add option to get corresponding bias-thresholds together with PRC / R…

…OC curve
shogun-toolbox · Nov 30, 2011 · afa4852 · afa4852
1 parent 4bce5ac
commit afa4852
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Showing 4 changed files with 41 additions and 0 deletions.
diff --git a/src/shogun/evaluation/PRCEvaluation.cpp b/src/shogun/evaluation/PRCEvaluation.cpp
@@ -49,6 +49,7 @@ float64_t CPRCEvaluation::evaluate(CLabels* predicted, CLabels* ground_truth)
 	SG_FREE(labels);
 	SG_FREE(m_PRC_graph);
 	m_PRC_graph = SG_MALLOC(float64_t, length*2);
+	m_thresholds = SG_MALLOC(float64_t, length);
 	m_auPRC = 0.0;
 
 	// get total numbers of positive and negative labels
@@ -72,6 +73,8 @@ float64_t CPRCEvaluation::evaluate(CLabels* predicted, CLabels* ground_truth)
 		m_PRC_graph[2*i] = tp/float64_t(i+1);
 		// recall (y)
 		m_PRC_graph[2*i+1] = tp/float64_t(pos_count);
+
+		m_thresholds[i]= predicted->get_label(idxs[i]);
 	}
 
 	// calc auRPC using area under curve
@@ -94,6 +97,16 @@ SGMatrix<float64_t> CPRCEvaluation::get_PRC()
 	return SGMatrix<float64_t>(m_PRC_graph,2,m_PRC_length);
 }
 
+SGVector<float64_t> CPRCEvaluation::get_thresholds()
+{
+	if (!m_computed)
+		SG_ERROR("Uninitialized, please call evaluate first");
+
+	ASSERT(m_thresholds);
+
+	return SGVector<float64_t>(m_thresholds,m_PRC_length);
+}
+
 float64_t CPRCEvaluation::get_auPRC()
 {
 	if (!m_computed)

diff --git a/src/shogun/evaluation/PRCEvaluation.h b/src/shogun/evaluation/PRCEvaluation.h
@@ -58,11 +58,18 @@ class CPRCEvaluation: public CBinaryClassEvaluation
 	 */
 	SGMatrix<float64_t> get_PRC();
 
+	/** get thresholds corresponding to points on the PRC graph
+	 * @return thresholds
+	 */
+	SGVector<float64_t> get_thresholds();
 protected:
 
 	/** 2-d array used to store PRC graph */
 	float64_t* m_PRC_graph;
 
+	/** vector with thresholds corresponding to points on the PRC graph */
+	float64_t* m_thresholds;
+
 	/** area under PRC graph */
 	float64_t m_auPRC;
 

diff --git a/src/shogun/evaluation/ROCEvaluation.cpp b/src/shogun/evaluation/ROCEvaluation.cpp
@@ -64,6 +64,7 @@ float64_t CROCEvaluation::evaluate(CLabels* predicted, CLabels* ground_truth)
 	// initialize graph and auROC
 	SG_FREE(m_ROC_graph);
 	m_ROC_graph = SG_MALLOC(float64_t, diff_count*2+2);
+	m_thresholds = SG_MALLOC(float64_t, length);
 	m_auROC = 0.0;
 
 	// get total numbers of positive and negative labels
@@ -94,6 +95,8 @@ float64_t CROCEvaluation::evaluate(CLabels* predicted, CLabels* ground_truth)
 			j++;
 		}
 
+		m_thresholds[i]=threshold;
+
 		if (ground_truth->get_label(idxs[i]) > 0)
 			tp+=1.0;
 		else
@@ -125,6 +128,16 @@ SGMatrix<float64_t> CROCEvaluation::get_ROC()
 	return SGMatrix<float64_t>(m_ROC_graph,2,m_ROC_length);
 }
 
+SGVector<float64_t> CROCEvaluation::get_thresholds()
+{
+	if (!m_computed)
+		SG_ERROR("Uninitialized, please call evaluate first");
+
+	ASSERT(m_thresholds);
+
+	return SGVector<float64_t>(m_thresholds,m_ROC_length);
+}
+
 float64_t CROCEvaluation::get_auROC()
 {
 	if (!m_computed)

diff --git a/src/shogun/evaluation/ROCEvaluation.h b/src/shogun/evaluation/ROCEvaluation.h
@@ -63,11 +63,19 @@ class CROCEvaluation: public CBinaryClassEvaluation
 	 */
 	SGMatrix<float64_t> get_ROC();
 
+	/** get thresholds corresponding to points on the ROC graph
+	 * @return thresholds
+	 */
+	SGVector<float64_t> get_thresholds();
+
 protected:
 
 	/** 2-d array used to store ROC graph */
 	float64_t* m_ROC_graph;
 
+	/** vector with thresholds corresponding to points on the ROC graph */
+	float64_t* m_thresholds;
+
 	/** area under ROC graph */
 	float64_t m_auROC;