precision_recall_curve.py

# 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, Callable, List, Optional, Sequence, Tuple, Union

import torch
from torch import Tensor
from typing_extensions import Literal

from torchmetrics import Metric
from torchmetrics.functional.retrieval.precision_recall_curve import retrieval_precision_recall_curve
from torchmetrics.retrieval.base import _retrieval_aggregate
from torchmetrics.utilities.checks import _check_retrieval_inputs
from torchmetrics.utilities.data import _flexible_bincount, dim_zero_cat
from torchmetrics.utilities.imports import _MATPLOTLIB_AVAILABLE
from torchmetrics.utilities.plot import _AX_TYPE, _PLOT_OUT_TYPE, plot_curve

if not _MATPLOTLIB_AVAILABLE:
    __doctest_skip__ = ["RetrievalPrecisionRecallCurve.plot", "RetrievalRecallAtFixedPrecision.plot"]


def _retrieval_recall_at_fixed_precision(
    precision: Tensor,
    recall: Tensor,
    top_k: Tensor,
    min_precision: float,
) -> Tuple[Tensor, Tensor]:
    """Compute maximum recall with condition that corresponding precision >= `min_precision`.

    Args:
        top_k: tensor with all possible k
        precision: tensor with all values precisions@k for k from top_k tensor
        recall: tensor with all values recall@k for k from top_k tensor
        min_precision: float value specifying minimum precision threshold.

    Returns:
        Maximum recall value, corresponding it best k

    """
    try:
        max_recall, best_k = max((r, k) for p, r, k in zip(precision, recall, top_k) if p >= min_precision)

    except ValueError:
        max_recall = torch.tensor(0.0, device=recall.device, dtype=recall.dtype)
        best_k = torch.tensor(len(top_k))

    if max_recall == 0.0:
        best_k = torch.tensor(len(top_k), device=top_k.device, dtype=top_k.dtype)

    return max_recall, best_k


class RetrievalPrecisionRecallCurve(Metric):
    """Compute precision-recall pairs for different k (from 1 to `max_k`).

    In a ranked retrieval context, appropriate sets of retrieved documents are naturally given by the top k retrieved
    documents. Recall is the fraction of relevant documents retrieved among all the relevant documents. Precision is the
    fraction of relevant documents among all the retrieved documents. For each such set, precision and recall values
    can be plotted to give a recall-precision curve.

    As input to ``forward`` and ``update`` the metric accepts the following input:

    - ``preds`` (:class:`~torch.Tensor`): A float tensor of shape ``(N, ...)``
    - ``target`` (:class:`~torch.Tensor`): A long or bool tensor of shape ``(N, ...)``
    - ``indexes`` (:class:`~torch.Tensor`): A long tensor of shape ``(N, ...)`` which indicate to which query a
      prediction belongs

    As output to ``forward`` and ``compute`` the metric returns the following output:

    - ``precisions`` (:class:`~torch.Tensor`): A tensor with the fraction of relevant documents among all the
      retrieved documents.
    - ``recalls`` (:class:`~torch.Tensor`): A tensor with the fraction of relevant documents retrieved among all the
      relevant documents
    - ``top_k`` (:class:`~torch.Tensor`): A tensor with k from 1 to `max_k`

    All ``indexes``, ``preds`` and ``target`` must have the same dimension and will be flatten at the beginning,
    so that for example, a tensor of shape ``(N, M)`` is treated as ``(N * M, )``. Predictions will be first grouped by
    ``indexes`` and then will be computed as the mean of the metric over each query.

    Args:
        max_k: Calculate recall and precision for all possible top k from 1 to max_k
               (default: `None`, which considers all possible top k)
        adaptive_k: adjust `k` to `min(k, number of documents)` for each query
        empty_target_action:
            Specify what to do with queries that do not have at least a positive ``target``. Choose from:

            - ``'neg'``: those queries count as ``0.0`` (default)
            - ``'pos'``: those queries count as ``1.0``
            - ``'skip'``: skip those queries; if all queries are skipped, ``0.0`` is returned
            - ``'error'``: raise a ``ValueError``

        ignore_index:
            Ignore predictions where the target is equal to this number.
        aggregation:
            Specify how to aggregate over indexes. Can either a custom callable function that takes in a single tensor
            and returns a scalar value or one of the following strings:

            - ``'mean'``: average value is returned
            - ``'median'``: median value is returned
            - ``'max'``: max value is returned
            - ``'min'``: min value is returned

        kwargs:
            Additional keyword arguments, see :ref:`Metric kwargs` for more info.

    Raises:
        ValueError:
            If ``empty_target_action`` is not one of ``error``, ``skip``, ``neg`` or ``pos``.
        ValueError:
            If ``ignore_index`` is not `None` or an integer.
        ValueError:
            If ``max_k`` parameter is not `None` or not an integer larger than 0.

    Example:
        >>> from torch import tensor
        >>> from torchmetrics.retrieval import RetrievalPrecisionRecallCurve
        >>> indexes = tensor([0, 0, 0, 0, 1, 1, 1])
        >>> preds = tensor([0.4, 0.01, 0.5, 0.6, 0.2, 0.3, 0.5])
        >>> target = tensor([True, False, False, True, True, False, True])
        >>> r = RetrievalPrecisionRecallCurve(max_k=4)
        >>> precisions, recalls, top_k = r(preds, target, indexes=indexes)
        >>> precisions
        tensor([1.0000, 0.5000, 0.6667, 0.5000])
        >>> recalls
        tensor([0.5000, 0.5000, 1.0000, 1.0000])
        >>> top_k
        tensor([1, 2, 3, 4])

    """

    is_differentiable: bool = False
    higher_is_better: bool = True
    full_state_update: bool = False

    indexes: List[Tensor]
    preds: List[Tensor]
    target: List[Tensor]

    def __init__(
        self,
        max_k: Optional[int] = None,
        adaptive_k: bool = False,
        empty_target_action: str = "neg",
        ignore_index: Optional[int] = None,
        aggregation: Union[Literal["mean", "median", "min", "max"], Callable] = "mean",
        **kwargs: Any,
    ) -> None:
        super().__init__(**kwargs)
        self.allow_non_binary_target = False

        empty_target_action_options = ("error", "skip", "neg", "pos")
        if empty_target_action not in empty_target_action_options:
            raise ValueError(f"Argument `empty_target_action` received a wrong value `{empty_target_action}`.")

        self.empty_target_action = empty_target_action

        if ignore_index is not None and not isinstance(ignore_index, int):
            raise ValueError("Argument `ignore_index` must be an integer or None.")

        self.ignore_index = ignore_index

        if (max_k is not None) and not (isinstance(max_k, int) and max_k > 0):
            raise ValueError("`max_k` has to be a positive integer or None")
        self.max_k = max_k

        if not isinstance(adaptive_k, bool):
            raise ValueError("`adaptive_k` has to be a boolean")
        self.adaptive_k = adaptive_k

        if not (aggregation in ("mean", "median", "min", "max") or callable(aggregation)):
            raise ValueError(
                "Argument `aggregation` must be one of `mean`, `median`, `min`, `max` or a custom callable function"
                f"which takes tensor of values, but got {aggregation}."
            )
        self.aggregation = aggregation

        self.add_state("indexes", default=[], dist_reduce_fx=None)
        self.add_state("preds", default=[], dist_reduce_fx=None)
        self.add_state("target", default=[], dist_reduce_fx=None)

    def update(self, preds: Tensor, target: Tensor, indexes: Tensor) -> None:
        """Check shape, check and convert dtypes, flatten and add to accumulators."""
        if indexes is None:
            raise ValueError("Argument `indexes` cannot be None")

        indexes, preds, target = _check_retrieval_inputs(
            indexes, preds, target, allow_non_binary_target=self.allow_non_binary_target, ignore_index=self.ignore_index
        )

        self.indexes.append(indexes)
        self.preds.append(preds)
        self.target.append(target)

    def compute(self) -> Tuple[Tensor, Tensor, Tensor]:
        """Compute metric."""
        # concat all data
        indexes = dim_zero_cat(self.indexes)
        preds = dim_zero_cat(self.preds)
        target = dim_zero_cat(self.target)

        indexes, indices = torch.sort(indexes)
        preds = preds[indices]
        target = target[indices]

        split_sizes = _flexible_bincount(indexes).detach().cpu().tolist()

        # don't want to change self.max_k
        max_k = self.max_k
        if max_k is None:
            # set max_k as size of max group by size
            max_k = max(split_sizes)

        precisions, recalls = [], []

        for mini_preds, mini_target in zip(
            torch.split(preds, split_sizes, dim=0), torch.split(target, split_sizes, dim=0)
        ):
            if not mini_target.sum():
                if self.empty_target_action == "error":
                    raise ValueError("`compute` method was provided with a query with no positive target.")
                if self.empty_target_action == "pos":
                    recalls.append(torch.ones(max_k, device=preds.device))
                    precisions.append(torch.ones(max_k, device=preds.device))
                elif self.empty_target_action == "neg":
                    recalls.append(torch.zeros(max_k, device=preds.device))
                    precisions.append(torch.zeros(max_k, device=preds.device))
            else:
                precision, recall, _ = retrieval_precision_recall_curve(mini_preds, mini_target, max_k, self.adaptive_k)

                precisions.append(precision)
                recalls.append(recall)

        precision = (
            _retrieval_aggregate(torch.stack([x.to(preds) for x in precisions]), aggregation=self.aggregation, dim=0)
            if precisions
            else torch.zeros(max_k).to(preds)
        )
        recall = (
            _retrieval_aggregate(torch.stack([x.to(preds) for x in recalls]), aggregation=self.aggregation, dim=0)
            if recalls
            else torch.zeros(max_k).to(preds)
        )
        top_k = torch.arange(1, max_k + 1, device=preds.device)

        return precision, recall, top_k

    def plot(
        self,
        curve: Optional[Tuple[Tensor, Tensor, Tensor]] = None,
        ax: Optional[_AX_TYPE] = None,
    ) -> _PLOT_OUT_TYPE:
        """Plot a single or multiple values from the metric.

        Args:
            curve: the output of either `metric.compute` or `metric.forward`. 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

            >>> import torch
            >>> from torchmetrics.retrieval import RetrievalPrecisionRecallCurve
            >>> # Example plotting a single value
            >>> metric = RetrievalPrecisionRecallCurve()
            >>> metric.update(torch.rand(10,), torch.randint(2, (10,)), indexes=torch.randint(2,(10,)))
            >>> fig_, ax_ = metric.plot()

        """
        curve = curve or self.compute()
        return plot_curve(
            curve,
            ax=ax,
            label_names=("False positive rate", "True positive rate"),
            name=self.__class__.__name__,
        )


class RetrievalRecallAtFixedPrecision(RetrievalPrecisionRecallCurve):
    """Compute `IR Recall at fixed Precision`_.

    As input to ``forward`` and ``update`` the metric accepts the following input:

    - ``preds`` (:class:`~torch.Tensor`): A float tensor of shape ``(N, ...)``
    - ``target`` (:class:`~torch.Tensor`): A long or bool tensor of shape ``(N, ...)``
    - ``indexes`` (:class:`~torch.Tensor`): A long tensor of shape ``(N, ...)`` which indicate to which query a
      prediction belongs

    .. note:: All ``indexes``, ``preds`` and ``target`` must have the same dimension.

    .. note::
        Predictions will be first grouped by ``indexes`` and then `RetrievalRecallAtFixedPrecision`
        will be computed as the mean of the `RetrievalRecallAtFixedPrecision` over each query.

    As output to ``forward`` and ``compute`` the metric returns the following output:

    - ``max_recall`` (:class:`~torch.Tensor`): A tensor with the maximum recall value
      retrieved documents.
    - ``best_k`` (:class:`~torch.Tensor`): A tensor with the best k corresponding to the maximum recall value

    Args:
        min_precision: float value specifying minimum precision threshold.
        max_k: Calculate recall and precision for all possible top k from 1 to max_k
               (default: `None`, which considers all possible top k)
        adaptive_k: adjust `k` to `min(k, number of documents)` for each query
        empty_target_action:
            Specify what to do with queries that do not have at least a positive ``target``. Choose from:

            - ``'neg'``: those queries count as ``0.0`` (default)
            - ``'pos'``: those queries count as ``1.0``
            - ``'skip'``: skip those queries; if all queries are skipped, ``0.0`` is returned
            - ``'error'``: raise a ``ValueError``

        ignore_index:
            Ignore predictions where the target is equal to this number.
        kwargs:
            Additional keyword arguments, see :ref:`Metric kwargs` for more info.

    Raises:
        ValueError:
            If ``empty_target_action`` is not one of ``error``, ``skip``, ``neg`` or ``pos``.
        ValueError:
            If ``ignore_index`` is not `None` or an integer.
        ValueError:
            If ``min_precision`` parameter is not float or between 0 and 1.
        ValueError:
            If ``max_k`` parameter is not `None` or an integer larger than 0.

    Example:
        >>> from torch import tensor
        >>> from torchmetrics.retrieval import RetrievalRecallAtFixedPrecision
        >>> indexes = tensor([0, 0, 0, 0, 1, 1, 1])
        >>> preds = tensor([0.4, 0.01, 0.5, 0.6, 0.2, 0.3, 0.5])
        >>> target = tensor([True, False, False, True, True, False, True])
        >>> r = RetrievalRecallAtFixedPrecision(min_precision=0.8)
        >>> r(preds, target, indexes=indexes)
        (tensor(0.5000), tensor(1))

    """

    higher_is_better = True

    def __init__(
        self,
        min_precision: float = 0.0,
        max_k: Optional[int] = None,
        adaptive_k: bool = False,
        empty_target_action: str = "neg",
        ignore_index: Optional[int] = None,
        **kwargs: Any,
    ) -> None:
        super().__init__(
            max_k=max_k,
            adaptive_k=adaptive_k,
            empty_target_action=empty_target_action,
            ignore_index=ignore_index,
            **kwargs,
        )

        if not (isinstance(min_precision, float) and 0.0 <= min_precision <= 1.0):
            raise ValueError("`min_precision` has to be a positive float between 0 and 1")

        self.min_precision = min_precision

    def compute(self) -> Tuple[Tensor, Tensor]:  # type: ignore[override]
        """Compute metric."""
        precisions, recalls, top_k = super().compute()

        return _retrieval_recall_at_fixed_precision(precisions, recalls, top_k, self.min_precision)

    def plot(
        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

            >>> import torch
            >>> from torchmetrics.retrieval import RetrievalRecallAtFixedPrecision
            >>> # Example plotting a single value
            >>> metric = RetrievalRecallAtFixedPrecision(min_precision=0.5)
            >>> metric.update(torch.rand(10,), torch.randint(2, (10,)), indexes=torch.randint(2,(10,)))
            >>> fig_, ax_ = metric.plot()

        .. plot::
            :scale: 75

            >>> import torch
            >>> from torchmetrics.retrieval import RetrievalRecallAtFixedPrecision
            >>> # Example plotting multiple values
            >>> metric = RetrievalRecallAtFixedPrecision(min_precision=0.5)
            >>> values = []
            >>> for _ in range(10):
            ...     values.append(metric(torch.rand(10,), torch.randint(2, (10,)), indexes=torch.randint(2,(10,)))[0])
            >>> fig, ax = metric.plot(values)

        """
        val = val or self.compute()[0]
        return self._plot(val, ax)