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import random
import numpy as np
from nose.tools import raises
from nose.tools import assert_true
from numpy.testing import assert_array_almost_equal
from numpy.testing import assert_array_equal
from numpy.testing import assert_equal, assert_almost_equal
from ... import datasets
from ... import svm
from ..metrics import auc
from ..metrics import classification_report
from ..metrics import confusion_matrix
from ..metrics import explained_variance_score
from ..metrics import r2_score
from ..metrics import f1_score
from ..metrics import matthews_corrcoef
from ..metrics import mean_squared_error
from ..metrics import precision_recall_curve
from ..metrics import precision_recall_fscore_support
from ..metrics import precision_score
from ..metrics import recall_score
from ..metrics import roc_curve
from ..metrics import zero_one
from ..metrics import hinge_loss
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 = range(n_samples)
random.seed(0)
random.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)
probas_pred = 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?
probas_pred = probas_pred[:, 1]
y_pred = clf.predict(X[half:])
y_true = y[half:]
return y_true, y_pred, probas_pred
def test_roc_curve():
"""Test Area under Receiver Operating Characteristic (ROC) curve"""
y_true, _, probas_pred = make_prediction(binary=True)
fpr, tpr, thresholds = roc_curve(y_true, probas_pred)
roc_auc = auc(fpr, tpr)
assert_array_almost_equal(roc_auc, 0.80, decimal=2)
@raises(ValueError)
def test_roc_curve_multi():
"""roc_curve not applicable for multi-class problems"""
y_true, _, probas_pred = make_prediction(binary=False)
fpr, tpr, thresholds = roc_curve(y_true, probas_pred)
def test_roc_curve_confidence():
"""roc_curve for confidence scores"""
y_true, _, probas_pred = make_prediction(binary=True)
fpr, tpr, thresholds = roc_curve(y_true, probas_pred - 0.5)
roc_auc = auc(fpr, tpr)
assert_array_almost_equal(roc_auc, 0.80, decimal=2)
def test_roc_curve_hard():
"""roc_curve for hard decisions"""
y_true, pred, probas_pred = 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)
# 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)
# hard decisions
fpr, tpr, thresholds = roc_curve(y_true, pred)
roc_auc = auc(fpr, tpr)
assert_array_almost_equal(roc_auc, 0.74, decimal=2)
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 = [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_duplicate_values():
"""Test Area Under Curve (AUC) computation with duplicate values
auc() was previously sorting the x and y arrays according to the indices
from numpy.argsort(x), which was reordering the tied 0's in this example
and resulting in an incorrect area computation. This test detects the
error.
"""
x = [0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.5, 1.]
y = [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9,
1., 1., 1., 1., 1., 1., 1., 1.]
assert_array_almost_equal(auc(x, y), 1.)
def test_precision_recall_f1_score_binary():
"""Test Precision Recall and F1 Score for binary classification task"""
y_true, y_pred, _ = make_prediction(binary=True)
# detailed measures for each class
p, r, f, s = precision_recall_fscore_support(y_true, y_pred, average=None)
assert_array_almost_equal(p, [0.73, 0.75], 2)
assert_array_almost_equal(r, [0.76, 0.72], 2)
assert_array_almost_equal(f, [0.75, 0.74], 2)
assert_array_equal(s, [25, 25])
# individual scoring function that can be used for grid search: in the
# binary class case the score is the value of the measure for the positive
# class (e.g. label == 1)
ps = precision_score(y_true, y_pred)
assert_array_almost_equal(ps, 0.75, 2)
rs = recall_score(y_true, y_pred)
assert_array_almost_equal(rs, 0.72, 2)
fs = f1_score(y_true, y_pred)
assert_array_almost_equal(fs, 0.74, 2)
def test_confusion_matrix_binary():
"""Test confusion matrix - binary classification case"""
y_true, y_pred, _ = make_prediction(binary=True)
cm = confusion_matrix(y_true, y_pred)
assert_array_equal(cm, [[19, 6], [7, 18]])
tp = cm[0, 0]
tn = cm[1, 1]
fp = cm[0, 1]
fn = cm[1, 0]
num = (tp * tn - fp * fn)
den = np.sqrt((tp + fp) * (tp + fn) * (tn + fp) * (tn + fn))
if den == 0.:
true_mcc = 0
else:
true_mcc = num / den
mcc = matthews_corrcoef(y_true, y_pred)
assert_array_almost_equal(mcc, true_mcc, decimal=2)
assert_array_almost_equal(mcc, 0.48, decimal=2)
def test_precision_recall_f1_score_multiclass():
"""Test Precision Recall and F1 Score for multiclass classification task"""
y_true, y_pred, _ = make_prediction(binary=False)
# compute scores with default labels introspection
p, r, f, s = precision_recall_fscore_support(y_true, y_pred, average=None)
assert_array_almost_equal(p, [0.82, 0.55, 0.47], 2)
assert_array_almost_equal(r, [0.92, 0.17, 0.90], 2)
assert_array_almost_equal(f, [0.87, 0.26, 0.62], 2)
assert_array_equal(s, [25, 30, 20])
# averaging tests
ps = precision_score(y_true, y_pred, pos_label=1, average='micro')
assert_array_almost_equal(ps, 0.61, 2)
rs = recall_score(y_true, y_pred, average='micro')
assert_array_almost_equal(rs, 0.61, 2)
fs = f1_score(y_true, y_pred, average='micro')
assert_array_almost_equal(fs, 0.61, 2)
ps = precision_score(y_true, y_pred, average='macro')
assert_array_almost_equal(ps, 0.62, 2)
rs = recall_score(y_true, y_pred, average='macro')
assert_array_almost_equal(rs, 0.66, 2)
fs = f1_score(y_true, y_pred, average='macro')
assert_array_almost_equal(fs, 0.58, 2)
ps = precision_score(y_true, y_pred, average='weighted')
assert_array_almost_equal(ps, 0.62, 2)
rs = recall_score(y_true, y_pred, average='weighted')
assert_array_almost_equal(rs, 0.61, 2)
fs = f1_score(y_true, y_pred, average='weighted')
assert_array_almost_equal(fs, 0.55, 2)
# same prediction but with and explicit label ordering
p, r, f, s = precision_recall_fscore_support(
y_true, y_pred, labels=[0, 2, 1], average=None)
assert_array_almost_equal(p, [0.82, 0.47, 0.55], 2)
assert_array_almost_equal(r, [0.92, 0.90, 0.17], 2)
assert_array_almost_equal(f, [0.87, 0.62, 0.26], 2)
assert_array_equal(s, [25, 20, 30])
def test_zero_precision_recall():
"""Check that pathological cases do not bring NaNs"""
try:
old_error_settings = np.seterr(all='raise')
y_true = np.array([0, 1, 2, 0, 1, 2])
y_pred = np.array([2, 0, 1, 1, 2, 0])
assert_almost_equal(precision_score(y_true, y_pred,
average='weighted'), 0.0, 2)
assert_almost_equal(recall_score(y_true, y_pred, average='weighted'),
0.0, 2)
assert_almost_equal(f1_score(y_true, y_pred, average='weighted'),
0.0, 2)
finally:
np.seterr(**old_error_settings)
def test_confusion_matrix_multiclass():
"""Test confusion matrix - multi-class case"""
y_true, y_pred, _ = make_prediction(binary=False)
# compute confusion matrix with default labels introspection
cm = confusion_matrix(y_true, y_pred)
assert_array_equal(cm, [[23, 2, 0],
[5, 5, 20],
[0, 2, 18]])
# compute confusion matrix with explicit label ordering
cm = confusion_matrix(y_true, y_pred, labels=[0, 2, 1])
assert_array_equal(cm, [[23, 0, 2],
[0, 18, 2],
[5, 20, 5]])
def test_classification_report():
"""Test performance report"""
iris = datasets.load_iris()
y_true, y_pred, _ = make_prediction(dataset=iris, binary=False)
# print classification report with class names
expected_report = """\
precision recall f1-score support
setosa 0.82 0.92 0.87 25
versicolor 0.56 0.17 0.26 30
virginica 0.47 0.90 0.62 20
avg / total 0.62 0.61 0.56 75
"""
report = classification_report(
y_true, y_pred, labels=range(len(iris.target_names)),
target_names=iris.target_names)
assert_equal(report, expected_report)
# print classification report with label detection
expected_report = """\
precision recall f1-score support
0 0.82 0.92 0.87 25
1 0.56 0.17 0.26 30
2 0.47 0.90 0.62 20
avg / total 0.62 0.61 0.56 75
"""
report = classification_report(y_true, y_pred)
assert_equal(report, expected_report)
def test_precision_recall_curve():
"""Test Precision-Recall and aread under PR curve"""
y_true, _, probas_pred = make_prediction(binary=True)
p, r, thresholds = precision_recall_curve(y_true, probas_pred)
precision_recall_auc = auc(r, p)
assert_array_almost_equal(precision_recall_auc, 0.82, 2)
# Smoke test in the case of proba having only one value
p, r, thresholds = precision_recall_curve(y_true,
np.zeros_like(probas_pred))
precision_recall_auc = auc(r, p)
assert_array_almost_equal(precision_recall_auc, 0.75, 3)
def test_losses():
"""Test loss functions"""
y_true, y_pred, _ = make_prediction(binary=True)
n = y_true.shape[0]
assert_equal(zero_one(y_true, y_pred), 13)
assert_almost_equal(mean_squared_error(y_true, y_pred), 12.999 / n, 2)
assert_almost_equal(mean_squared_error(y_true, y_true), 0.00, 2)
assert_almost_equal(explained_variance_score(y_true, y_pred), -0.04, 2)
assert_almost_equal(explained_variance_score(y_true, y_true), 1.00, 2)
assert_almost_equal(r2_score(y_true, y_pred), -0.04, 2)
assert_almost_equal(r2_score(y_true, y_true), 1.00, 2)
def test_losses_at_limits():
# test limit cases
assert_almost_equal(mean_squared_error([0.], [0.]), 0.00, 2)
assert_almost_equal(explained_variance_score([0.], [0.]), 1.00, 2)
assert_almost_equal(r2_score([0.], [0.]), 1.00, 2)
def test_symmetry():
"""Test the symmetry of score and loss functions"""
y_true, y_pred, _ = make_prediction(binary=True)
# symmetric
assert_equal(zero_one(y_true, y_pred),
zero_one(y_pred, y_true))
assert_almost_equal(mean_squared_error(y_true, y_pred),
mean_squared_error(y_pred, y_true))
# not symmetric
assert_true(explained_variance_score(y_true, y_pred) != \
explained_variance_score(y_pred, y_true))
assert_true(r2_score(y_true, y_pred) != \
r2_score(y_pred, y_true))
# FIXME: precision and recall aren't symmetric either
def test_hinge_loss_binary():
y_true = np.array([-1, 1, 1, -1])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision))
y_true = np.array([0, 2, 2, 0])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4,
hinge_loss(y_true, pred_decision, pos_label=2, neg_label=0))
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