Commit f28c83ee authored by Amir MOHAMMADI's avatar Amir MOHAMMADI
Browse files

Add log-scale variant of ROC AUC

parent d61e7d62
......@@ -474,7 +474,7 @@ def eer(negatives, positives, is_sorted=False, also_farfrr=False):
return (far + frr) / 2.0
def roc_auc_score(negatives, positives, npoints=2000, min_far=-8):
def roc_auc_score(negatives, positives, npoints=2000, min_far=-8, log_scale=False):
"""Area Under the ROC Curve.
Computes the area under the ROC curve. This is useful when you want to report one
number that represents an ROC curve. For more information, see:
......@@ -490,14 +490,23 @@ def roc_auc_score(negatives, positives, npoints=2000, min_far=-8):
Number of points in the ROC curve. Higher numbers leads to more accurate ROC.
min_far : float, optional
Min FAR and FRR values to consider when calculating ROC.
log_scale : bool, optional
If True, converts the x axis (FPR) to log10 scale before calculating AUC. This is
useful in cases where len(negatives) >> len(positives)
The ROC AUC. If ``log_scale`` is False, the value should be between 0 and 1.
fpr, fnr = roc(negatives, positives, npoints, min_far=min_far)
tpr = 1 - fnr
if log_scale:
fpr_pos = fpr > 0
fpr, tpr = fpr[fpr_pos], tpr[fpr_pos]
fpr = numpy.log10(fpr)
area = -1 * numpy.trapz(tpr, fpr)
return area
......@@ -183,7 +183,7 @@ class Metrics(MeasureBase):
def __init__(self, ctx, scores, evaluation, func_load,
names=('False Positive Rate', 'False Negative Rate',
'Precision', 'Recall', 'F1-score', 'Area Under ROC Curve')):
'Precision', 'Recall', 'F1-score', 'Area Under ROC Curve', 'Area Under ROC Curve (log scale)')):
super(Metrics, self).__init__(ctx, scores, evaluation, func_load)
self.names = names
self._tablefmt = ctx.meta.get('tablefmt')
......@@ -229,8 +229,9 @@ class Metrics(MeasureBase):
auc = roc_auc_score(neg, pos)
auc_log = roc_auc_score(neg, pos, log_scale=True)
return (fta, fmr, fnmr, hter, far, frr, fm, ni, fnm, nc, precision,
recall, f1_score, auc)
recall, f1_score, auc, auc_log)
def _strings(self, metrics):
n_dec = '.%df' % self._decimal
......@@ -246,9 +247,10 @@ class Metrics(MeasureBase):
recall_str = "%s" % format(metrics[11], n_dec)
f1_str = "%s" % format(metrics[12], n_dec)
auc_str = "%s" % format(metrics[13], n_dec)
auc_log_str = "%s" % format(metrics[14], n_dec)
return (fta_str, fmr_str, fnmr_str, far_str, frr_str, hter_str,
prec_str, recall_str, f1_str, auc_str)
prec_str, recall_str, f1_str, auc_str, auc_log_str)
def _get_all_metrics(self, idx, input_scores, input_names):
''' Compute all metrics for dev and eval scores'''
......@@ -308,6 +310,7 @@ class Metrics(MeasureBase):
[self.names[3], all_metrics[0][7]],
[self.names[4], all_metrics[0][8]],
[self.names[5], all_metrics[0][9]],
[self.names[6], all_metrics[0][10]],
if self._eval:
......@@ -325,6 +328,7 @@ class Metrics(MeasureBase):
click.echo(tabulate(rows, headers, self._tablefmt), file=self.log_file)
......@@ -517,3 +517,8 @@ def test_roc_auc_score():
oracle = 0.9326
assert numpy.allclose(auc, oracle), f"Expected {oracle} but got {auc} instead."
# test the function on log scale as well
auc = roc_auc_score(negatives, positives, log_scale=True)
oracle = 1.4183699583300993
assert numpy.allclose(auc, oracle), f"Expected {oracle} but got {auc} instead."
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