Merge branch 'fix_minimizing_threshold' into 'master'

Fix minimizing threshold

Closes #59

See merge request !92

bob/measure/cpp/error.h

@@ -211,6 +211,7 @@ double minimizingThreshold(const blitz::Array<double, 1> &negatives,
       else
         current_threshold += *pos_it;
       current_threshold /= 2;
+
     }
   } // while
 
@@ -222,6 +223,22 @@ double minimizingThreshold(const blitz::Array<double, 1> &negatives,
     min_threshold = current_threshold;
   }
 
+  // now we just double check choosing the threshold higher than all scores will not improve the min_predicate
+  if (neg_it != negatives.end() || pos_it != positives.end()) {
+    double last_threshold = current_threshold;
+    if (neg_it != negatives.end()) 
+      last_threshold = std::nextafter(negatives(negatives.extent(0)-1), negatives(negatives.extent(0)-1)+1);
+    else {
+      if (pos_it != positives.end()) 
+        last_threshold = std::nextafter(positives(positives.extent(0)-1), positives(positives.extent(0)-1)+1);      
+    }
+    current_predicate = predicate(0., 1.);
+    if (current_predicate < min_predicate) {
+      min_predicate = current_predicate;
+      min_threshold = last_threshold;
+    }
+  }
+
   // return the best threshold found
   return min_threshold;
 }

bob/measure/test_error.py

@@ -489,3 +489,18 @@ def test_open_set_rates():
   assert abs(bob.measure.recognition_rate(cmc_scores) - 6. / 9.) < 1e-8
   assert abs(bob.measure.recognition_rate(
       cmc_scores, threshold=0.5) - 6. / 8.) < 1e-8
+
+
+def test_mindcf():
+  """ Test outlier scores in negative set
+  """
+  from bob.measure import min_weighted_error_rate_threshold, farfrr
+  cost = 0.99
+  negatives = [-3, -2, -1, -0.5, 4]
+  positives = [0.5, 3]
+  th = min_weighted_error_rate_threshold(negatives, positives, cost, True)
+  far, frr = farfrr(negatives, positives, th)
+  mindcf = (cost * far + (1-cost)*frr)*100
+  assert mindcf< 1.0 + 1e-8
+
+