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auroc.py
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# Copyright The Lightning team.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from typing import Any, List, Optional, Sequence, Union
from torch import Tensor
from typing_extensions import Literal
from torchmetrics.classification.base import _ClassificationTaskWrapper
from torchmetrics.classification.precision_recall_curve import (
BinaryPrecisionRecallCurve,
MulticlassPrecisionRecallCurve,
MultilabelPrecisionRecallCurve,
)
from torchmetrics.functional.classification.auroc import (
_binary_auroc_arg_validation,
_binary_auroc_compute,
_multiclass_auroc_arg_validation,
_multiclass_auroc_compute,
_multilabel_auroc_arg_validation,
_multilabel_auroc_compute,
)
from torchmetrics.metric import Metric
from torchmetrics.utilities.data import dim_zero_cat
from torchmetrics.utilities.enums import ClassificationTask
from torchmetrics.utilities.imports import _MATPLOTLIB_AVAILABLE
from torchmetrics.utilities.plot import _AX_TYPE, _PLOT_OUT_TYPE
if not _MATPLOTLIB_AVAILABLE:
__doctest_skip__ = ["BinaryAUROC.plot", "MulticlassAUROC.plot", "MultilabelAUROC.plot"]
class BinaryAUROC(BinaryPrecisionRecallCurve):
r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_) for binary tasks.
The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
corresponds to random guessing.
As input to ``forward`` and ``update`` the metric accepts the following input:
- ``preds`` (:class:`~torch.Tensor`): A float tensor of shape ``(N, ...)`` containing probabilities or logits for
each observation. If preds has values outside [0,1] range we consider the input to be logits and will auto apply
sigmoid per element.
- ``target`` (:class:`~torch.Tensor`): An int tensor of shape ``(N, ...)`` containing ground truth labels, and
therefore only contain {0,1} values (except if `ignore_index` is specified). The value 1 always encodes the
positive class.
As output to ``forward`` and ``compute`` the metric returns the following output:
- ``b_auroc`` (:class:`~torch.Tensor`): A single scalar with the auroc score.
Additional dimension ``...`` will be flattened into the batch dimension.
The implementation both supports calculating the metric in a non-binned but accurate version and a
binned version that is less accurate but more memory efficient. Setting the `thresholds` argument to `None` will
activate the non-binned version that uses memory of size :math:`\mathcal{O}(n_{samples})` whereas setting the
`thresholds` argument to either an integer, list or a 1d tensor will use a binned version that uses memory of
size :math:`\mathcal{O}(n_{thresholds})` (constant memory).
Args:
max_fpr: If not ``None``, calculates standardized partial AUC over the range ``[0, max_fpr]``.
thresholds:
Can be one of:
- If set to `None`, will use a non-binned approach where thresholds are dynamically calculated from
all the data. Most accurate but also most memory consuming approach.
- If set to an `int` (larger than 1), will use that number of thresholds linearly spaced from
0 to 1 as bins for the calculation.
- If set to an `list` of floats, will use the indicated thresholds in the list as bins for the calculation
- If set to an 1d `tensor` of floats, will use the indicated thresholds in the tensor as
bins for the calculation.
validate_args: bool indicating if input arguments and tensors should be validated for correctness.
Set to ``False`` for faster computations.
kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info.
Example:
>>> from torch import tensor
>>> from torchmetrics.classification import BinaryAUROC
>>> preds = tensor([0, 0.5, 0.7, 0.8])
>>> target = tensor([0, 1, 1, 0])
>>> metric = BinaryAUROC(thresholds=None)
>>> metric(preds, target)
tensor(0.5000)
>>> b_auroc = BinaryAUROC(thresholds=5)
>>> b_auroc(preds, target)
tensor(0.5000)
"""
is_differentiable: bool = False
higher_is_better: bool = True
full_state_update: bool = False
plot_lower_bound: float = 0.0
plot_upper_bound: float = 1.0
def __init__(
self,
max_fpr: Optional[float] = None,
thresholds: Optional[Union[int, List[float], Tensor]] = None,
ignore_index: Optional[int] = None,
validate_args: bool = True,
**kwargs: Any,
) -> None:
super().__init__(thresholds=thresholds, ignore_index=ignore_index, validate_args=False, **kwargs)
if validate_args:
_binary_auroc_arg_validation(max_fpr, thresholds, ignore_index)
self.max_fpr = max_fpr
def compute(self) -> Tensor: # type: ignore[override]
"""Compute metric."""
state = (dim_zero_cat(self.preds), dim_zero_cat(self.target)) if self.thresholds is None else self.confmat
return _binary_auroc_compute(state, self.thresholds, self.max_fpr)
def plot( # type: ignore[override]
self, val: Optional[Union[Tensor, Sequence[Tensor]]] = None, ax: Optional[_AX_TYPE] = None
) -> _PLOT_OUT_TYPE:
"""Plot a single or multiple values from the metric.
Args:
val: Either a single result from calling `metric.forward` or `metric.compute` or a list of these results.
If no value is provided, will automatically call `metric.compute` and plot that result.
ax: An matplotlib axis object. If provided will add plot to that axis
Returns:
Figure and Axes object
Raises:
ModuleNotFoundError:
If `matplotlib` is not installed
.. plot::
:scale: 75
>>> # Example plotting a single
>>> import torch
>>> from torchmetrics.classification import BinaryAUROC
>>> metric = BinaryAUROC()
>>> metric.update(torch.rand(20,), torch.randint(2, (20,)))
>>> fig_, ax_ = metric.plot()
.. plot::
:scale: 75
>>> # Example plotting multiple values
>>> import torch
>>> from torchmetrics.classification import BinaryAUROC
>>> metric = BinaryAUROC()
>>> values = [ ]
>>> for _ in range(10):
... values.append(metric(torch.rand(20,), torch.randint(2, (20,))))
>>> fig_, ax_ = metric.plot(values)
"""
return self._plot(val, ax)
class MulticlassAUROC(MulticlassPrecisionRecallCurve):
r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_) for multiclass tasks.
The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
corresponds to random guessing.
For multiclass the metric is calculated by iteratively treating each class as the positive class and all other
classes as the negative, which is refered to as the one-vs-rest approach. One-vs-one is currently not supported by
this metric. By default the reported metric is then the average over all classes, but this behavior can be changed
by setting the ``average`` argument.
As input to ``forward`` and ``update`` the metric accepts the following input:
- ``preds`` (:class:`~torch.Tensor`): A float tensor of shape ``(N, C, ...)`` containing probabilities or logits
for each observation. If preds has values outside [0,1] range we consider the input to be logits and will auto
apply softmax per sample.
- ``target`` (:class:`~torch.Tensor`): An int tensor of shape ``(N, ...)`` containing ground truth labels, and
therefore only contain values in the [0, n_classes-1] range (except if `ignore_index` is specified).
As output to ``forward`` and ``compute`` the metric returns the following output:
- ``mc_auroc`` (:class:`~torch.Tensor`): If `average=None|"none"` then a 1d tensor of shape (n_classes, ) will
be returned with auroc score per class. If `average="macro"|"weighted"` then a single scalar is returned.
Additional dimension ``...`` will be flattened into the batch dimension.
The implementation both supports calculating the metric in a non-binned but accurate version and a binned version
that is less accurate but more memory efficient. Setting the `thresholds` argument to `None` will activate the
non-binned version that uses memory of size :math:`\mathcal{O}(n_{samples})` whereas setting the `thresholds`
argument to either an integer, list or a 1d tensor will use a binned version that uses memory of
size :math:`\mathcal{O}(n_{thresholds} \times n_{classes})` (constant memory).
Args:
num_classes: Integer specifing the number of classes
average:
Defines the reduction that is applied over classes. Should be one of the following:
- ``macro``: Calculate score for each class and average them
- ``weighted``: calculates score for each class and computes weighted average using their support
- ``"none"`` or ``None``: calculates score for each class and applies no reduction
thresholds:
Can be one of:
- If set to `None`, will use a non-binned approach where thresholds are dynamically calculated from
all the data. Most accurate but also most memory consuming approach.
- If set to an `int` (larger than 1), will use that number of thresholds linearly spaced from
0 to 1 as bins for the calculation.
- If set to an `list` of floats, will use the indicated thresholds in the list as bins for the calculation
- If set to an 1d `tensor` of floats, will use the indicated thresholds in the tensor as
bins for the calculation.
validate_args: bool indicating if input arguments and tensors should be validated for correctness.
Set to ``False`` for faster computations.
kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info.
Example:
>>> from torch import tensor
>>> from torchmetrics.classification import MulticlassAUROC
>>> preds = tensor([[0.75, 0.05, 0.05, 0.05, 0.05],
... [0.05, 0.75, 0.05, 0.05, 0.05],
... [0.05, 0.05, 0.75, 0.05, 0.05],
... [0.05, 0.05, 0.05, 0.75, 0.05]])
>>> target = tensor([0, 1, 3, 2])
>>> metric = MulticlassAUROC(num_classes=5, average="macro", thresholds=None)
>>> metric(preds, target)
tensor(0.5333)
>>> mc_auroc = MulticlassAUROC(num_classes=5, average=None, thresholds=None)
>>> mc_auroc(preds, target)
tensor([1.0000, 1.0000, 0.3333, 0.3333, 0.0000])
>>> mc_auroc = MulticlassAUROC(num_classes=5, average="macro", thresholds=5)
>>> mc_auroc(preds, target)
tensor(0.5333)
>>> mc_auroc = MulticlassAUROC(num_classes=5, average=None, thresholds=5)
>>> mc_auroc(preds, target)
tensor([1.0000, 1.0000, 0.3333, 0.3333, 0.0000])
"""
is_differentiable: bool = False
higher_is_better: bool = True
full_state_update: bool = False
plot_lower_bound: float = 0.0
plot_upper_bound: float = 1.0
plot_legend_name: str = "Class"
def __init__(
self,
num_classes: int,
average: Optional[Literal["macro", "weighted", "none"]] = "macro",
thresholds: Optional[Union[int, List[float], Tensor]] = None,
ignore_index: Optional[int] = None,
validate_args: bool = True,
**kwargs: Any,
) -> None:
super().__init__(
num_classes=num_classes, thresholds=thresholds, ignore_index=ignore_index, validate_args=False, **kwargs
)
if validate_args:
_multiclass_auroc_arg_validation(num_classes, average, thresholds, ignore_index)
self.average = average
self.validate_args = validate_args
def compute(self) -> Tensor: # type: ignore[override]
"""Compute metric."""
state = (dim_zero_cat(self.preds), dim_zero_cat(self.target)) if self.thresholds is None else self.confmat
return _multiclass_auroc_compute(state, self.num_classes, self.average, self.thresholds)
def plot( # type: ignore[override]
self, val: Optional[Union[Tensor, Sequence[Tensor]]] = None, ax: Optional[_AX_TYPE] = None
) -> _PLOT_OUT_TYPE:
"""Plot a single or multiple values from the metric.
Args:
val: Either a single result from calling `metric.forward` or `metric.compute` or a list of these results.
If no value is provided, will automatically call `metric.compute` and plot that result.
ax: An matplotlib axis object. If provided will add plot to that axis
Returns:
Figure and Axes object
Raises:
ModuleNotFoundError:
If `matplotlib` is not installed
.. plot::
:scale: 75
>>> # Example plotting a single
>>> import torch
>>> from torchmetrics.classification import MulticlassAUROC
>>> metric = MulticlassAUROC(num_classes=3)
>>> metric.update(torch.randn(20, 3), torch.randint(3,(20,)))
>>> fig_, ax_ = metric.plot()
.. plot::
:scale: 75
>>> # Example plotting multiple values
>>> import torch
>>> from torchmetrics.classification import MulticlassAUROC
>>> metric = MulticlassAUROC(num_classes=3)
>>> values = [ ]
>>> for _ in range(10):
... values.append(metric(torch.randn(20, 3), torch.randint(3, (20,))))
>>> fig_, ax_ = metric.plot(values)
"""
return self._plot(val, ax)
class MultilabelAUROC(MultilabelPrecisionRecallCurve):
r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_) for multilabel tasks.
The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
corresponds to random guessing.
As input to ``forward`` and ``update`` the metric accepts the following input:
- ``preds`` (:class:`~torch.Tensor`): A float tensor of shape ``(N, C, ...)`` containing probabilities or logits
for each observation. If preds has values outside [0,1] range we consider the input to be logits and will auto
apply sigmoid per element.
- ``target`` (:class:`~torch.Tensor`): An int tensor of shape ``(N, C, ...)`` containing ground truth labels, and
therefore only contain {0,1} values (except if `ignore_index` is specified).
As output to ``forward`` and ``compute`` the metric returns the following output:
- ``ml_auroc`` (:class:`~torch.Tensor`): If `average=None|"none"` then a 1d tensor of shape (n_classes, ) will
be returned with auroc score per class. If `average="micro|macro"|"weighted"` then a single scalar is returned.
Additional dimension ``...`` will be flattened into the batch dimension.
The implementation both supports calculating the metric in a non-binned but accurate version and a binned version
that is less accurate but more memory efficient. Setting the `thresholds` argument to `None` will activate the
non-binned version that uses memory of size :math:`\mathcal{O}(n_{samples})` whereas setting the `thresholds`
argument to either an integer, list or a 1d tensor will use a binned version that uses memory of
size :math:`\mathcal{O}(n_{thresholds} \times n_{labels})` (constant memory).
Args:
num_labels: Integer specifing the number of labels
average:
Defines the reduction that is applied over labels. Should be one of the following:
- ``micro``: Sum score over all labels
- ``macro``: Calculate score for each label and average them
- ``weighted``: calculates score for each label and computes weighted average using their support
- ``"none"`` or ``None``: calculates score for each label and applies no reduction
thresholds:
Can be one of:
- If set to `None`, will use a non-binned approach where thresholds are dynamically calculated from
all the data. Most accurate but also most memory consuming approach.
- If set to an `int` (larger than 1), will use that number of thresholds linearly spaced from
0 to 1 as bins for the calculation.
- If set to an `list` of floats, will use the indicated thresholds in the list as bins for the calculation
- If set to an 1d `tensor` of floats, will use the indicated thresholds in the tensor as
bins for the calculation.
validate_args: bool indicating if input arguments and tensors should be validated for correctness.
Set to ``False`` for faster computations.
kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info.
Example:
>>> from torch import tensor
>>> from torchmetrics.classification import MultilabelAUROC
>>> preds = tensor([[0.75, 0.05, 0.35],
... [0.45, 0.75, 0.05],
... [0.05, 0.55, 0.75],
... [0.05, 0.65, 0.05]])
>>> target = tensor([[1, 0, 1],
... [0, 0, 0],
... [0, 1, 1],
... [1, 1, 1]])
>>> ml_auroc = MultilabelAUROC(num_labels=3, average="macro", thresholds=None)
>>> ml_auroc(preds, target)
tensor(0.6528)
>>> ml_auroc = MultilabelAUROC(num_labels=3, average=None, thresholds=None)
>>> ml_auroc(preds, target)
tensor([0.6250, 0.5000, 0.8333])
>>> ml_auroc = MultilabelAUROC(num_labels=3, average="macro", thresholds=5)
>>> ml_auroc(preds, target)
tensor(0.6528)
>>> ml_auroc = MultilabelAUROC(num_labels=3, average=None, thresholds=5)
>>> ml_auroc(preds, target)
tensor([0.6250, 0.5000, 0.8333])
"""
is_differentiable: bool = False
higher_is_better: bool = True
full_state_update: bool = False
plot_lower_bound: float = 0.0
plot_upper_bound: float = 1.0
plot_legend_name: str = "Label"
def __init__(
self,
num_labels: int,
average: Optional[Literal["micro", "macro", "weighted", "none"]] = "macro",
thresholds: Optional[Union[int, List[float], Tensor]] = None,
ignore_index: Optional[int] = None,
validate_args: bool = True,
**kwargs: Any,
) -> None:
super().__init__(
num_labels=num_labels, thresholds=thresholds, ignore_index=ignore_index, validate_args=False, **kwargs
)
if validate_args:
_multilabel_auroc_arg_validation(num_labels, average, thresholds, ignore_index)
self.average = average
self.validate_args = validate_args
def compute(self) -> Tensor: # type: ignore[override]
"""Compute metric."""
state = (dim_zero_cat(self.preds), dim_zero_cat(self.target)) if self.thresholds is None else self.confmat
return _multilabel_auroc_compute(state, self.num_labels, self.average, self.thresholds, self.ignore_index)
def plot( # type: ignore[override]
self, val: Optional[Union[Tensor, Sequence[Tensor]]] = None, ax: Optional[_AX_TYPE] = None
) -> _PLOT_OUT_TYPE:
"""Plot a single or multiple values from the metric.
Args:
val: Either a single result from calling `metric.forward` or `metric.compute` or a list of these results.
If no value is provided, will automatically call `metric.compute` and plot that result.
ax: An matplotlib axis object. If provided will add plot to that axis
Returns:
Figure and Axes object
Raises:
ModuleNotFoundError:
If `matplotlib` is not installed
.. plot::
:scale: 75
>>> # Example plotting a single
>>> import torch
>>> from torchmetrics.classification import MultilabelAUROC
>>> metric = MultilabelAUROC(num_labels=3)
>>> metric.update(torch.rand(20,3), torch.randint(2, (20,3)))
>>> fig_, ax_ = metric.plot()
.. plot::
:scale: 75
>>> # Example plotting multiple values
>>> import torch
>>> from torchmetrics.classification import MultilabelAUROC
>>> metric = MultilabelAUROC(num_labels=3)
>>> values = [ ]
>>> for _ in range(10):
... values.append(metric(torch.rand(20,3), torch.randint(2, (20,3))))
>>> fig_, ax_ = metric.plot(values)
"""
return self._plot(val, ax)
class AUROC(_ClassificationTaskWrapper):
r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_).
The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
corresponds to random guessing.
This module is a simple wrapper to get the task specific versions of this metric, which is done by setting the
``task`` argument to either ``'binary'``, ``'multiclass'`` or ``multilabel``. See the documentation of
:class:`~torchmetrics.classification.BinaryAUROC`, :class:`~torchmetrics.classification.MulticlassAUROC` and
:class:`~torchmetrics.classification.MultilabelAUROC` for the specific details of each argument influence and
examples.
Legacy Example:
>>> from torch import tensor
>>> preds = tensor([0.13, 0.26, 0.08, 0.19, 0.34])
>>> target = tensor([0, 0, 1, 1, 1])
>>> auroc = AUROC(task="binary")
>>> auroc(preds, target)
tensor(0.5000)
>>> preds = tensor([[0.90, 0.05, 0.05],
... [0.05, 0.90, 0.05],
... [0.05, 0.05, 0.90],
... [0.85, 0.05, 0.10],
... [0.10, 0.10, 0.80]])
>>> target = tensor([0, 1, 1, 2, 2])
>>> auroc = AUROC(task="multiclass", num_classes=3)
>>> auroc(preds, target)
tensor(0.7778)
"""
def __new__( # type: ignore[misc]
cls,
task: Literal["binary", "multiclass", "multilabel"],
thresholds: Optional[Union[int, List[float], Tensor]] = None,
num_classes: Optional[int] = None,
num_labels: Optional[int] = None,
average: Optional[Literal["macro", "weighted", "none"]] = "macro",
max_fpr: Optional[float] = None,
ignore_index: Optional[int] = None,
validate_args: bool = True,
**kwargs: Any,
) -> Metric:
"""Initialize task metric."""
task = ClassificationTask.from_str(task)
kwargs.update({"thresholds": thresholds, "ignore_index": ignore_index, "validate_args": validate_args})
if task == ClassificationTask.BINARY:
return BinaryAUROC(max_fpr, **kwargs)
if task == ClassificationTask.MULTICLASS:
if not isinstance(num_classes, int):
raise ValueError(f"`num_classes` is expected to be `int` but `{type(num_classes)} was passed.`")
return MulticlassAUROC(num_classes, average, **kwargs)
if task == ClassificationTask.MULTILABEL:
if not isinstance(num_labels, int):
raise ValueError(f"`num_labels` is expected to be `int` but `{type(num_labels)} was passed.`")
return MultilabelAUROC(num_labels, average, **kwargs)
raise ValueError(f"Task {task} not supported!")
def update(self, *args: Any, **kwargs: Any) -> None:
"""Update metric state."""
raise NotImplementedError(
f"{self.__class__.__name__} metric does not have a global `update` method. Use the task specific metric."
)
def compute(self) -> None:
"""Compute metric."""
raise NotImplementedError(
f"{self.__class__.__name__} metric does not have a global `compute` method. Use the task specific metric."
)