"""
.. module:: CMetricAUCWMW
:synopsis: Performance Metric: Area Under (ROC) Curve using Wilcoxon-Mann-Whitney statistic
.. moduleauthor:: Marco Melis <marco.melis@unica.it>
"""
from secml.array import CArray
from secml.ml.peval.metrics import CMetric
[docs]class CMetricAUCWMW(CMetric):
"""Performance evaluation metric: Area Under (ROC) Curve with Wilcoxon-Mann-Whitney statistic.
The metric uses:
- y_true (true ground labels)
- score (estimated target values)
Attributes
----------
class_type : 'auc-wmw'
Notes
-----
This implementation is restricted to the binary classification task.
Examples
--------
>>> from secml.ml.peval.metrics import CMetricAUCWMW
>>> from secml.array import CArray
>>> peval = CMetricAUCWMW()
>>> print(peval.performance_score(CArray([0, 1, 0, 0]), score=CArray([0, 0, 0, 0])))
0.5
"""
__class_type = 'auc-wmw'
best_value = 1.0
def _performance_score(self, y_true, score):
"""Computes the Area Under the ROC Curve (AUC) using the Wilcoxon-Mann-Whitney statistic.
Parameters
----------
y_true : CArray
Flat array with true binary labels in range {0, 1}.
score : CArray
Flat array with target scores for each pattern, can either be
probability estimates of the positive class or confidence values.
Returns
-------
metric : float
Returns metric value as float.
Notes
-----
This implementation is restricted to the binary classification task
with labels in range {0, 1}.
"""
if CArray(CArray(y_true != 0).logical_and(y_true != 1)).any():
raise ValueError("input labels should be binary in 0/1 interval.")
idxp = y_true.find(y_true == 1)
idxn = y_true.find(y_true == 0)
auc = 0.0
for i in idxp:
for j in idxn:
if score[i] > score[j]:
auc += 1.0
elif score[i] == score[j]:
auc += 0.5
return auc / (len(idxp) * len(idxn))