import re import pytest import numpy as np import warnings from scipy.sparse import csr_matrix from sklearn import datasets from sklearn import svm from sklearn.utils.extmath import softmax from sklearn.datasets import make_multilabel_classification from sklearn.random_projection import _sparse_random_matrix from sklearn.utils.validation import check_array, check_consistent_length from sklearn.utils.validation import check_random_state from sklearn.utils._testing import assert_almost_equal from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_array_almost_equal from sklearn.utils._testing import assert_warns from sklearn.metrics import auc from sklearn.metrics import average_precision_score from sklearn.metrics import coverage_error from sklearn.metrics import label_ranking_average_precision_score from sklearn.metrics import precision_recall_curve from sklearn.metrics import label_ranking_loss from sklearn.metrics import roc_auc_score from sklearn.metrics import roc_curve from sklearn.metrics._ranking import _ndcg_sample_scores, _dcg_sample_scores from sklearn.metrics import ndcg_score, dcg_score from sklearn.exceptions import UndefinedMetricWarning ############################################################################### # Utilities for testing 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) 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 ############################################################################### # 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)) @pytest.mark.parametrize('drop', [True, False]) def test_roc_curve(drop): # Test Area under Receiver Operating Characteristic (ROC) curve y_true, _, probas_pred = make_prediction(binary=True) expected_auc = _auc(y_true, probas_pred) fpr, tpr, thresholds = roc_curve(y_true, probas_pred, 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, probas_pred)) 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, _, probas_pred = make_prediction(binary=True) fpr, tpr, thresholds = roc_curve(y_true, probas_pred) # use the given thresholds to determine the tpr tpr_correct = [] for t in thresholds: tp = np.sum((probas_pred >= 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, _, probas_pred = make_prediction(binary=False) with pytest.raises(ValueError): 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, 0.90, 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, 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) 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 w = UndefinedMetricWarning fpr, tpr, thresholds = assert_warns(w, 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 fpr, tpr, thresholds = assert_warns(w, 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.) 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.) 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.) 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, .5) y_true = [0, 0] y_score = [0.25, 0.75] # assert UndefinedMetricWarning because of no positive sample in y_true tpr, fpr, _ = assert_warns(UndefinedMetricWarning, roc_curve, y_true, y_score) with pytest.raises(ValueError): roc_auc_score(y_true, y_score) assert_array_almost_equal(tpr, [0., 0.5, 1.]) 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 tpr, fpr, _ = assert_warns(UndefinedMetricWarning, 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., 0.5, 1.]) # 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.) assert_almost_equal(roc_auc_score(y_true, y_score, average="micro"), 1.) 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"), .5) assert_almost_equal(roc_auc_score(y_true, y_score, average="weighted"), .5) assert_almost_equal(roc_auc_score(y_true, y_score, average="samples"), .5) assert_almost_equal(roc_auc_score(y_true, y_score, average="micro"), .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., 0.2, 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, [2., 1., 0.7, 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., 0.1, 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, [2.0, 1.0, 0.9, 0.7, 0.6, 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) @pytest.mark.parametrize( "y_true, labels", [(np.array([0, 1, 0, 2]), [0, 1, 2]), (np.array([0, 1, 0, 2]), None), (["a", "b", "a", "c"], ["a", "b", "c"]), (["a", "b", "a", "c"], None)] ) 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) @pytest.mark.parametrize("y_true, labels", [(np.array([0, 2, 0, 2]), [0, 1, 2]), (np.array(['a', 'd', 'a', 'd']), ['a', 'b', 'd'])]) 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) @pytest.mark.parametrize( "y_true, labels", [(np.array([0, 1, 2, 2]), None), (["a", "b", "c", "c"], None), ([0, 1, 2, 2], [0, 1, 2]), (["a", "b", "c", "c"], ["a", "b", "c"])]) 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]) result_unweighted = (out_0 + out_1 + out_2) / 3. 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) @pytest.mark.parametrize( "msg, y_true, labels", [("Parameter 'labels' must be unique", np.array([0, 1, 2, 2]), [0, 2, 0]), ("Parameter 'labels' must be unique", np.array(["a", "b", "c", "c"]), ["a", "a", "b"]), ("Number of classes in y_true not equal to the number of columns " "in 'y_score'", np.array([0, 2, 0, 2]), None), ("Parameter 'labels' must be ordered", np.array(["a", "b", "c", "c"]), ["a", "c", "b"]), ("Number of given labels, 2, not equal to the number of columns in " "'y_score', 3", np.array([0, 1, 2, 2]), [0, 1]), ("Number of given labels, 2, not equal to the number of columns in " "'y_score', 3", np.array(["a", "b", "c", "c"]), ["a", "b"]), ("Number of given labels, 4, not equal to the number of columns in " "'y_score', 3", np.array([0, 1, 2, 2]), [0, 1, 2, 3]), ("Number of given labels, 4, not equal to the number of columns in " "'y_score', 3", np.array(["a", "b", "c", "c"]), ["a", "b", "c", "d"]), ("'y_true' contains labels not in parameter 'labels'", np.array(["a", "b", "c", "e"]), ["a", "b", "c"]), ("'y_true' contains labels not in parameter 'labels'", np.array(["a", "b", "c", "d"]), ["a", "b", "c"]), ("'y_true' contains labels not in parameter 'labels'", np.array([0, 1, 2, 3]), [0, 1, 2])]) @pytest.mark.parametrize("multi_class", ["ovo", "ovr"]) 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) @pytest.mark.parametrize("msg, kwargs", [ ((r"average must be one of \('macro', 'weighted'\) for " r"multiclass problems"), {"average": "samples", "multi_class": "ovo"}), ((r"average must be one of \('macro', 'weighted'\) for " r"multiclass problems"), {"average": "micro", "multi_class": "ovr"}), ((r"sample_weight is not supported for multiclass one-vs-one " r"ROC AUC, 'sample_weight' must be None in this case"), {"multi_class": "ovo", "sample_weight": []}), ((r"Partial AUC computation not available in multiclass setting, " r"'max_fpr' must be set to `None`, received `max_fpr=0.5` " r"instead"), {"multi_class": "ovo", "max_fpr": 0.5}), ((r"multi_class='ovp' is not supported for multiclass ROC AUC, " r"multi_class must be in \('ovo', 'ovr'\)"), {"multi_class": "ovp"}), (r"multi_class must be in \('ovo', 'ovr'\)", {}) ]) 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(): 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): precision_recall_curve(y_true, y_pred) with pytest.raises(ValueError, match=msg): roc_curve(y_true, y_pred) @pytest.mark.parametrize("curve_func", [ precision_recall_curve, roc_curve, ]) 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): roc_curve(np.array(["a", "b"], dtype='<U1'), [0., 1.]) with pytest.raises(ValueError, match=msg): roc_curve(np.array(["a", "b"], dtype=object), [0., 1.]) # 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): roc_curve(np.array([b"a", b"b"], dtype='<S1'), [0., 1.]) # Check that it is possible to use floating point class labels # that are interpreted similarly to integer class labels: y_pred = [0., 1., 0.2, 0.42] int_curve = roc_curve([0, 1, 1, 0], y_pred) float_curve = roc_curve([0., 1., 1., 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_precision_recall_curve(): y_true, _, probas_pred = make_prediction(binary=True) _test_precision_recall_curve(y_true, probas_pred) # 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, probas_pred) 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) assert_array_almost_equal(p, np.array([0.5, 0.33333333, 0.5, 1., 1.])) assert_array_almost_equal(r, np.array([1., 0.5, 0.5, 0.5, 0.])) assert_array_almost_equal(t, np.array([1, 2, 3, 4])) assert p.size == r.size assert p.size == t.size + 1 def _test_precision_recall_curve(y_true, probas_pred): # Test Precision-Recall and aread under PR curve p, r, thresholds = precision_recall_curve(y_true, probas_pred) precision_recall_auc = _average_precision_slow(y_true, probas_pred) assert_array_almost_equal(precision_recall_auc, 0.859, 3) assert_array_almost_equal(precision_recall_auc, average_precision_score(y_true, probas_pred)) # `_average_precision` is not very precise in case of 0.5 ties: be tolerant assert_almost_equal(_average_precision(y_true, probas_pred), 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(probas_pred)) assert p.size == r.size assert p.size == thresholds.size + 1 def test_precision_recall_curve_errors(): # Contains non-binary labels with pytest.raises(ValueError): precision_recall_curve([0, 1, 2], [[0.0], [1.0], [1.0]]) def test_precision_recall_curve_toydata(): with np.errstate(all="raise"): # Binary classification y_true = [0, 1] y_score = [0, 1] p, r, _ = precision_recall_curve(y_true, y_score) auc_prc = average_precision_score(y_true, y_score) assert_array_almost_equal(p, [1, 1]) assert_array_almost_equal(r, [1, 0]) assert_almost_equal(auc_prc, 1.) y_true = [0, 1] y_score = [1, 0] p, r, _ = precision_recall_curve(y_true, y_score) auc_prc = average_precision_score(y_true, y_score) assert_array_almost_equal(p, [0.5, 0., 1.]) assert_array_almost_equal(r, [1., 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) auc_prc = average_precision_score(y_true, y_score) assert_array_almost_equal(p, [0.5, 1]) assert_array_almost_equal(r, [1., 0]) assert_almost_equal(auc_prc, .5) y_true = [1, 0] y_score = [1, 0] p, r, _ = precision_recall_curve(y_true, y_score) auc_prc = average_precision_score(y_true, y_score) assert_array_almost_equal(p, [1, 1]) assert_array_almost_equal(r, [1, 0]) assert_almost_equal(auc_prc, 1.) y_true = [1, 0] y_score = [0.5, 0.5] p, r, _ = precision_recall_curve(y_true, y_score) auc_prc = average_precision_score(y_true, y_score) assert_array_almost_equal(p, [0.5, 1]) assert_array_almost_equal(r, [1, 0.]) assert_almost_equal(auc_prc, .5) y_true = [0, 0] y_score = [0.25, 0.75] with pytest.raises(Exception): precision_recall_curve(y_true, y_score) with pytest.raises(Exception): average_precision_score(y_true, y_score) y_true = [1, 1] y_score = [0.25, 0.75] p, r, _ = precision_recall_curve(y_true, y_score) assert_almost_equal(average_precision_score(y_true, y_score), 1.) assert_array_almost_equal(p, [1., 1., 1.]) assert_array_almost_equal(r, [1, 0.5, 0.]) # Multi-label classification task y_true = np.array([[0, 1], [0, 1]]) y_score = np.array([[0, 1], [0, 1]]) with pytest.raises(Exception): average_precision_score(y_true, y_score, average="macro") with pytest.raises(Exception): average_precision_score(y_true, y_score, average="weighted") assert_almost_equal(average_precision_score(y_true, y_score, average="samples"), 1.) assert_almost_equal(average_precision_score(y_true, y_score, average="micro"), 1.) y_true = np.array([[0, 1], [0, 1]]) y_score = np.array([[0, 1], [1, 0]]) with pytest.raises(Exception): average_precision_score(y_true, y_score, average="macro") with pytest.raises(Exception): average_precision_score(y_true, y_score, average="weighted") assert_almost_equal(average_precision_score(y_true, y_score, average="samples"), 0.75) assert_almost_equal(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([[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]]) assert_almost_equal(average_precision_score(y_true, y_score, average="weighted"), 1) 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) == .25 def test_average_precision_score_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]) error_message = ("pos_label=2 is invalid. Set it to a label in y_true.") with pytest.raises(ValueError, match=error_message): average_precision_score(y_true, y_pred, pos_label=2) # 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]]) error_message = ("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=error_message): average_precision_score(y_true, y_pred, pos_label=0) 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, _, probas_pred = make_prediction(binary=True) roc_auc = roc_auc_score(y_true, probas_pred) roc_auc_scaled_up = roc_auc_score(y_true, 100 * probas_pred) roc_auc_scaled_down = roc_auc_score(y_true, 1e-6 * probas_pred) roc_auc_shifted = roc_auc_score(y_true, probas_pred - 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, probas_pred) pr_auc_scaled_up = average_precision_score(y_true, 100 * probas_pred) pr_auc_scaled_down = average_precision_score(y_true, 1e-6 * probas_pred) pr_auc_shifted = average_precision_score(y_true, probas_pred - 10) assert pr_auc == pr_auc_scaled_up assert pr_auc == pr_auc_scaled_down assert pr_auc == pr_auc_shifted 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. assert lrap_score(y_true, y_score_ties) == 1. # Only relevant labels y_true = np.ones((1, n_labels)) assert lrap_score(y_true, y_score) == 1. assert lrap_score(y_true, y_score_ties) == 1. # Degenerate case: only one label assert_almost_equal(lrap_score([[1], [0], [1], [0]], [[0.5], [0.5], [0.5], [0.5]]), 1.) 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. 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) @pytest.mark.parametrize( 'check', (check_lrap_toy, check_lrap_without_tie_and_increasing_score, check_lrap_only_ties, check_zero_or_all_relevant_labels)) @pytest.mark.parametrize( 'func', (label_ranking_average_precision_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) @pytest.mark.parametrize('n_samples', (1, 2, 8, 20)) @pytest.mark.parametrize('n_classes', (2, 5, 10)) @pytest.mark.parametrize('random_state', range(1)) 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=np.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 trival case assert_almost_equal(coverage_error([[0, 1, 0], [1, 1, 0]], [[0.1, 10., -3], [0, 1, 3]]), (1 + 3) / 2.) 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.) 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.) 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_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 trival case assert_almost_equal(label_ranking_loss([[0, 1, 0], [1, 1, 0]], [[0.1, 10., -3], [0, 1, 3]]), (0 + 2 / 2) / 2.) 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.) 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.) # Sparse csr matrices assert_almost_equal(label_ranking_loss( csr_matrix(np.array([[0, 1, 0], [1, 1, 0]])), [[0.1, 10, -3], [3, 1, 3]]), (0 + 2 / 2) / 2.) 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_invariant(): y_true = np.arange(70).reshape(7, 10) y_score = y_true + np.random.RandomState(0).uniform( -.2, .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.) y_score += 1000 assert ndcg_score(y_true, y_score) == pytest.approx(1.) @pytest.mark.parametrize('ignore_ties', [True, False]) 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( -.2, .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.) 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))