package de.lmu.ifi.dbs.elki.evaluation.outlier; /* This file is part of ELKI: Environment for Developing KDD-Applications Supported by Index-Structures Copyright (C) 2015 Ludwig-Maximilians-Universität München Lehr- und Forschungseinheit für Datenbanksysteme ELKI Development Team This program is free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. You should have received a copy of the GNU Affero General Public License along with this program. If not, see . */ import java.util.List; import java.util.regex.Pattern; import de.lmu.ifi.dbs.elki.database.Database; import de.lmu.ifi.dbs.elki.database.ids.DBIDIter; import de.lmu.ifi.dbs.elki.database.ids.DBIDUtil; import de.lmu.ifi.dbs.elki.database.ids.DBIDs; import de.lmu.ifi.dbs.elki.database.ids.SetDBIDs; import de.lmu.ifi.dbs.elki.database.relation.DoubleRelation; import de.lmu.ifi.dbs.elki.evaluation.Evaluator; import de.lmu.ifi.dbs.elki.logging.Logging; import de.lmu.ifi.dbs.elki.math.geometry.XYCurve; import de.lmu.ifi.dbs.elki.result.OrderingResult; import de.lmu.ifi.dbs.elki.result.Result; import de.lmu.ifi.dbs.elki.result.ResultHierarchy; import de.lmu.ifi.dbs.elki.result.ResultUtil; import de.lmu.ifi.dbs.elki.result.outlier.OutlierResult; import de.lmu.ifi.dbs.elki.result.textwriter.TextWriterStream; import de.lmu.ifi.dbs.elki.utilities.DatabaseUtil; import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; import de.lmu.ifi.dbs.elki.utilities.optionhandling.OptionID; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameterization.Parameterization; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.PatternParameter; /** * Compute a curve containing the precision values for an outlier detection * method. * * @author Erich Schubert * @since 0.5.0 * * @apiviz.has PRCurve */ public class OutlierPrecisionRecallCurve implements Evaluator { /** * The logger. */ private static final Logging LOG = Logging.getLogger(OutlierPrecisionRecallCurve.class); /** * Stores the "positive" class. */ private Pattern positiveClassName; /** * Constructor. * * @param positiveClassName Pattern to recognize outliers */ public OutlierPrecisionRecallCurve(Pattern positiveClassName) { super(); this.positiveClassName = positiveClassName; } @Override public void processNewResult(ResultHierarchy hier, Result result) { Database db = ResultUtil.findDatabase(hier); // Prepare SetDBIDs positiveids = DBIDUtil.ensureSet(DatabaseUtil.getObjectsByLabelMatch(db, positiveClassName)); if (positiveids.size() == 0) { LOG.warning("Computing a P/R curve failed - no objects matched."); return; } List oresults = ResultUtil.getOutlierResults(result); List orderings = ResultUtil.getOrderingResults(result); // Outlier results are the main use case. for (OutlierResult o : oresults) { DBIDs sorted = o.getOrdering().order(o.getOrdering().getDBIDs()); XYCurve curve = computePrecisionResult(o.getScores().size(), positiveids, sorted.iter(), o.getScores()); db.getHierarchy().add(o, curve); // Process them only once. orderings.remove(o.getOrdering()); } // FIXME: find appropriate place to add the derived result // otherwise apply an ordering to the database IDs. for (OrderingResult or : orderings) { DBIDs sorted = or.order(or.getDBIDs()); XYCurve curve = computePrecisionResult(or.getDBIDs().size(), positiveids, sorted.iter(), null); db.getHierarchy().add(or, curve); } } private XYCurve computePrecisionResult(int size, SetDBIDs ids, DBIDIter iter, DoubleRelation scores) { final int postot = ids.size(); int poscnt = 0, total = 0; XYCurve curve = new PRCurve(postot + 2, postot); double prevscore = Double.NaN; for (; iter.valid(); iter.advance()) { // Previous precision rate - y axis final double curprec = ((double) poscnt) / total; // Previous recall rate - x axis final double curreca = ((double) poscnt) / postot; // Analyze next point // positive or negative match? if (ids.contains(iter)) { poscnt += 1; } total += 1; // First iteration ends here if (total == 1) { continue; } // defer calculation for ties if (scores != null) { double curscore = scores.doubleValue(iter); if (Double.compare(prevscore, curscore) == 0) { continue; } prevscore = curscore; } // Add a new point (for the previous entry - because of tie handling!) curve.addAndSimplify(curreca, curprec); } // End curve - always at all positives found. curve.addAndSimplify(1.0, postot / total); return curve; } /** * P/R Curve * * @author Erich Schubert */ public static class PRCurve extends XYCurve { /** * AUC value for PR curve */ public static final String PRAUC_LABEL = "PR-AUC"; /** * Area under curve */ double auc = Double.NaN; /** * Number of positive observations */ int positive; /** * Constructor. * * @param size Size estimation * @param positive Number of positive elements (for AUC correction) */ public PRCurve(int size, int positive) { super("Recall", "Precision", size); this.positive = positive; } @Override public String getLongName() { return "Precision-Recall-Curve"; } @Override public String getShortName() { return "pr-curve"; } /** * Get AUC value * * @return AUC value */ public double getAUC() { if (Double.isNaN(auc)) { double max = 1 - 1. / positive; auc = areaUnderCurve(this) / max; } return auc; } @Override public void writeToText(TextWriterStream out, String label) { out.commentPrintLn(PRAUC_LABEL + ": " + getAUC()); out.flush(); super.writeToText(out, label); } } /** * Parameterization class. * * @author Erich Schubert * * @apiviz.exclude */ public static class Parameterizer extends AbstractParameterizer { /** * The pattern to identify positive classes. * *

* Key: {@code -precision.positive} *

*/ public static final OptionID POSITIVE_CLASS_NAME_ID = new OptionID("precision.positive", "Class label for the 'positive' class."); protected Pattern positiveClassName = null; @Override protected void makeOptions(Parameterization config) { super.makeOptions(config); PatternParameter positiveClassNameP = new PatternParameter(POSITIVE_CLASS_NAME_ID); if (config.grab(positiveClassNameP)) { positiveClassName = positiveClassNameP.getValue(); } } @Override protected OutlierPrecisionRecallCurve makeInstance() { return new OutlierPrecisionRecallCurve(positiveClassName); } } }