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# -*- coding: utf-8 -*-
"""Curve module."""
from __future__ import division
from .errors import pycmCurveError, pycmPlotError
from .utils import threshold_func, thresholds_calc, isfloat
from .params import *
from .cm import ConfusionMatrix
from warnings import warn
import numpy
class Curve:
"""
Curve class.
>>> import numpy as np
>>> crv = Curve(actual_vector=np.array([1, 1, 2, 2]), probs=np.array([[0.1, 0.9], [0.4, 0.6], [0.35, 0.65], [0.8, 0.2]]), classes=[2, 1])
>>> crv.classes
[2, 1]
>>> crv.thresholds
[0.1, 0.2, 0.35, 0.4, 0.6, 0.65, 0.8, 0.9]
>>> crv.data[2]["TPR"]
[1.0, 1.0, 1.0, 0.5, 0.5, 0.5, 0.5, 0.0]
>>> crv.data[2]["FPR"]
[1.0, 0.5, 0.5, 0.5, 0.0, 0.0, 0.0, 0.0]
>>> auc_trp = crv.area()
>>> auc_trp[1]
0.75
>>> auc_trp[2]
0.75
>>> auc_mid = crv.area(method="midpoint")
>>> auc_mid[1]
0.75
>>> auc_mid[2]
0.75
"""
def __init__(
self,
actual_vector,
probs,
classes,
thresholds=None,
sample_weight=None):
"""
Init method.
:param actual_vector: actual vector
:type actual_vector: list or numpy array of any stringable objects
:param probs: probabilities
:type probs: list or numpy array
:param classes: ordered labels of classes
:type classes: list
:param thresholds: thresholds list
:type thresholds: list or numpy array
:param sample_weight: sample weights list
:type sample_weight: list or numpy array
"""
self.data = {}
self.thresholds = []
self.binary = False
__curve_validation__(self, actual_vector, probs)
__curve_classes_handler__(self, classes)
__curve_thresholds_handler__(self, thresholds)
for c_index, c in enumerate(self.classes):
data_temp = {item: [] for item in CURVE_PARAMS}
for t in self.thresholds:
def lambda_fun(x): return threshold_func(
x, c_index, self.classes, t)
cm = ConfusionMatrix(
actual_vector=self.actual_vector,
predict_vector=self.probs,
threshold=lambda_fun,
sample_weight=sample_weight)
for item in CURVE_PARAMS:
data_temp[item].append(getattr(cm, item)[c])
self.data[c] = data_temp
self.auc = {}
self.plot_x_axis = "FPR"
self.plot_y_axis = "TPR"
self.title = "{x_axis} per {y_axis}".format(x_axis=self.plot_x_axis, y_axis=self.plot_y_axis)
def area(self, method="trapezoidal"):
"""
Compute Area Under Curve (AUC) using trapezoidal or midpoint numerical integral technique.
:param method: numerical integral technique (trapezoidal or midpoint)
:type method: str
:return: Area Under Curve (AUC) values of all classes as dict
"""
for c in self.classes:
x = self.data[c][self.plot_x_axis]
y = self.data[c][self.plot_y_axis]
dx = numpy.diff(x)
if numpy.any(dx < 0) and numpy.any(dx > 0):
sort_indices = numpy.argsort(x, kind="mergesort")
self.data[c][self.plot_x_axis] = x = numpy.array(x)[
sort_indices].tolist()
self.data[c][self.plot_y_axis] = y = numpy.array(y)[
sort_indices].tolist()
if method == "trapezoidal":
self.auc[c] = __trapezoidal_numeric_integral__(x, y)
elif method == "midpoint":
self.auc[c] = __midpoint_numeric_integral__(x, y)
else:
raise pycmCurveError(AREA_METHOD_ERROR)
return self.auc
def plot(
self,
classes=None,
area=False,
area_method="trapezoidal",
colors=None,
markers=None,
linewidth=1):
"""
Plot the given curve.
:param classes: ordered labels of classes
:type classes: list
:param area: area flag
:type area: bool
:param area_method: numerical integral technique (trapezoidal or midpoint)
:type area_method: str
:param colors: color for each class in plot
:type colors: list
:param markers: plot marker
:type markers: list
:param linewidth: plot line width
:type linewidth: float
:return: plot axes
"""
fig, ax, classes = __plot_validation__(
self, classes, area, area_method, colors, markers)
ax.set_xlabel(self.plot_x_axis)
ax.set_ylabel(self.plot_y_axis)
fig.suptitle(self.title)
for c_index, c in enumerate(classes):
label = "{}".format(c)
if area:
label += "(area={:.3f})".format(self.auc[c])
color = None
if colors is not None:
color = colors[c_index]
marker = None
if markers is not None:
marker = markers[c_index]
ax.plot(self.data[c][self.plot_x_axis],
self.data[c][self.plot_y_axis],
linewidth=linewidth,
marker=marker,
label=label,
color=color)
ax.plot(numpy.linspace(0, 1), numpy.linspace(0, 1), 'k--', alpha=0.2)
ax.legend()
return ax
def __repr__(self):
"""
Representation method.
:return: representation as str
"""
return "pycm.Curve(classes: " + str(self.classes) + ")"
class ROCCurve(Curve):
"""
ROCCurve class.
>>> import numpy as np
>>> crv = ROCCurve(actual_vector = np.array([1, 1, 2, 2]), probs = np.array([[0.1, 0.9], [0.4, 0.6], [0.35, 0.65], [0.8, 0.2]]), classes=[2, 1])
>>> crv.thresholds
[0.1, 0.2, 0.35, 0.4, 0.6, 0.65, 0.8, 0.9]
>>> auc_trp = crv.area()
>>> auc_trp[1]
0.75
>>> auc_trp[2]
0.75
"""
def __init__(self, *args, **kwargs):
"""
Init method.
:param args: positional arguments
:type args: list
:param kwargs: keyword arguments
:type kwargs: dict
"""
super().__init__(*args, **kwargs)
self.plot_x_axis = "FPR"
self.plot_y_axis = "TPR"
self.title = "ROC Curve"
__curve_data_filter__(self)
for c in self.classes:
self.data[c][self.plot_x_axis].append(0)
self.data[c][self.plot_y_axis].append(0)
def __repr__(self):
"""
Representation method.
:return: representation as str
"""
return "pycm.ROCCurve(classes: " + str(self.classes) + ")"
class PRCurve(Curve):
"""
PRCurve class.
>>> import numpy as np
>>> crv = PRCurve(actual_vector = np.array([1, 1, 2, 2]), probs = np.array([[0.1, 0.9], [0.4, 0.6], [0.35, 0.65], [0.8, 0.2]]), classes=[2, 1])
>>> crv.thresholds
[0.1, 0.2, 0.35, 0.4, 0.6, 0.65, 0.8, 0.9]
>>> auc_trp = crv.area()
>>> auc_trp[1]
0.29166666666666663
>>> auc_trp[2]
0.29166666666666663
"""
def __init__(self, *args, **kwargs):
"""
Init method.
:param args: positional arguments
:type args: list
:param kwargs: keyword arguments
:type kwargs: dict
"""
super().__init__(*args, **kwargs)
self.plot_x_axis = "TPR"
self.plot_y_axis = "PPV"
self.title = "PR Curve"
__curve_data_filter__(self)
def __repr__(self):
"""
Representation method.
:return: representation as str
"""
return "pycm.PRCurve(classes: " + str(self.classes) + ")"
def __curve_validation__(curve, actual_vector, probs):
"""
Curve input validation.
:param curve: curve
:type curve: pycm.Curve object
:param actual_vector: actual vector
:type actual_vector: list or numpy array of any stringable objects
:param probs: probabilities
:type probs: list or numpy array
:return: None
"""
for item in [actual_vector, probs]:
if not isinstance(item, (list, numpy.ndarray)):
raise pycmCurveError(VECTOR_TYPE_ERROR)
if len(actual_vector) != len(probs):
raise pycmCurveError(VECTOR_SIZE_ERROR)
for item in probs:
if not all(map(isfloat, item)):
raise pycmCurveError(PROBABILITY_TYPE_ERROR)
if abs(sum(item) - 1) > 0.001:
raise pycmCurveError(PROBABILITY_SUM_ERROR)
curve.actual_vector = actual_vector
curve.probs = probs
def __plot_validation__(curve, classes, area, area_method, colors, markers):
"""
Plot input validation.
:param curve: curve
:type curve: pycm.Curve object
:param classes: ordered labels of classes
:type classes: list
:param area: area flag
:type area: bool
:param area_method: numerical integral technique (trapezoidal or midpoint)
:type area_method: str
:param colors: color for each class in plot
:type colors: list
:param markers: plot marker
:type markers: list
:return: figure, axis and classes
"""
try:
from matplotlib import pyplot as plt
except Exception:
raise pycmPlotError(MATPLOTLIB_PLOT_LIBRARY_ERROR)
if classes is None:
classes = curve.classes
if area:
curve.area(method=area_method)
if colors is not None and len(classes) != len(colors):
raise pycmPlotError(PLOT_COLORS_CLASS_MISMATCH_ERROR)
if markers is not None and len(classes) != len(markers):
raise pycmPlotError(PLOT_MARKERS_CLASS_MISMATCH_ERROR)
fig, ax = plt.subplots()
return fig, ax, classes
def __curve_classes_handler__(curve, classes):
"""
Handle conditions for curve classes.
:param curve: curve
:type curve: pycm.Curve object
:param classes: ordered labels of classes
:type classes: list
:return: None
"""
if not isinstance(classes, list):
raise pycmCurveError(CLASSES_TYPE_ERROR)
if len(set(classes)) != len(classes):
raise pycmCurveError(VECTOR_UNIQUE_CLASS_ERROR)
if set(classes) != set(curve.actual_vector):
raise pycmCurveError(CLASSES_MATCH_ERROR)
if len(classes) < 2:
raise pycmCurveError(CLASS_NUMBER_ERROR)
if set(map(len, curve.probs)) != {len(classes)}:
raise pycmCurveError(PROBABILITY_SIZE_ERROR)
if len(classes) == 2:
curve.binary = True
curve.classes = classes
if len(set(map(type, curve.actual_vector))) > 1:
curve.classes = list(map(str, curve.classes))
def __curve_thresholds_handler__(curve, thresholds):
"""
Handle conditions for thresholds.
:param curve: curve
:type curve: pycm.Curve object
:param thresholds: thresholds list
:type thresholds: list or numpy array
:return: None
"""
if thresholds is None:
curve.thresholds = thresholds_calc(curve.probs)
else:
if not isinstance(thresholds, (list, numpy.ndarray)):
raise pycmCurveError(THRESHOLDS_TYPE_ERROR)
if len(thresholds) < 2:
raise pycmCurveError(THRESHOLDS_NUMBER_ERROR)
if not all(map(isfloat, thresholds)):
raise pycmCurveError(THRESHOLDS_NUMERIC_ERROR)
curve.thresholds = thresholds
if isinstance(curve.thresholds, numpy.ndarray):
curve.thresholds = curve.thresholds.tolist()
curve.thresholds = sorted(curve.thresholds)
def __curve_data_filter__(curve):
"""
Eliminate and refine the points at which the curve is undefined.
:param curve: curve
:type curve: pycm.Curve object
:return: None
"""
none_warning = False
for c in curve.classes:
data_temp = {curve.plot_x_axis: [], curve.plot_y_axis: []}
x_data = curve.data[c][curve.plot_x_axis]
y_data = curve.data[c][curve.plot_y_axis]
for x, y in zip(x_data, y_data):
if x != "None" and y != "None":
data_temp[curve.plot_x_axis].append(x)
data_temp[curve.plot_y_axis].append(y)
else:
none_warning = True
curve.data[c] = data_temp
if none_warning:
warn(CURVE_NONE_WARNING, RuntimeWarning)
def __trapezoidal_numeric_integral__(x, y):
"""
Compute numeric integral using the trapezoidal rule.
:param x: the x coordinate of the curve
:type x: list or numpy array
:param y: the y coordinate of the curve
:type y: list or numpy array
:return: numeric integral value as float
"""
area = numpy.trapz(y, x)
if isinstance(area, numpy.memmap):
area = area.dtype.type(area)
return abs(float(area))
def __midpoint_numeric_integral__(x, y):
"""
Compute numeric integral using the midpoint rule.
:param x: The x coordinate of the curve
:type x: list or numpy array
:param y: The y coordinate of the curve
:type y: list or numpy array
:return: numeric integral value as float
"""
if not isinstance(y, numpy.ndarray):
y = numpy.array(y)
dx = numpy.diff(x)
y_midpoints = 0.5 * (y[:-1] + y[1:])
area = numpy.sum(dx * y_midpoints)
return abs(float(area))
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