y_true, y_score), n_relevant / n_labels) | |
def check_lrap_without_tie_and_increasing_score(lrap_score): | |
# Check that Label ranking average precision works for various | |
# Basic check with increasing label space size and decreasing score | |
for n_labels in range(2, 10): | |
y_score = n_labels - (np.arange(n_labels).reshape((1, n_labels)) + 1) | |
# First and last | |
y_true = np.zeros((1, n_labels)) | |
y_true[0, 0] = 1 | |
y_true[0, -1] = 1 | |
assert_almost_equal(lrap_score(y_true, y_score), (2 / n_labels + 1) / 2) | |
# Check for growing number of consecutive relevant label | |
for n_relevant in range(1, n_labels): | |
# Check for a bunch of position | |
for pos in range(n_labels - n_relevant): | |
y_true = np.zeros((1, n_labels)) | |
y_true[0, pos : pos + n_relevant] = 1 | |
assert_almost_equal( | |
lrap_score(y_true, y_score), | |
sum( | |
(r + 1) / ((pos + r + 1) * n_relevant) | |
for r in range(n_relevant) | |
), | |
) | |
def _my_lrap(y_true, y_score): | |
"""Simple implementation of label ranking average precision""" | |
check_consistent_length(y_true, y_score) | |
y_true = check_array(y_true) | |
y_score = check_array(y_score) | |
n_samples, n_labels = y_true.shape | |
score = np.empty((n_samples,)) | |
for i in range(n_samples): | |
# The best rank correspond to 1. Rank higher than 1 are worse. | |
# The best inverse ranking correspond to n_labels. | |
unique_rank, inv_rank = np.unique(y_score[i], return_inverse=True) | |
n_ranks = unique_rank.size | |
rank = n_ranks - inv_rank | |
# Rank need to be corrected to take into account ties | |
# ex: rank 1 ex aequo means that both label are rank 2. | |
corr_rank = np.bincount(rank, minlength=n_ranks + 1).cumsum() | |
rank = corr_rank[rank] | |
relevant = y_true[i].nonzero()[0] | |
if relevant.size == 0 or relevant.size == n_labels: | |
score[i] = 1 | |
continue | |
score[i] = 0.0 | |
for label in relevant: | |
# Let's count the number of relevant label with better rank | |
# (smaller rank). | |
n_ranked_above = sum(rank[r] <= rank[label] for r in relevant) | |
# Weight by the rank of the actual label | |
score[i] += n_ranked_above / rank[label] | |
score[i] /= relevant.size | |
return score.mean() | |
def check_alternative_lrap_implementation( | |
lrap_score, n_classes=5, n_samples=20, random_state=0 | |
): | |
_, y_true = make_multilabel_classification( | |
n_features=1, | |
allow_unlabeled=False, | |
random_state=random_state, | |
n_classes=n_classes, | |
n_samples=n_samples, | |
) | |
# Score with ties | |
y_score = _sparse_random_matrix( | |
n_components=y_true.shape[0], | |
n_features=y_true.shape[1], | |
random_state=random_state, | |
) | |
if hasattr(y_score, "toarray"): | |
y_score = y_score.toarray() | |
score_lrap = label_ranking_average_precision_score(y_true, y_score) | |
score_my_lrap = _my_lrap(y_true, y_score) | |
assert_almost_equal(score_lrap, score_my_lrap) | |
# Uniform score | |
random_state = check_random_state(random_state) | |
y_score = random_state.uniform(size=(n_samples, n_classes)) | |
score_lrap = label_ranking_average_precision_score(y_true, y_score) | |
score_my_lrap = _my_lrap(y_true, y_score) | |
assert_almost_equal(score_lrap, score_my_lrap) | |
def test_label_ranking_avp(check, func): | |
check(func) | |
def test_lrap_error_raised(): | |
check_lrap_error_raised(label_ranking_average_precision_score) | |
def test_alternative_lrap_implementation(n_samples, n_classes, random_state): | |
check_alternative_lrap_implementation( | |
label_ranking_average_precision_score, n_classes, n_samples, random_state | |
) | |
def test_lrap_sample_weighting_zero_labels(): | |
# Degenerate sample labeling (e.g., zero labels for a sample) is a valid | |
# special case for lrap (the sample is considered to achieve perfect | |
# precision), but this case is not tested in test_common. | |
# For these test samples, the APs are 0.5, 0.75, and 1.0 (default for zero | |
# labels). | |
y_true = np.array([[1, 0, 0, 0], [1, 0, 0, 1], [0, 0, 0, 0]], dtype=bool) | |
y_score = np.array( | |
[[0.3, 0.4, 0.2, 0.1], [0.1, 0.2, 0.3, 0.4], [0.4, 0.3, 0.2, 0.1]] | |
) | |
samplewise_lraps = np.array([0.5, 0.75, 1.0]) | |
sample_weight = np.array([1.0, 1.0, 0.0]) | |
assert_almost_equal( | |
label_ranking_average_precision_score( | |
y_true, y_score, sample_weight=sample_weight | |
), | |
np.sum(sample_weight * samplewise_lraps) / np.sum(sample_weight), | |
) | |
def test_coverage_error(): | |
# Toy case | |
assert_almost_equal(coverage_error([[0, 1]], [[0.25, 0.75]]), 1) | |
assert_almost_equal(coverage_error([[0, 1]], [[0.75, 0.25]]), 2) | |
assert_almost_equal(coverage_error([[1, 1]], [[0.75, 0.25]]), 2) | |
assert_almost_equal(coverage_error([[0, 0]], [[0.75, 0.25]]), 0) | |
assert_almost_equal(coverage_error([[0, 0, 0]], [[0.25, 0.5, 0.75]]), 0) | |
assert_almost_equal(coverage_error([[0, 0, 1]], [[0.25, 0.5, 0.75]]), 1) | |
assert_almost_equal(coverage_error([[0, 1, 0]], [[0.25, 0.5, 0.75]]), 2) | |
assert_almost_equal(coverage_error([[0, 1, 1]], [[0.25, 0.5, 0.75]]), 2) | |
assert_almost_equal(coverage_error([[1, 0, 0]], [[0.25, 0.5, 0.75]]), 3) | |
assert_almost_equal(coverage_error([[1, 0, 1]], [[0.25, 0.5, 0.75]]), 3) | |
assert_almost_equal(coverage_error([[1, 1, 0]], [[0.25, 0.5, 0.75]]), 3) | |
assert_almost_equal(coverage_error([[1, 1, 1]], [[0.25, 0.5, 0.75]]), 3) | |
assert_almost_equal(coverage_error([[0, 0, 0]], [[0.75, 0.5, 0.25]]), 0) | |
assert_almost_equal(coverage_error([[0, 0, 1]], [[0.75, 0.5, 0.25]]), 3) | |
assert_almost_equal(coverage_error([[0, 1, 0]], [[0.75, 0.5, 0.25]]), 2) | |
assert_almost_equal(coverage_error([[0, 1, 1]], [[0.75, 0.5, 0.25]]), 3) | |
assert_almost_equal(coverage_error([[1, 0, 0]], [[0.75, 0.5, 0.25]]), 1) | |
assert_almost_equal(coverage_error([[1, 0, 1]], [[0.75, 0.5, 0.25]]), 3) | |
assert_almost_equal(coverage_error([[1, 1, 0]], [[0.75, 0.5, 0.25]]), 2) | |
assert_almost_equal(coverage_error([[1, 1, 1]], [[0.75, 0.5, 0.25]]), 3) | |
assert_almost_equal(coverage_error([[0, 0, 0]], [[0.5, 0.75, 0.25]]), 0) | |
assert_almost_equal(coverage_error([[0, 0, 1]], [[0.5, 0.75, 0.25]]), 3) | |
assert_almost_equal(coverage_error([[0, 1, 0]], [[0.5, 0.75, 0.25]]), 1) | |
assert_almost_equal(coverage_error([[0, 1, 1]], [[0.5, 0.75, 0.25]]), 3) | |
assert_almost_equal(coverage_error([[1, 0, 0]], [[0.5, 0.75, 0.25]]), 2) | |
assert_almost_equal(coverage_error([[1, 0, 1]], [[0.5, 0.75, 0.25]]), 3) | |
assert_almost_equal(coverage_error([[1, 1, 0]], [[0.5, 0.75, 0.25]]), 2) | |
assert_almost_equal(coverage_error([[1, 1, 1]], [[0.5, 0.75, 0.25]]), 3) | |
# Non trivial case | |
assert_almost_equal( | |
coverage_error([[0, 1, 0], [1, 1, 0]], [[0.1, 10.0, -3], [0, 1, 3]]), | |
(1 + 3) / 2.0, | |
) | |
assert_almost_equal( | |
coverage_error( | |
[[0, 1, 0], [1, 1, 0], [0, 1, 1]], [[0.1, 10, -3], [0, 1, 3], [0, 2, 0]] | |
), | |
(1 + 3 + 3) / 3.0, | |
) | |
assert_almost_equal( | |
coverage_error( | |
[[0, 1, 0], [1, 1, 0], [0, 1, 1]], [[0.1, 10, -3], [3, 1, 3], [0, 2, 0]] | |
), | |
(1 + 3 + 3) / 3.0, | |
) | |
def test_coverage_tie_handling(): | |
assert_almost_equal(coverage_error([[0, 0]], [[0.5, 0.5]]), 0) | |
assert_almost_equal(coverage_error([[1, 0]], [[0.5, 0.5]]), 2) | |
assert_almost_equal(coverage_error([[0, 1]], [[0.5, 0.5]]), 2) | |
assert_almost_equal(coverage_error([[1, 1]], [[0.5, 0.5]]), 2) | |
assert_almost_equal(coverage_error([[0, 0, 0]], [[0.25, 0.5, 0.5]]), 0) | |
assert_almost_equal(coverage_error([[0, 0, 1]], [[0.25, 0.5, 0.5]]), 2) | |
assert_almost_equal(coverage_error([[0, 1, 0]], [[0.25, 0.5, 0.5]]), 2) | |
assert_almost_equal(coverage_error([[0, 1, 1]], [[0.25, 0.5, 0.5]]), 2) | |
assert_almost_equal(coverage_error([[1, 0, 0]], [[0.25, 0.5, 0.5]]), 3) | |
assert_almost_equal(coverage_error([[1, 0, 1]], [[0.25, 0.5, 0.5]]), 3) | |
assert_almost_equal(coverage_error([[1, 1, 0]], [[0.25, 0.5, 0.5]]), 3) | |
assert_almost_equal(coverage_error([[1, 1, 1]], [[0.25, 0.5, 0.5]]), 3) | |
def test_coverage_1d_error_message(y_true, y_score): | |
# Non-regression test for: | |
# https://github.com/scikit-learn/scikit-learn/issues/23368 | |
with pytest.raises(ValueError, match=r"Expected 2D array, got 1D array instead"): | |
coverage_error(y_true, y_score) | |
def test_label_ranking_loss(): | |
assert_almost_equal(label_ranking_loss([[0, 1]], [[0.25, 0.75]]), 0) | |
assert_almost_equal(label_ranking_loss([[0, 1]], [[0.75, 0.25]]), 1) | |
assert_almost_equal(label_ranking_loss([[0, 0, 1]], [[0.25, 0.5, 0.75]]), 0) | |
assert_almost_equal(label_ranking_loss([[0, 1, 0]], [[0.25, 0.5, 0.75]]), 1 / 2) | |
assert_almost_equal(label_ranking_loss([[0, 1, 1]], [[0.25, 0.5, 0.75]]), 0) | |
assert_almost_equal(label_ranking_loss([[1, 0, 0]], [[0.25, 0.5, 0.75]]), 2 / 2) | |
assert_almost_equal(label_ranking_loss([[1, 0, 1]], [[0.25, 0.5, 0.75]]), 1 / 2) | |
assert_almost_equal(label_ranking_loss([[1, 1, 0]], [[0.25, 0.5, 0.75]]), 2 / 2) | |
# Undefined metrics - the ranking doesn't matter | |
assert_almost_equal(label_ranking_loss([[0, 0]], [[0.75, 0.25]]), 0) | |
assert_almost_equal(label_ranking_loss([[1, 1]], [[0.75, 0.25]]), 0) | |
assert_almost_equal(label_ranking_loss([[0, 0]], [[0.5, 0.5]]), 0) | |
assert_almost_equal(label_ranking_loss([[1, 1]], [[0.5, 0.5]]), 0) | |
assert_almost_equal(label_ranking_loss([[0, 0, 0]], [[0.5, 0.75, 0.25]]), 0) | |
assert_almost_equal(label_ranking_loss([[1, 1, 1]], [[0.5, 0.75, 0.25]]), 0) | |
assert_almost_equal(label_ranking_loss([[0, 0, 0]], [[0.25, 0.5, 0.5]]), 0) | |
assert_almost_equal(label_ranking_loss([[1, 1, 1]], [[0.25, 0.5, 0.5]]), 0) | |
# Non trivial case | |
assert_almost_equal( | |
label_ranking_loss([[0, 1, 0], [1, 1, 0]], [[0.1, 10.0, -3], [0, 1, 3]]), | |
(0 + 2 / 2) / 2.0, | |
) | |
assert_almost_equal( | |
label_ranking_loss( | |
[[0, 1, 0], [1, 1, 0], [0, 1, 1]], [[0.1, 10, -3], [0, 1, 3], [0, 2, 0]] | |
), | |
(0 + 2 / 2 + 1 / 2) / 3.0, | |
) | |
assert_almost_equal( | |
label_ranking_loss( | |
[[0, 1, 0], [1, 1, 0], [0, 1, 1]], [[0.1, 10, -3], [3, 1, 3], [0, 2, 0]] | |
), | |
(0 + 2 / 2 + 1 / 2) / 3.0, | |
) | |
def test_label_ranking_loss_sparse(csr_container): | |
assert_almost_equal( | |
label_ranking_loss( | |
csr_container(np.array([[0, 1, 0], [1, 1, 0]])), [[0.1, 10, -3], [3, 1, 3]] | |
), | |
(0 + 2 / 2) / 2.0, | |
) | |
def test_ranking_appropriate_input_shape(): | |
# Check that y_true.shape != y_score.shape raise the proper exception | |
with pytest.raises(ValueError): | |
label_ranking_loss([[0, 1], [0, 1]], [0, 1]) | |
with pytest.raises(ValueError): | |
label_ranking_loss([[0, 1], [0, 1]], [[0, 1]]) | |
with pytest.raises(ValueError): | |
label_ranking_loss([[0, 1], [0, 1]], [[0], [1]]) | |
with pytest.raises(ValueError): | |
label_ranking_loss([[0, 1]], [[0, 1], [0, 1]]) | |
with pytest.raises(ValueError): | |
label_ranking_loss([[0], [1]], [[0, 1], [0, 1]]) | |
with pytest.raises(ValueError): | |
label_ranking_loss([[0, 1], [0, 1]], [[0], [1]]) | |
def test_ranking_loss_ties_handling(): | |
# Tie handling | |
assert_almost_equal(label_ranking_loss([[1, 0]], [[0.5, 0.5]]), 1) | |
assert_almost_equal(label_ranking_loss([[0, 1]], [[0.5, 0.5]]), 1) | |
assert_almost_equal(label_ranking_loss([[0, 0, 1]], [[0.25, 0.5, 0.5]]), 1 / 2) | |
assert_almost_equal(label_ranking_loss([[0, 1, 0]], [[0.25, 0.5, 0.5]]), 1 / 2) | |
assert_almost_equal(label_ranking_loss([[0, 1, 1]], [[0.25, 0.5, 0.5]]), 0) | |
assert_almost_equal(label_ranking_loss([[1, 0, 0]], [[0.25, 0.5, 0.5]]), 1) | |
assert_almost_equal(label_ranking_loss([[1, 0, 1]], [[0.25, 0.5, 0.5]]), 1) | |
assert_almost_equal(label_ranking_loss([[1, 1, 0]], [[0.25, 0.5, 0.5]]), 1) | |
def test_dcg_score(): | |
_, y_true = make_multilabel_classification(random_state=0, n_classes=10) | |
y_score = -y_true + 1 | |
_test_dcg_score_for(y_true, y_score) | |
y_true, y_score = np.random.RandomState(0).random_sample((2, 100, 10)) | |
_test_dcg_score_for(y_true, y_score) | |
def _test_dcg_score_for(y_true, y_score): | |
discount = np.log2(np.arange(y_true.shape[1]) + 2) | |
ideal = _dcg_sample_scores(y_true, y_true) | |
score = _dcg_sample_scores(y_true, y_score) | |
assert (score <= ideal).all() | |
assert (_dcg_sample_scores(y_true, y_true, k=5) <= ideal).all() | |
assert ideal.shape == (y_true.shape[0],) | |
assert score.shape == (y_true.shape[0],) | |
assert ideal == pytest.approx((np.sort(y_true)[:, ::-1] / discount).sum(axis=1)) | |
def test_dcg_ties(): | |
y_true = np.asarray([np.arange(5)]) | |
y_score = np.zeros(y_true.shape) | |
dcg = _dcg_sample_scores(y_true, y_score) | |
dcg_ignore_ties = _dcg_sample_scores(y_true, y_score, ignore_ties=True) | |
discounts = 1 / np.log2(np.arange(2, 7)) | |
assert dcg == pytest.approx([discounts.sum() * y_true.mean()]) | |
assert dcg_ignore_ties == pytest.approx([(discounts * y_true[:, ::-1]).sum()]) | |
y_score[0, 3:] = 1 | |
dcg = _dcg_sample_scores(y_true, y_score) | |
dcg_ignore_ties = _dcg_sample_scores(y_true, y_score, ignore_ties=True) | |
assert dcg_ignore_ties == pytest.approx([(discounts * y_true[:, ::-1]).sum()]) | |
assert dcg == pytest.approx( | |
[ | |
discounts[:2].sum() * y_true[0, 3:].mean() | |
+ discounts[2:].sum() * y_true[0, :3].mean() | |
] | |
) | |
def test_ndcg_ignore_ties_with_k(): | |
a = np.arange(12).reshape((2, 6)) | |
assert ndcg_score(a, a, k=3, ignore_ties=True) == pytest.approx( | |
ndcg_score(a, a, k=3, ignore_ties=True) | |
) | |
def test_ndcg_negative_ndarray_error(): | |
"""Check `ndcg_score` exception when `y_true` contains negative values.""" | |
y_true = np.array([[-0.89, -0.53, -0.47, 0.39, 0.56]]) | |
y_score = np.array([[0.07, 0.31, 0.75, 0.33, 0.27]]) | |
expected_message = "ndcg_score should not be used on negative y_true values" | |
with pytest.raises(ValueError, match=expected_message): | |
ndcg_score(y_true, y_score) | |
def test_ndcg_invariant(): | |
y_true = np.arange(70).reshape(7, 10) | |
y_score = y_true + np.random.RandomState(0).uniform(-0.2, 0.2, size=y_true.shape) | |
ndcg = ndcg_score(y_true, y_score) | |
ndcg_no_ties = ndcg_score(y_true, y_score, ignore_ties=True) | |
assert ndcg == pytest.approx(ndcg_no_ties) | |
assert ndcg == pytest.approx(1.0) | |
y_score += 1000 | |
assert ndcg_score(y_true, y_score) == pytest.approx(1.0) | |
def test_ndcg_toy_examples(ignore_ties): | |
y_true = 3 * np.eye(7)[:5] | |
y_score = np.tile(np.arange(6, -1, -1), (5, 1)) | |
y_score_noisy = y_score + np.random.RandomState(0).uniform( | |
-0.2, 0.2, size=y_score.shape | |
) | |
assert _dcg_sample_scores( | |
y_true, y_score, ignore_ties=ignore_ties | |
) == pytest.approx(3 / np.log2(np.arange(2, 7))) | |
assert _dcg_sample_scores( | |
y_true, y_score_noisy, ignore_ties=ignore_ties | |
) == pytest.approx(3 / np.log2(np.arange(2, 7))) | |
assert _ndcg_sample_scores( | |
y_true, y_score, ignore_ties=ignore_ties | |
) == pytest.approx(1 / np.log2(np.arange(2, 7))) | |
assert _dcg_sample_scores( | |
y_true, y_score, log_base=10, ignore_ties=ignore_ties | |
) == pytest.approx(3 / np.log10(np.arange(2, 7))) | |
assert ndcg_score(y_true, y_score, ignore_ties=ignore_ties) == pytest.approx( | |
(1 / np.log2(np.arange(2, 7))).mean() | |
) | |
assert dcg_score(y_true, y_score, ignore_ties=ignore_ties) == pytest.approx( | |
(3 / np.log2(np.arange(2, 7))).mean() | |
) | |
y_true = 3 * np.ones((5, 7)) | |
expected_dcg_score = (3 / np.log2(np.arange(2, 9))).sum() | |
assert _dcg_sample_scores( | |
y_true, y_score, ignore_ties=ignore_ties | |
) == pytest.approx(expected_dcg_score * np.ones(5)) | |
assert _ndcg_sample_scores( | |
y_true, y_score, ignore_ties=ignore_ties | |
) == pytest.approx(np.ones(5)) | |
assert dcg_score(y_true, y_score, ignore_ties=ignore_ties) == pytest.approx( | |
expected_dcg_score | |
) | |
assert ndcg_score(y_true, y_score, ignore_ties=ignore_ties) == pytest.approx(1.0) | |
def test_ndcg_error_single_document(): | |
"""Check that we raise an informative error message when trying to | |
compute NDCG with a single document.""" | |
err_msg = ( | |
"Computing NDCG is only meaningful when there is more than 1 document. " | |
"Got 1 instead." | |
) | |
with pytest.raises(ValueError, match=err_msg): | |
ndcg_score([[1]], [[1]]) | |
def test_ndcg_score(): | |
_, y_true = make_multilabel_classification(random_state=0, n_classes=10) | |
y_score = -y_true + 1 | |
_test_ndcg_score_for(y_true, y_score) | |
y_true, y_score = np.random.RandomState(0).random_sample((2, 100, 10)) | |
_test_ndcg_score_for(y_true, y_score) | |
def _test_ndcg_score_for(y_true, y_score): | |
ideal = _ndcg_sample_scores(y_true, y_true) | |
score = _ndcg_sample_scores(y_true, y_score) | |
assert (score <= ideal).all() | |
all_zero = (y_true == 0).all(axis=1) | |
assert ideal[~all_zero] == pytest.approx(np.ones((~all_zero).sum())) | |
assert ideal[all_zero] == pytest.approx(np.zeros(all_zero.sum())) | |
assert score[~all_zero] == pytest.approx( | |
_dcg_sample_scores(y_true, y_score)[~all_zero] | |
/ _dcg_sample_scores(y_true, y_true)[~all_zero] | |
) | |
assert score[all_zero] == pytest.approx(np.zeros(all_zero.sum())) | |
assert ideal.shape == (y_true.shape[0],) | |
assert score.shape == (y_true.shape[0],) | |
def test_partial_roc_auc_score(): | |
# Check `roc_auc_score` for max_fpr != `None` | |
y_true = np.array([0, 0, 1, 1]) | |
assert roc_auc_score(y_true, y_true, max_fpr=1) == 1 | |
assert roc_auc_score(y_true, y_true, max_fpr=0.001) == 1 | |
with pytest.raises(ValueError): | |
assert roc_auc_score(y_true, y_true, max_fpr=-0.1) | |
with pytest.raises(ValueError): | |
assert roc_auc_score(y_true, y_true, max_fpr=1.1) | |
with pytest.raises(ValueError): | |
assert roc_auc_score(y_true, y_true, max_fpr=0) | |
y_scores = np.array([0.1, 0, 0.1, 0.01]) | |
roc_auc_with_max_fpr_one = roc_auc_score(y_true, y_scores, max_fpr=1) | |
unconstrained_roc_auc = roc_auc_score(y_true, y_scores) | |
assert roc_auc_with_max_fpr_one == unconstrained_roc_auc | |
assert roc_auc_score(y_true, y_scores, max_fpr=0.3) == 0.5 | |
y_true, y_pred, _ = make_prediction(binary=True) | |
for max_fpr in np.linspace(1e-4, 1, 5): | |
assert_almost_equal( | |
roc_auc_score(y_true, y_pred, max_fpr=max_fpr), | |
_partial_roc_auc_score(y_true, y_pred, max_fpr), | |
) | |
def test_top_k_accuracy_score(y_true, k, true_score): | |
y_score = np.array( | |
[ | |
[0.4, 0.3, 0.2, 0.1], | |
[0.1, 0.3, 0.4, 0.2], | |
[0.4, 0.1, 0.2, 0.3], | |
[0.3, 0.2, 0.4, 0.1], | |
] | |
) | |
score = top_k_accuracy_score(y_true, y_score, k=k) | |
assert score == pytest.approx(true_score) | |
def test_top_k_accuracy_score_binary(y_score, k, true_score): | |
y_true = [0, 0, 1, 1] | |
threshold = 0.5 if y_score.min() >= 0 and y_score.max() <= 1 else 0 | |
y_pred = (y_score > threshold).astype(np.int64) if k == 1 else y_true | |
score = top_k_accuracy_score(y_true, y_score, k=k) | |
score_acc = accuracy_score(y_true, y_pred) | |
assert score == score_acc == pytest.approx(true_score) | |
def test_top_k_accuracy_score_multiclass_with_labels( | |
y_true, true_score, labels, labels_as_ndarray | |
): | |
"""Test when labels and y_score are multiclass.""" | |
if labels_as_ndarray: | |
labels = np.asarray(labels) | |
y_score = np.array( | |
[ | |
[0.4, 0.3, 0.2, 0.1], | |
[0.1, 0.3, 0.4, 0.2], | |
[0.4, 0.1, 0.2, 0.3], | |
[0.3, 0.2, 0.4, 0.1], | |
] | |
) | |
score = top_k_accuracy_score(y_true, y_score, k=2, labels=labels) | |
assert score == pytest.approx(true_score) | |
def test_top_k_accuracy_score_increasing(): | |
# Make sure increasing k leads to a higher score | |
X, y = datasets.make_classification( | |
n_classes=10, n_samples=1000, n_informative=10, random_state=0 | |
) | |
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) | |
clf = LogisticRegression(random_state=0) | |
clf.fit(X_train, y_train) | |
for X, y in zip((X_train, X_test), (y_train, y_test)): | |
scores = [ | |
top_k_accuracy_score(y, clf.predict_proba(X), k=k) for k in range(2, 10) | |
] | |
assert np.all(np.diff(scores) > 0) | |
def test_top_k_accuracy_score_ties(y_true, k, true_score): | |
# Make sure highest indices labels are chosen first in case of ties | |
y_score = np.array( | |
[ | |
[5, 5, 7, 0], | |
[1, 5, 5, 5], | |
[0, 0, 3, 3], | |
[1, 1, 1, 1], | |
] | |
) | |
assert top_k_accuracy_score(y_true, y_score, k=k) == pytest.approx(true_score) | |
def test_top_k_accuracy_score_warning(y_true, k): | |
y_score = np.array( | |
[ | |
[0.4, 0.3, 0.2, 0.1], | |
[0.1, 0.4, 0.3, 0.2], | |
[0.2, 0.1, 0.4, 0.3], | |
[0.3, 0.2, 0.1, 0.4], | |
] | |
) | |
expected_message = ( | |
r"'k' \(\d+\) greater than or equal to 'n_classes' \(\d+\) will result in a " | |
"perfect score and is therefore meaningless." | |
) | |
with pytest.warns(UndefinedMetricWarning, match=expected_message): | |
score = top_k_accuracy_score(y_true, y_score, k=k) | |
assert score == 1 | |
def test_top_k_accuracy_score_error(y_true, y_score, labels, msg): | |
with pytest.raises(ValueError, match=msg): | |
top_k_accuracy_score(y_true, y_score, k=2, labels=labels) | |
def test_label_ranking_avg_precision_score_should_allow_csr_matrix_for_y_true_input( | |
csr_container, | |
): | |
# Test that label_ranking_avg_precision_score accept sparse y_true. | |
# Non-regression test for #22575 | |
y_true = csr_container([[1, 0, 0], [0, 0, 1]]) | |
y_score = np.array([[0.5, 0.9, 0.6], [0, 0, 1]]) | |
result = label_ranking_average_precision_score(y_true, y_score) | |
assert result == pytest.approx(2 / 3) | |
def test_ranking_metric_pos_label_types(metric, classes): | |
"""Check that the metric works with different types of `pos_label`. | |
We can expect `pos_label` to be a bool, an integer, a float, a string. | |
No error should be raised for those types. | |
""" | |
rng = np.random.RandomState(42) | |
n_samples, pos_label = 10, classes[-1] | |
y_true = rng.choice(classes, size=n_samples, replace=True) | |
y_proba = rng.rand(n_samples) | |
result = metric(y_true, y_proba, pos_label=pos_label) | |
if isinstance(result, float): | |
assert not np.isnan(result) | |
else: | |
metric_1, metric_2, thresholds = result | |
assert not np.isnan(metric_1).any() | |
assert not np.isnan(metric_2).any() | |
assert not np.isnan(thresholds).any() | |
def test_roc_curve_with_probablity_estimates(global_random_seed): | |
"""Check that thresholds do not exceed 1.0 when `y_score` is a probability | |
estimate. | |
Non-regression test for: | |
https://github.com/scikit-learn/scikit-learn/issues/26193 | |
""" | |
rng = np.random.RandomState(global_random_seed) | |
y_true = rng.randint(0, 2, size=10) | |
y_score = rng.rand(10) | |
_, _, thresholds = roc_curve(y_true, y_score) | |
assert np.isinf(thresholds[0]) | |