double auc(const dvec_t& dec_values, const ivec_t& ty){
double roc = 0;
size_t size = dec_values.size();
size_t i;
std::vector<size_t> indices(size);
for(i = 0; i < size; ++i) indices[i] = i;
std::sort(indices.begin(), indices.end(), Comp(&dec_values[0]));
int tp = 0,fp = 0;
for(i = 0; i < size; i++) {
if(ty[indices[i]] == 1) tp++;
else if(ty[indices[i]] == -1) {
roc += tp;
fp++;
}
}
if(tp == 0 || fp == 0)
{
fprintf(stderr, "warning: Too few postive true labels or negative true labels\n");
roc = 0;
}
else
roc = roc / tp / fp;
printf("AUC = %g\n", roc);
return roc;
}
double bac(const dvec_t& dec_values, const ivec_t& ty){
size_t size = dec_values.size();
size_t i;
int tp, fp, fn, tn;
double specificity, recall;
double bac;
tp = fp = fn = tn = 0;
for(i = 0; i < size; ++i)
if(dec_values[i] >= 0 && ty[i] == 1) ++tp;
else if(dec_values[i] >= 0 && ty[i] == -1) ++fp;
else if(dec_values[i] < 0 && ty[i] == 1) ++fn;
else ++tn;
if(tn + fp == 0){
fprintf(stderr, "warning: No negative true label.\n");
specificity = 0;
}else
specificity = tn / (double)(tn + fp);
if(tp + fn == 0){
fprintf(stderr, "warning: No positive true label.\n");
recall = 0;
}else
recall = tp / (double)(tp + fn);
bac = (specificity + recall) / 2;
printf("BAC = %g\n", bac);
return bac;
}
double gmean(const dvec_t& dec_values, const ivec_t& ty){
size_t size = dec_values.size();
size_t i;
int tp, fp, fn, tn;
double specificity, recall;
double gmean;
tp = fp = fn = tn = 0;
for(i = 0; i < size; ++i)
if(dec_values[i] >= 0 && ty[i] == 1) ++tp;
else if(dec_values[i] >= 0 && ty[i] == -1) ++fp;
else if(dec_values[i] < 0 && ty[i] == 1) ++fn;
else ++tn;
if(tn + fp == 0){
fprintf(stderr, "warning: No negative true label.\n");
specificity = 0;
}else
specificity = tn / (double)(tn + fp);
if(tp + fn == 0){
fprintf(stderr, "warning: No positive true label.\n");
recall = 0;
}else
recall = tp / (double)(tp + fn);
gmean = sqrt(specificity * recall);
printf("sensitivity = %g, specificity = %g, g-mean = %g\n", recall, specificity, gmean);
return gmean;
}
double bac(const dvec_t& dec_values, const ivec_t& ty){
size_t size = dec_values.size();
size_t i;
int tp, fp, fn, tn;
double specificity, recall;
double bac;
tp = fp = fn = tn = 0;
for(i = 0; i < size; ++i)
if(dec_values[i] >= 0 && ty[i] == 1) ++tp;
else if(dec_values[i] >= 0 && ty[i] == -1) ++fp;
else if(dec_values[i] < 0 && ty[i] == 1) ++fn;
else ++tn;
if(tn + fp == 0){
fprintf(stderr, "warning: No negative true label.\n");
specificity = 0;
}else
specificity = tn / (double)(tn + fp);
if(tp + fn == 0){
fprintf(stderr, "warning: No positive true label.\n");
recall = 0;
}else
recall = tp / (double)(tp + fn);
bac = (specificity + recall) / 2;
// Precision and recall
double pos_prec = ((double)tp/(double)(tp + fp));
double pos_rec = ((double)tp/(double)(tp + fn));
double pos_f1 = (2 * pos_prec * pos_rec) / (pos_prec + pos_rec);
double neg_prec = ((double)tn/(double)(tn + fn));
double neg_rec = ((double)tn/(double)(tn + fp));
double neg_f1 = (2 * neg_prec * neg_rec) / (neg_prec + neg_rec);
printf("Positive Male (+1) class:\n");
printf(" TP = %d\n", tp );
printf(" FN = %d\n", fn );
printf(" FP = %d\n", fp );
printf(" TN = %d\n", tn );
printf(" precision = %g\n", pos_prec );
printf(" recall = %g\n", pos_rec );
printf(" F1 value = %g\n\n", pos_f1 );
printf("Negative Female (-1) class:\n");
printf(" TP = %d\n", tn );
printf(" FN = %d\n", fp );
printf(" FP = %d\n", fn );
printf(" TN = %d\n", tp );
printf(" precision = %g\n", neg_prec );
printf(" recall = %g\n", neg_rec );
printf(" F1 value = %g\n\n", neg_f1 );
// printf("BAC = %g\n", bac);
return bac;
}
double precision(const dvec_t& dec_values, const ivec_t& ty){
size_t size = dec_values.size();
size_t i;
int tp, fp;
double precision;
tp = fp = 0;
for(i = 0; i < size; ++i) if(dec_values[i] >= 0){
if(ty[i] == 1) ++tp;
else ++fp;
}
if(tp + fp == 0){
fprintf(stderr, "warning: No postive predict label.\n");
precision = 0;
}else
precision = tp / (double) (tp + fp);
printf("Precision = %g%% (%d/%d)\n", 100.0 * precision, tp, tp + fp);
return precision;
}
double recall(const dvec_t& dec_values, const ivec_t& ty){
size_t size = dec_values.size();
size_t i;
int tp, fn; // true_positive and false_negative
double recall;
tp = fn = 0;
for(i = 0; i < size; ++i) if(ty[i] == 1){ // true label is 1
if(dec_values[i] >= 0) ++tp; // predict label is 1
else ++fn; // predict label is -1
}
if(tp + fn == 0){
fprintf(stderr, "warning: No postive true label.\n");
recall = 0;
}else
recall = tp / (double) (tp + fn);
// print result in case of invocation in prediction
printf("Recall = %g%% (%d/%d)\n", 100.0 * recall, tp, tp + fn);
return recall; // return the evaluation value
}
double fscore(const dvec_t& dec_values, const ivec_t& ty){
size_t size = dec_values.size();
size_t i;
int tp, fp, fn;
double precision, recall;
double fscore;
tp = fp = fn = 0;
for(i = 0; i < size; ++i)
if(dec_values[i] >= 0 && ty[i] == 1) ++tp;
else if(dec_values[i] >= 0 && ty[i] == -1) ++fp;
else if(dec_values[i] < 0 && ty[i] == 1) ++fn;
if(tp + fp == 0){
fprintf(stderr, "warning: No postive predict label.\n");
precision = 0;
}else
precision = tp / (double) (tp + fp);
if(tp + fn == 0){
fprintf(stderr, "warning: No postive true label.\n");
recall = 0;
}else
recall = tp / (double) (tp + fn);
if(precision + recall == 0){
fprintf(stderr, "warning: precision + recall = 0.\n");
fscore = 0;
}else
fscore = 2 * precision * recall / (precision + recall);
printf("F-score = %g\n", fscore);
return fscore;
}
