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Updating percent better than baseline computation #1809

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merged 3 commits into from Feb 11, 2021
Merged

Updating percent better than baseline computation #1809

merged 3 commits into from Feb 11, 2021

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freddyaboulton
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@freddyaboulton freddyaboulton commented Feb 9, 2021 •
edited

Pull Request Description

Fixes #1449

  • For objectives bounded strictly in the range [0, 1], the percent difference is the absolute difference (not normalized by the baseline)
  • For other objectives, division by 0 is now inf rather than nan

After creating the pull request: in order to pass the release_notes_updated check you will need to update the "Future Release" section of docs/source/release_notes.rst to include this pull request by adding :pr:123.

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codecov bot commented Feb 9, 2021 •
edited

Codecov Report

Merging #1809 (7ed3582) into main (5c35743) will increase coverage by 0.1%.
The diff coverage is 100.0%.

Impacted file tree graph

@@            Coverage Diff            @@
##             main    #1809     +/-   ##
=========================================
+ Coverage   100.0%   100.0%   +0.1%     
=========================================
  Files         252      252             
  Lines       20052    20117     +65     
=========================================
+ Hits        20044    20109     +65     
  Misses          8        8
Impacted Files Coverage Δ
evalml/objectives/cost_benefit_matrix.py 100.0% <100.0%> (ø)
evalml/objectives/fraud_cost.py 100.0% <100.0%> (ø)
evalml/objectives/lead_scoring.py 100.0% <100.0%> (ø)
evalml/objectives/objective_base.py 100.0% <100.0%> (ø)
evalml/objectives/standard_metrics.py 100.0% <100.0%> (ø)
evalml/tests/automl_tests/test_automl.py 100.0% <100.0%> (ø)
...lml/tests/objective_tests/test_standard_metrics.py 100.0% <100.0%> (ø)

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@freddyaboulton freddyaboulton marked this pull request as ready for review February 10, 2021 16:36
@freddyaboulton freddyaboulton added the enhancement An improvement to an existing feature. label Feb 10, 2021
bchen1116
bchen1116 approved these changes Feb 10, 2021
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LGTM!

evalml/objectives/cost_benefit_matrix.py Outdated
@@ -14,6 +14,8 @@ class CostBenefitMatrix(BinaryClassificationObjective):
greater_is_better = True
score_needs_proba = False
perfect_score = np.inf
# Range (-Inf, Inf)
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nit-pick but I thought this was an accidental comment rather than on purpose. Maybe we can move it to be next to is_bounded_like_percentage rather than being above?

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Wouldn't this go next to perfect_score?

evalml/objectives/lead_scoring.py Outdated
@@ -9,6 +9,8 @@ class LeadScoring(BinaryClassificationObjective):
greater_is_better = True
score_needs_proba = False
perfect_score = math.inf
# Range (-Inf, Inf)
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same comment

angela97lin
angela97lin reviewed Feb 11, 2021
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evalml/objectives/standard_metrics.py Outdated
@@ -243,6 +263,8 @@ class LogLossBinary(BinaryClassificationObjective):
greater_is_better = False
score_needs_proba = True
perfect_score = 0.0
# Range [0, Inf)
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Thank you for including these range comments. Super helpful 😁

angela97lin
angela97lin approved these changes Feb 11, 2021
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Nice work, LGTM! 🥳

Just out of curiosity, what did we decide for 'edge cases' such as the correlation matrix? I guess it's not really what we currently consider as an objective... but was wondering if we decided on anything :3

chukarsten
chukarsten approved these changes Feb 11, 2021
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Looks good to me.

evalml/objectives/cost_benefit_matrix.py Outdated
@@ -14,6 +14,8 @@ class CostBenefitMatrix(BinaryClassificationObjective):
greater_is_better = True
score_needs_proba = False
perfect_score = np.inf
# Range (-Inf, Inf)
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Wouldn't this go next to perfect_score?

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@angela97lin Correlation is just like MCC in the sense that it's bounded [-1, 1]. I think it's best to not treat like a percentage in that case. If baseline gets a negative score and our pipeline gets a positive score, then I'd want the percent better to be above 100% which isn't always the case if we treat it like a percentage.

@freddyaboulton freddyaboulton merged commit cb09781 into main Feb 11, 2021
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@freddyaboulton freddyaboulton deleted the 1449-percent-better-improvements branch February 11, 2021 19:31
@chukarsten chukarsten mentioned this pull request Feb 23, 2021
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@dsherry dsherry mentioned this pull request Mar 10, 2021
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@angela97lin angela97lin angela97lin approved these changes

@bchen1116 bchen1116 bchen1116 approved these changes

@chukarsten chukarsten chukarsten approved these changes

@dsherry dsherry

@jeremyliweishih jeremyliweishih

@ParthivNaresh ParthivNaresh

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For some objectives where baseline was 0, "pct better than baseline" is nan
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@freddyaboulton @angela97lin @bchen1116 @chukarsten