module Lib module Util def self.compute_variance( old_variance, n, new_mean, old_mean, new_value ) # use revursiv formular for computing the variance # ( see Tysiak, Folgen: explizit und rekursiv, ISSN: 0025-5866 # http://www.frl.de/tysiakpapers/07_TY_Papers.pdf ) return (n>1 ? old_variance * (n-2)/(n-1) : 0) + (new_mean - old_mean)**2 + (n>1 ? (new_value - new_mean)**2/(n-1) : 0 ) end end class Predictions def identifier(instance_index) return instance_index.to_s end def initialize( predicted_values, actual_values, confidence_values, feature_type, class_domain=nil ) @predicted_values = predicted_values @actual_values = actual_values @confidence_values = confidence_values @feature_type = feature_type @class_domain = class_domain @num_classes = 1 #puts "predicted: "+predicted_values.inspect #puts "actual: "+actual_values.inspect #puts "confidence: "+confidence_values.inspect raise "unknown feature_type: "+@feature_type.to_s unless @feature_type=="classification" || @feature_type=="regression" raise "no predictions" if @predicted_values.size == 0 num_info = "predicted:"+@predicted_values.size.to_s+ " confidence:"+@confidence_values.size.to_s+" actual:"+@actual_values.size.to_s raise "illegal num actual values "+num_info if @actual_values.size != @predicted_values.size raise "illegal num confidence values "+num_info if @confidence_values.size != @predicted_values.size @confidence_values.each{ |c| raise "illegal confidence value: '"+c.to_s+"'" unless c==nil or (c.is_a?(Numeric) and c>=0 and c<=1) } ## check if there is more than one different conf value ## DEPRECATED? not sure anymore what this was about, ## I am pretty sure this was for r-plot of roc curves ## roc curvers are now plotted manually #conf_val_tmp = {} #@confidence_values.each{ |c| conf_val_tmp[c] = nil } #if conf_val_tmp.keys.size<2 # LOGGER.warn("prediction w/o confidence values"); # @confidence_values=nil #end case @feature_type when "classification" raise "class_domain missing while performing classification" unless @class_domain @num_classes = @class_domain.size raise "num classes < 2" if @num_classes<2 { "predicted"=>@predicted_values, "actual"=>@actual_values }.each do |s,values| values.each{ |v| raise "illegal "+s+" classification-value ("+v.to_s+"),"+ "has to be either nil or index of predicted-values" if v!=nil and (!v.is_a?(Numeric) or v<0 or v>@num_classes)} end when "regresssion" raise "class_domain != nil while performing regression" if @class_domain { "predicted"=>@predicted_values, "actual"=>@actual_values }.each do |s,values| values.each{ |v| raise "illegal "+s+" regression-value ("+v.to_s+"),"+ "has to be either nil or number" unless v==nil or v.is_a?(Numeric)} end end init_stats() (0..@predicted_values.size-1).each do |i| update_stats( @predicted_values[i], @actual_values[i], (@confidence_values!=nil)?@confidence_values[i]:nil ) end end def init_stats @num_no_actual_value = 0 @num_with_actual_value = 0 @num_predicted = 0 @num_unpredicted = 0 case @feature_type when "classification" @confusion_matrix = [] @class_domain.each do |v| @confusion_matrix.push( Array.new( @num_classes, 0 ) ) end @num_correct = 0 @num_incorrect = 0 when "regression" @sum_error = 0 @sum_abs_error = 0 @sum_squared_error = 0 @prediction_mean = 0 @actual_mean = 0 @variance_predicted = 0 @variance_actual = 0 @sum_actual = 0 @sum_predicted = 0 @sum_multiply = 0 @sum_squares_actual = 0 @sum_squares_predicted = 0 end end def update_stats( predicted_value, actual_value, confidence_value ) if actual_value==nil @num_no_actual_value += 1 else @num_with_actual_value += 1 if predicted_value==nil @num_unpredicted += 1 else @num_predicted += 1 case @feature_type when "classification" @confusion_matrix[actual_value][predicted_value] += 1 if (predicted_value == actual_value) @num_correct += 1 else @num_incorrect += 1 end when "regression" delta = predicted_value - actual_value @sum_error += delta @sum_abs_error += delta.abs @sum_squared_error += delta**2 old_prediction_mean = @prediction_mean @prediction_mean = (@prediction_mean * (@num_predicted-1) + predicted_value) / @num_predicted.to_f old_actual_mean = @actual_mean @actual_mean = (@actual_mean * (@num_predicted-1) + actual_value) / @num_predicted.to_f @variance_predicted = Util.compute_variance( @variance_predicted, @num_predicted, @prediction_mean, old_prediction_mean, predicted_value ) @variance_actual = Util.compute_variance( @variance_actual, @num_predicted, @actual_mean, old_actual_mean, actual_value ) @sum_actual += actual_value @sum_predicted += predicted_value @sum_multiply += (actual_value*predicted_value) @sum_squares_actual += actual_value**2 @sum_squares_predicted += predicted_value**2 end end end end def percent_correct raise "no classification" unless @feature_type=="classification" return 0 if @num_with_actual_value==0 return 100 * @num_correct / (@num_with_actual_value - @num_unpredicted).to_f end def percent_incorrect raise "no classification" unless @feature_type=="classification" return 0 if @num_with_actual_value==0 return 100 * @num_incorrect / (@num_with_actual_value - @num_unpredicted).to_f end def accuracy return percent_correct / 100.0 end def weighted_accuracy raise "no classification" unless @feature_type=="classification" total = 0 correct = 0 (0..@predicted_values.size-1).each do |i| if @predicted_values[i]!=nil total += @confidence_values[i] correct += @confidence_values[i] if @actual_values[i]==@predicted_values[i] end end if total==0 || correct == 0 return 0 else return correct / total end end def percent_unpredicted return 0 if @num_with_actual_value==0 return 100 * @num_unpredicted / @num_with_actual_value.to_f end def num_unpredicted @num_unpredicted end def percent_without_class return 0 if @predicted_values==0 return 100 * @num_no_actual_value / @predicted_values.size.to_f end def num_without_class @num_no_actual_value end def num_correct raise "no classification" unless @feature_type=="classification" return @num_correct end def num_incorrect raise "no classification" unless @feature_type=="classification" return @num_incorrect end def num_unclassified raise "no classification" unless @feature_type=="classification" return @num_unpredicted end # internal structure of confusion matrix: # hash with keys: hash{ :confusion_matrix_actual => , :confusion_matrix_predicted => } # and values: def confusion_matrix raise "no classification" unless @feature_type=="classification" res = {} (0..@num_classes-1).each do |actual| (0..@num_classes-1).each do |predicted| res[{:confusion_matrix_actual => @class_domain[actual], :confusion_matrix_predicted => @class_domain[predicted]}] = @confusion_matrix[actual][predicted] end end return res end def area_under_roc(class_index=nil) return prediction_feature_value_map( lambda{ |i| area_under_roc(i) } ) if class_index==nil return 0.0 if @confidence_values==nil LOGGER.warn("TODO: implement approx computiation of AUC,"+ "so far Wilcoxon-Man-Whitney is used (exponential)") if @predicted_values.size>1000 #puts "COMPUTING AUC "+class_index.to_s tp_conf = [] fp_conf = [] (0..@predicted_values.size-1).each do |i| if @predicted_values[i]==class_index if @actual_values[i]==@predicted_values[i] tp_conf.push(@confidence_values[i]) else fp_conf.push(@confidence_values[i]) end end end #puts tp_conf.inspect+"\n"+fp_conf.inspect+"\n\n" return 0.0 if tp_conf.size == 0 return 1.0 if fp_conf.size == 0 sum = 0 tp_conf.each do |tp| fp_conf.each do |fp| sum += 1 if tp>fp sum += 0.5 if tp==fp end end return sum / (tp_conf.size * fp_conf.size).to_f end def f_measure(class_index=nil) return prediction_feature_value_map( lambda{ |i| f_measure(i) } ) if class_index==nil prec = precision(class_index) rec = recall(class_index) return 0 if prec == 0 and rec == 0 return 2 * prec * rec / (prec + rec).to_f; end def precision(class_index=nil) return prediction_feature_value_map( lambda{ |i| precision(i) } ) if class_index==nil correct = 0 total = 0 (0..@num_classes-1).each do |i| correct += @confusion_matrix[i][class_index] if i == class_index total += @confusion_matrix[i][class_index] end return 0 if total==0 return correct/total.to_f end def recall(class_index=nil) return true_positive_rate(class_index) end def true_negative_rate(class_index=nil) return prediction_feature_value_map( lambda{ |i| true_negative_rate(i) } ) if class_index==nil correct = 0 total = 0 (0..@num_classes-1).each do |i| if i != class_index (0..@num_classes-1).each do |j| correct += @confusion_matrix[i][j] if j != class_index total += @confusion_matrix[i][j] end end end return 0 if total==0 return correct/total.to_f end def num_true_negatives(class_index=nil) return prediction_feature_value_map( lambda{ |i| num_true_negatives(i) } ) if class_index==nil correct = 0 (0..@num_classes-1).each do |i| if i != class_index (0..@num_classes-1).each do |j| correct += @confusion_matrix[i][j] if j != class_index end end end return correct end def true_positive_rate(class_index=nil) return prediction_feature_value_map( lambda{ |i| true_positive_rate(i) } ) if class_index==nil correct = 0 total = 0 (0..@num_classes-1).each do |i| correct += @confusion_matrix[class_index][i] if i == class_index total += @confusion_matrix[class_index][i] end return 0 if total==0 return correct/total.to_f end def num_true_positives(class_index=nil) return prediction_feature_value_map( lambda{ |i| num_true_positives(i) } ) if class_index==nil correct = 0 (0..@num_classes-1).each do |i| correct += @confusion_matrix[class_index][i] if i == class_index end return correct end def false_negative_rate(class_index=nil) return prediction_feature_value_map( lambda{ |i| false_negative_rate(i) } ) if class_index==nil total = 0 incorrect = 0 (0..@num_classes-1).each do |i| if i == class_index (0..@num_classes-1).each do |j| incorrect += @confusion_matrix[i][j] if j != class_index total += @confusion_matrix[i][j] end end end return 0 if total == 0 return incorrect / total.to_f end def num_false_negatives(class_index=nil) return prediction_feature_value_map( lambda{ |i| num_false_negatives(i) } ) if class_index==nil incorrect = 0 (0..@num_classes-1).each do |i| if i == class_index (0..@num_classes-1).each do |j| incorrect += @confusion_matrix[i][j] if j != class_index end end end return incorrect end def false_positive_rate(class_index=nil) return prediction_feature_value_map( lambda{ |i| false_positive_rate(i) } ) if class_index==nil total = 0 incorrect = 0 (0..@num_classes-1).each do |i| if i != class_index (0..@num_classes-1).each do |j| incorrect += @confusion_matrix[i][j] if j == class_index total += @confusion_matrix[i][j] end end end return 0 if total == 0 return incorrect / total.to_f end def num_false_positives(class_index=nil) return prediction_feature_value_map( lambda{ |i| num_false_positives(i) } ) if class_index==nil incorrect = 0 (0..@num_classes-1).each do |i| if i != class_index (0..@num_classes-1).each do |j| incorrect += @confusion_matrix[i][j] if j == class_index end end end return incorrect end def weighted_area_under_roc return weighted_measure( :area_under_roc ) end def weighted_f_measure return weighted_measure( :f_measure ) end private def weighted_measure( measure ) sum_instances = 0 num_instances_per_class = Array.new(@num_classes, 0) (0..@num_classes-1).each do |i| (0..@num_classes-1).each do |j| num_instances_per_class[i] += @confusion_matrix[i][j] end sum_instances += num_instances_per_class[i] end raise "sum instances ("+sum_instances.to_s+") != num predicted ("+@num_predicted.to_s+")" unless @num_predicted == sum_instances weighted = 0; (0..@num_classes-1).each do |i| weighted += self.send(measure,i) * num_instances_per_class[i] end return weighted / @num_predicted.to_f end # regression ####################################################################################### public def root_mean_squared_error return 0 if (@num_with_actual_value - @num_unpredicted)==0 Math.sqrt(@sum_squared_error / (@num_with_actual_value - @num_unpredicted).to_f) end def mean_absolute_error return 0 if (@num_with_actual_value - @num_unpredicted)==0 Math.sqrt(@sum_abs_error / (@num_with_actual_value - @num_unpredicted).to_f) end def sum_squared_error return @sum_squared_error end def r_square return sample_correlation_coefficient ** 2 end def sample_correlation_coefficient # formula see http://en.wikipedia.org/wiki/Correlation_and_dependence#Pearson.27s_product-moment_coefficient return ( @num_predicted * @sum_multiply - @sum_actual * @sum_predicted ) / ( Math.sqrt( [0, @num_predicted * @sum_squares_actual - @sum_actual**2].max ) * Math.sqrt( [0, @num_predicted * @sum_squares_predicted - @sum_predicted**2].max ) ) end def total_sum_of_squares return @variance_actual * ( @num_predicted - 1 ) end def target_variance_predicted return @variance_predicted end def target_variance_actual return @variance_actual end # data for roc-plots ################################################################################### def get_roc_values(class_value) #puts "get_roc_values for class_value: "+class_value.to_s raise "no confidence values" if @confidence_values==nil raise "no class-value specified" if class_value==nil class_index = @class_domain.index(class_value) raise "class not found "+class_value.to_s if class_index==nil c = []; p = []; a = [] (0..@predicted_values.size-1).each do |i| # NOTE: not predicted instances are ignored here if @predicted_values[i]!=nil and @predicted_values[i]==class_index c << @confidence_values[i] p << @predicted_values[i] a << @actual_values[i] end end # DO NOT raise exception here, maybe different validations are concated #raise "no instance predicted as '"+class_value+"'" if p.size == 0 h = {:predicted_values => p, :actual_values => a, :confidence_values => c} #puts h.inspect return h end ######################################################################################## def num_instances return @predicted_values.size end def predicted_values @predicted_values end def predicted_value(instance_index) case @feature_type when "classification" @predicted_values[instance_index]==nil ? nil : @class_domain[@predicted_values[instance_index]] when "regression" @predicted_values[instance_index] end end def actual_values @actual_values end def actual_value(instance_index) case @feature_type when "classification" @actual_values[instance_index]==nil ? nil : @class_domain[@actual_values[instance_index]] when "regression" @actual_values[instance_index] end end def confidence_value(instance_index) return @confidence_values[instance_index] end def classification_miss?(instance_index) raise "no classification" unless @feature_type=="classification" return false if predicted_value(instance_index)==nil or actual_value(instance_index)==nil return predicted_value(instance_index) != actual_value(instance_index) end def feature_type @feature_type end def confidence_values_available? return @confidence_values!=nil end ################################################################################################################### #def compound(instance_index) #return "instance_index.to_s" #end private def prediction_feature_value_map(proc) res = {} (0..@num_classes-1).each do |i| res[@class_domain[i]] = proc.call(i) end return res end end end