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- import sys
- from sklearn import metrics
- import math
- import os
- from sklearn.metrics import auc
- from copy import deepcopy
- import numpy as np
- import warnings
- import time
- warnings.filterwarnings(action='ignore', category=DeprecationWarning)
- warnings.filterwarnings(action='ignore', category=RuntimeWarning)
- def ranking_precision_score(Y_true, Y_score, k=10):
- """Precision at rank k
- Parameters
- ----------
- y_true : array-like, shape = [n_samples]
- Ground truth (true relevance labels).
- y_score : array-like, shape = [n_samples]
- Predicted scores.
- k : int
- Rank.
- Returns
- -------
- precision @k : float
- """
- sum_prec = 0.
- n = len(Y_true)
- unique_Y = np.unique(Y_true)
- if len(unique_Y) > 2:
- raise ValueError("Only supported for two relevance levels.")
- pos_label = unique_Y[1]
- n_pos = np.sum(Y_true == pos_label, axis=1)
- order = np.argsort(Y_score, axis=1)[:, ::-1]
- Y_true = np.array([x[y] for x, y in zip(Y_true, order[:, :k])])
- n_relevant = np.sum(Y_true == pos_label, axis=1)
- cnt = k
- prec = np.divide(n_relevant.astype(float), cnt)
- return np.average(prec)
- def subset_accuracy(true_targets, predictions, per_sample=False, axis=0):
- result = np.all(true_targets == predictions, axis=axis)
- if not per_sample:
- result = np.mean(result)
- return result
- def hamming_loss(true_targets, predictions, per_sample=False, axis=0):
- result = np.mean(np.logical_xor(true_targets, predictions), axis=axis)
- if not per_sample:
- result = np.mean(result)
- return result
- def compute_tp_fp_fn(true_targets, predictions, axis=0):
- tp = np.sum(true_targets * predictions, axis=axis).astype('float32')
- fp = np.sum(np.logical_not(true_targets) * predictions,
- axis=axis).astype('float32')
- fn = np.sum(true_targets * np.logical_not(predictions),
- axis=axis).astype('float32')
- return (tp, fp, fn)
- def example_f1_score(true_targets, predictions, per_sample=False, axis=0):
- tp, fp, fn = compute_tp_fp_fn(true_targets, predictions, axis=axis)
- numerator = 2*tp
- denominator = (np.sum(true_targets, axis=axis).astype('float32') + np.sum(predictions, axis=axis).astype('float32'))
- zeros = np.where(denominator == 0)[0]
- denominator = np.delete(denominator, zeros)
- numerator = np.delete(numerator, zeros)
- example_f1 = numerator/denominator
- if per_sample:
- f1 = example_f1
- else:
- f1 = np.mean(example_f1)
- return f1
- def f1_score_from_stats(tp, fp, fn, average='micro'):
- assert len(tp) == len(fp)
- assert len(fp) == len(fn)
- if average not in set(['micro', 'macro']):
- raise ValueError("Specify micro or macro")
- if average == 'micro':
- f1 = 2*np.sum(tp) / \
- float(2*np.sum(tp) + np.sum(fp) + np.sum(fn))
- elif average == 'macro':
- def safe_div(a, b):
- """ ignore / 0, div0( [-1, 0, 1], 0 ) -> [0, 0, 0] """
- with np.errstate(divide='ignore', invalid='ignore'):
- c = np.true_divide(a, b)
- return c[np.isfinite(c)]
- f1 = np.mean(safe_div(2*tp, 2*tp + fp + fn + 1e-6))
- return f1
- def f1_score(true_targets, predictions, average='micro', axis=0):
- """
- average: str
- 'micro' or 'macro'
- axis: 0 or 1
- label axis
- """
- if average not in set(['micro', 'macro']):
- raise ValueError("Specify micro or macro")
- tp, fp, fn = compute_tp_fp_fn(true_targets, predictions, axis=axis)
- f1 = f1_score_from_stats(tp, fp, fn, average=average)
- return f1
- def compute_fdr(all_targets, all_predictions, fdr_cutoff=0.5):
- fdr_array = []
- for i in range(all_targets.shape[1]):
- try:
- precision, recall, thresholds = metrics.precision_recall_curve(all_targets[:, i], all_predictions[:, i], pos_label=1)
- fdr = 1- precision
- cutoff_index = next(i for i, x in enumerate(fdr) if x <= fdr_cutoff)
- fdr_at_cutoff = recall[cutoff_index]
- if not math.isnan(fdr_at_cutoff):
- fdr_array.append(np.nan_to_num(fdr_at_cutoff))
- except:
- pass
-
- fdr_array = np.array(fdr_array)
- mean_fdr = np.mean(fdr_array)
- median_fdr = np.median(fdr_array)
- var_fdr = np.var(fdr_array)
- return mean_fdr, median_fdr, var_fdr, fdr_array
- def compute_aupr(all_targets, all_predictions):
- aupr_array = []
- for i in range(all_targets.shape[1]):
- precision, recall, thresholds = metrics.precision_recall_curve(all_targets[:, i], all_predictions[:, i], pos_label=1)
- auPR = metrics.auc(recall, precision)
- if not math.isnan(auPR):
- aupr_array.append(np.nan_to_num(auPR))
- aupr_array = np.array(aupr_array)
- mean_aupr = np.mean(aupr_array)
- median_aupr = np.median(aupr_array)
- var_aupr = np.var(aupr_array)
- return mean_aupr, median_aupr, var_aupr, aupr_array
- def compute_auc(all_targets, all_predictions):
- auc_array = []
- for i in range(all_targets.shape[1]):
- try:
- auROC = metrics.roc_auc_score(all_targets[:, i], all_predictions[:, i])
- auc_array.append(auROC)
- except ValueError:
- pass
- auc_array = np.array(auc_array)
- mean_auc = np.mean(auc_array)
- median_auc = np.median(auc_array)
- var_auc = np.var(auc_array)
- return mean_auc, median_auc, var_auc, auc_array
- def compute_metrics(predictions, targets, threshold, all_metrics=True):
- all_targets = deepcopy(targets)
- all_predictions = deepcopy(predictions)
- if all_metrics:
- meanAUC, medianAUC, varAUC, allAUC = compute_auc(all_targets, all_predictions)
- meanAUPR, medianAUPR, varAUPR, allAUPR = compute_aupr(all_targets, all_predictions)
- meanFDR, medianFDR, varFDR, allFDR = compute_fdr(all_targets, all_predictions)
- else:
- meanAUC, medianAUC, varAUC, allAUC = 0, 0, 0, 0
- meanAUPR, medianAUPR, varAUPR, allAUPR = 0, 0, 0, 0
- meanFDR, medianFDR, varFDR, allFDR = 0, 0, 0, 0
- # p_at_1 = 0.
- # p_at_3 = 0.
- # p_at_5 = 0.
-
- # p_at_1 = ranking_precision_score(Y_true=all_targets, Y_score=all_predictions, k=1)
- # p_at_3 = ranking_precision_score(Y_true=all_targets, Y_score=all_predictions, k=3)
- # p_at_5 = ranking_precision_score(Y_true=all_targets, Y_score=all_predictions, k=5)
-
- optimal_threshold = threshold
-
- all_predictions[all_predictions < optimal_threshold] = 0
- all_predictions[all_predictions >= optimal_threshold] = 1
-
- acc_ = list(subset_accuracy(all_targets, all_predictions, axis=1, per_sample=True))
- hl_ = list(hamming_loss(all_targets, all_predictions, axis=1, per_sample=True))
- exf1_ = list(example_f1_score(all_targets, all_predictions, axis=1, per_sample=True))
- ACC = np.mean(acc_)
- hl = np.mean(hl_)
- HA = 1 - hl
- ebF1 = np.mean(exf1_)
- tp, fp, fn = compute_tp_fp_fn(all_targets, all_predictions, axis=0)
- miF1 = f1_score_from_stats(tp, fp, fn, average='micro')
- maF1 = f1_score_from_stats(tp, fp, fn, average='macro')
- metrics_dict = {}
- metrics_dict['ACC'] = ACC
- metrics_dict['HA'] = HA
- metrics_dict['ebF1'] = ebF1
- metrics_dict['miF1'] = miF1
- metrics_dict['maF1'] = maF1
- metrics_dict['meanAUC'] = meanAUC
- metrics_dict['medianAUC'] = medianAUC
- metrics_dict['varAUC'] = varAUC
- metrics_dict['allAUC'] = allAUC
- metrics_dict['meanAUPR'] = meanAUPR
- metrics_dict['medianAUPR'] = medianAUPR
- metrics_dict['varAUPR'] = varAUPR
- metrics_dict['allAUPR'] = allAUPR
- metrics_dict['meanFDR'] = meanFDR
- metrics_dict['medianFDR'] = medianFDR
- metrics_dict['varFDR'] = varFDR
- metrics_dict['allFDR'] = allFDR
- # metrics_dict['p_at_1'] = p_at_1
- # metrics_dict['p_at_3'] = p_at_3
- # metrics_dict['p_at_5'] = p_at_5
- return metrics_dict
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