Examples of org.apache.mahout.classifier.evaluation.Auc

Package org.apache.mahout.classifier.evaluation

Examples of org.apache.mahout.classifier.evaluation.Auc

org.apache.mahout.classifier.evaluation.Auc
Computes AUC and a few other accuracy statistics without storing huge amounts of data. This is done by keeping uniform samples of the positive and negative scores. Then, when AUC is to be computed, the remaining scores are sorted and a rank-sum statistic is used to compute the AUC. Since AUC is invariant with respect to down-sampling of either positives or negatives, this is close to correct and is exactly correct if maxBufferSize or fewer positive and negative scores are examined.

      for (int pass = 0; pass < 20; pass++) {
        for (TelephoneCall observation : train) {
          lr.train(observation.getTarget(), observation.asVector());
        }
        if (pass % 5 == 0) {
          Auc eval = new Auc(0.5);
          for (TelephoneCall testCall : test) {
            eval.add(testCall.getTarget(), lr.classifyScalar(testCall.asVector()));
          }
          System.out.printf("%d, %.4f, %.4f\n", pass, lr.currentLearningRate(), eval.auc());
        }
      }


    }
  }

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 */
public class NonWeightedAUCCrossValLossFunction implements CrossValLossFunction<PredictionMap> {


    @Override
    public double getLoss(List<LabelPredictionWeight<PredictionMap>> labelPredictionWeights)  {
        Auc auc = new Auc();
        for (LabelPredictionWeight<PredictionMap> labelPredictionWeight : labelPredictionWeights) {
            int trueValue = (Double) labelPredictionWeight.getLabel() == 1.0 ? 1 : 0;
            PredictionMap classifierPrediction = labelPredictionWeight.getPrediction();
            double probabilityOfCorrectInstance = classifierPrediction.get(labelPredictionWeight.getLabel());
            double score = 0;
            score = (trueValue == 1) ? probabilityOfCorrectInstance: 1 - probabilityOfCorrectInstance;
            auc.add(trueValue, score);
        }
        return 1 - auc.auc();
    }

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        }
        crossValLoss.sortDataByProbability(aucDataList);
        ArrayList<WeightedAUCCrossValLossFunction.AUCPoint> aucPoints = crossValLoss.getAUCPointsFromData(aucDataList);
        double aucCrossValLoss = crossValLoss.getAUCLoss(aucPoints);


        Auc auc = new Auc();
        for(WeightedAUCCrossValLossFunction.AUCData aucData : aucDataList) {
            auc.add("test1".equals(aucData.getClassification()) ? 1 : 0, aucData.getProbability());
        }


        double mahoutAucLoss = 1.0 - auc.auc();
        //These aren't matching exactly, but the difference is minimal
        double acceptableDifference = 0.000000000001;
        Assert.assertTrue(Math.abs(mahoutAucLoss - aucCrossValLoss) < acceptableDifference);
    }

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