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...in/java/org/elasticsearch/client/ml/dataframe/evaluation/classification/AucRocMetric.java
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| /* | ||
| * Licensed to Elasticsearch under one or more contributor | ||
| * license agreements. See the NOTICE file distributed with | ||
| * this work for additional information regarding copyright | ||
| * ownership. Elasticsearch licenses this file to you 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. | ||
| */ | ||
| package org.elasticsearch.client.ml.dataframe.evaluation.classification; | ||
|
|
||
| import org.elasticsearch.client.ml.dataframe.evaluation.EvaluationMetric; | ||
| import org.elasticsearch.common.Nullable; | ||
| import org.elasticsearch.common.ParseField; | ||
| import org.elasticsearch.common.Strings; | ||
| import org.elasticsearch.common.xcontent.ConstructingObjectParser; | ||
| import org.elasticsearch.common.xcontent.ToXContent; | ||
| import org.elasticsearch.common.xcontent.ToXContentObject; | ||
| import org.elasticsearch.common.xcontent.XContentBuilder; | ||
| import org.elasticsearch.common.xcontent.XContentParser; | ||
|
|
||
| import java.io.IOException; | ||
| import java.util.Collections; | ||
| import java.util.List; | ||
| import java.util.Objects; | ||
|
|
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| import static org.elasticsearch.common.xcontent.ConstructingObjectParser.constructorArg; | ||
| import static org.elasticsearch.common.xcontent.ConstructingObjectParser.optionalConstructorArg; | ||
|
|
||
| /** | ||
| * Area under the curve (AUC) of the receiver operating characteristic (ROC). | ||
| * The ROC curve is a plot of the TPR (true positive rate) against | ||
| * the FPR (false positive rate) over a varying threshold. | ||
| */ | ||
| public class AucRocMetric implements EvaluationMetric { | ||
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| public static final String NAME = "auc_roc"; | ||
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| public static final ParseField CLASS_NAME = new ParseField("class_name"); | ||
| public static final ParseField INCLUDE_CURVE = new ParseField("include_curve"); | ||
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| @SuppressWarnings("unchecked") | ||
| public static final ConstructingObjectParser<AucRocMetric, Void> PARSER = | ||
| new ConstructingObjectParser<>(NAME, true, args -> new AucRocMetric((String) args[0], (Boolean) args[1])); | ||
|
|
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| static { | ||
| PARSER.declareString(constructorArg(), CLASS_NAME); | ||
| PARSER.declareBoolean(optionalConstructorArg(), INCLUDE_CURVE); | ||
| } | ||
|
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| public static AucRocMetric fromXContent(XContentParser parser) { | ||
| return PARSER.apply(parser, null); | ||
| } | ||
|
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| public static AucRocMetric forClass(String className) { | ||
| return new AucRocMetric(className, false); | ||
| } | ||
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| public static AucRocMetric forClassWithCurve(String className) { | ||
| return new AucRocMetric(className, true); | ||
| } | ||
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| private final String className; | ||
| private final Boolean includeCurve; | ||
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| public AucRocMetric(String className, Boolean includeCurve) { | ||
| this.className = Objects.requireNonNull(className); | ||
| this.includeCurve = includeCurve; | ||
| } | ||
|
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| @Override | ||
| public XContentBuilder toXContent(XContentBuilder builder, ToXContent.Params params) throws IOException { | ||
| builder.startObject(); | ||
| builder.field(CLASS_NAME.getPreferredName(), className); | ||
| if (includeCurve != null) { | ||
| builder.field(INCLUDE_CURVE.getPreferredName(), includeCurve); | ||
| } | ||
| builder.endObject(); | ||
| return builder; | ||
| } | ||
|
|
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| @Override | ||
| public String getName() { | ||
| return NAME; | ||
| } | ||
|
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| @Override | ||
| public boolean equals(Object o) { | ||
| if (this == o) return true; | ||
| if (o == null || getClass() != o.getClass()) return false; | ||
| AucRocMetric that = (AucRocMetric) o; | ||
| return Objects.equals(className, that.className) | ||
| && Objects.equals(includeCurve, that.includeCurve); | ||
| } | ||
|
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| @Override | ||
| public int hashCode() { | ||
| return Objects.hash(className, includeCurve); | ||
| } | ||
|
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| public static class Result implements EvaluationMetric.Result { | ||
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| public static Result fromXContent(XContentParser parser) { | ||
| return PARSER.apply(parser, null); | ||
| } | ||
|
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| private static final ParseField SCORE = new ParseField("score"); | ||
| private static final ParseField DOC_COUNT = new ParseField("doc_count"); | ||
| private static final ParseField CURVE = new ParseField("curve"); | ||
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| @SuppressWarnings("unchecked") | ||
| private static final ConstructingObjectParser<Result, Void> PARSER = | ||
| new ConstructingObjectParser<>( | ||
| "auc_roc_result", true, args -> new Result((double) args[0], (long) args[1], (List<AucRocPoint>) args[2])); | ||
|
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| static { | ||
| PARSER.declareDouble(constructorArg(), SCORE); | ||
| PARSER.declareLong(constructorArg(), DOC_COUNT); | ||
| PARSER.declareObjectArray(optionalConstructorArg(), (p, c) -> AucRocPoint.fromXContent(p), CURVE); | ||
| } | ||
|
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| private final double score; | ||
| private final long docCount; | ||
| private final List<AucRocPoint> curve; | ||
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| public Result(double score, long docCount, @Nullable List<AucRocPoint> curve) { | ||
| this.score = score; | ||
| this.docCount = docCount; | ||
| this.curve = curve; | ||
| } | ||
|
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| @Override | ||
| public String getMetricName() { | ||
| return NAME; | ||
| } | ||
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| public double getScore() { | ||
| return score; | ||
| } | ||
|
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| public long getDocCount() { | ||
| return docCount; | ||
| } | ||
|
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| public List<AucRocPoint> getCurve() { | ||
| return curve == null ? null : Collections.unmodifiableList(curve); | ||
| } | ||
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| @Override | ||
| public XContentBuilder toXContent(XContentBuilder builder, ToXContent.Params params) throws IOException { | ||
| builder.startObject(); | ||
| builder.field(SCORE.getPreferredName(), score); | ||
| builder.field(DOC_COUNT.getPreferredName(), docCount); | ||
| if (curve != null && curve.isEmpty() == false) { | ||
| builder.field(CURVE.getPreferredName(), curve); | ||
| } | ||
| builder.endObject(); | ||
| return builder; | ||
| } | ||
|
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| @Override | ||
| public boolean equals(Object o) { | ||
| if (this == o) return true; | ||
| if (o == null || getClass() != o.getClass()) return false; | ||
| Result that = (Result) o; | ||
| return score == that.score | ||
| && docCount == that.docCount | ||
| && Objects.equals(curve, that.curve); | ||
| } | ||
|
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| @Override | ||
| public int hashCode() { | ||
| return Objects.hash(score, docCount, curve); | ||
| } | ||
|
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| @Override | ||
| public String toString() { | ||
| return Strings.toString(this); | ||
| } | ||
| } | ||
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| public static final class AucRocPoint implements ToXContentObject { | ||
|
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| public static AucRocPoint fromXContent(XContentParser parser) { | ||
| return PARSER.apply(parser, null); | ||
| } | ||
|
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| private static final ParseField TPR = new ParseField("tpr"); | ||
| private static final ParseField FPR = new ParseField("fpr"); | ||
| private static final ParseField THRESHOLD = new ParseField("threshold"); | ||
|
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| @SuppressWarnings("unchecked") | ||
| private static final ConstructingObjectParser<AucRocPoint, Void> PARSER = | ||
| new ConstructingObjectParser<>( | ||
| "auc_roc_point", | ||
| true, | ||
| args -> new AucRocPoint((double) args[0], (double) args[1], (double) args[2])); | ||
|
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| static { | ||
| PARSER.declareDouble(constructorArg(), TPR); | ||
| PARSER.declareDouble(constructorArg(), FPR); | ||
| PARSER.declareDouble(constructorArg(), THRESHOLD); | ||
| } | ||
|
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| private final double tpr; | ||
| private final double fpr; | ||
| private final double threshold; | ||
|
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| public AucRocPoint(double tpr, double fpr, double threshold) { | ||
| this.tpr = tpr; | ||
| this.fpr = fpr; | ||
| this.threshold = threshold; | ||
| } | ||
|
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| public double getTruePositiveRate() { | ||
| return tpr; | ||
| } | ||
|
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| public double getFalsePositiveRate() { | ||
| return fpr; | ||
| } | ||
|
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| public double getThreshold() { | ||
| return threshold; | ||
| } | ||
|
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| @Override | ||
| public XContentBuilder toXContent(XContentBuilder builder, Params params) throws IOException { | ||
| return builder | ||
| .startObject() | ||
| .field(TPR.getPreferredName(), tpr) | ||
| .field(FPR.getPreferredName(), fpr) | ||
| .field(THRESHOLD.getPreferredName(), threshold) | ||
| .endObject(); | ||
| } | ||
|
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| @Override | ||
| public boolean equals(Object o) { | ||
| if (this == o) return true; | ||
| if (o == null || getClass() != o.getClass()) return false; | ||
| AucRocPoint that = (AucRocPoint) o; | ||
| return tpr == that.tpr && fpr == that.fpr && threshold == that.threshold; | ||
| } | ||
|
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| @Override | ||
| public int hashCode() { | ||
| return Objects.hash(tpr, fpr, threshold); | ||
| } | ||
|
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| @Override | ||
| public String toString() { | ||
| return Strings.toString(this); | ||
| } | ||
| } | ||
| } |
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