From 04b01bb101eeaf76c2e7c94c291669f0b2372c9a Mon Sep 17 00:00:00 2001 From: Alexander Ulanov Date: Tue, 15 Jul 2014 08:40:22 -0700 Subject: [MLLIB] [SPARK-2222] Add multiclass evaluation metrics Adding two classes: 1) MulticlassMetrics implements various multiclass evaluation metrics 2) MulticlassMetricsSuite implements unit tests for MulticlassMetrics Author: Alexander Ulanov Author: unknown Author: Xiangrui Meng Closes #1155 from avulanov/master and squashes the following commits: 2eae80f [Alexander Ulanov] Merge pull request #1 from mengxr/avulanov-master 5ebeb08 [Xiangrui Meng] minor updates 79c3555 [Alexander Ulanov] Addressing reviewers comments mengxr 0fa9511 [Alexander Ulanov] Addressing reviewers comments mengxr f0dadc9 [Alexander Ulanov] Addressing reviewers comments mengxr 4811378 [Alexander Ulanov] Removing println 87fb11f [Alexander Ulanov] Addressing reviewers comments mengxr. Added confusion matrix e3db569 [Alexander Ulanov] Addressing reviewers comments mengxr. Added true positive rate and false positive rate. Test suite code style. a7e8bf0 [Alexander Ulanov] Addressing reviewers comments mengxr c3a77ad [Alexander Ulanov] Addressing reviewers comments mengxr e2c91c3 [Alexander Ulanov] Fixes to mutliclass metics d5ce981 [unknown] Comments about Double a5c8ba4 [unknown] Unit tests. Class rename fcee82d [unknown] Unit tests. Class rename d535d62 [unknown] Multiclass evaluation --- .../spark/mllib/evaluation/MulticlassMetrics.scala | 190 +++++++++++++++++++++ .../mllib/evaluation/MulticlassMetricsSuite.scala | 90 ++++++++++ 2 files changed, 280 insertions(+) create mode 100644 mllib/src/main/scala/org/apache/spark/mllib/evaluation/MulticlassMetrics.scala create mode 100644 mllib/src/test/scala/org/apache/spark/mllib/evaluation/MulticlassMetricsSuite.scala (limited to 'mllib/src') diff --git a/mllib/src/main/scala/org/apache/spark/mllib/evaluation/MulticlassMetrics.scala b/mllib/src/main/scala/org/apache/spark/mllib/evaluation/MulticlassMetrics.scala new file mode 100644 index 0000000000..666362ae67 --- /dev/null +++ b/mllib/src/main/scala/org/apache/spark/mllib/evaluation/MulticlassMetrics.scala @@ -0,0 +1,190 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.spark.mllib.evaluation + +import scala.collection.Map + +import org.apache.spark.SparkContext._ +import org.apache.spark.annotation.Experimental +import org.apache.spark.mllib.linalg.{Matrices, Matrix} +import org.apache.spark.rdd.RDD + +/** + * ::Experimental:: + * Evaluator for multiclass classification. + * + * @param predictionAndLabels an RDD of (prediction, label) pairs. + */ +@Experimental +class MulticlassMetrics(predictionAndLabels: RDD[(Double, Double)]) { + + private lazy val labelCountByClass: Map[Double, Long] = predictionAndLabels.values.countByValue() + private lazy val labelCount: Long = labelCountByClass.values.sum + private lazy val tpByClass: Map[Double, Int] = predictionAndLabels + .map { case (prediction, label) => + (label, if (label == prediction) 1 else 0) + }.reduceByKey(_ + _) + .collectAsMap() + private lazy val fpByClass: Map[Double, Int] = predictionAndLabels + .map { case (prediction, label) => + (prediction, if (prediction != label) 1 else 0) + }.reduceByKey(_ + _) + .collectAsMap() + private lazy val confusions = predictionAndLabels + .map { case (prediction, label) => + ((label, prediction), 1) + }.reduceByKey(_ + _) + .collectAsMap() + + /** + * Returns confusion matrix: + * predicted classes are in columns, + * they are ordered by class label ascending, + * as in "labels" + */ + def confusionMatrix: Matrix = { + val n = labels.size + val values = Array.ofDim[Double](n * n) + var i = 0 + while (i < n) { + var j = 0 + while (j < n) { + values(i + j * n) = confusions.getOrElse((labels(i), labels(j)), 0).toDouble + j += 1 + } + i += 1 + } + Matrices.dense(n, n, values) + } + + /** + * Returns true positive rate for a given label (category) + * @param label the label. + */ + def truePositiveRate(label: Double): Double = recall(label) + + /** + * Returns false positive rate for a given label (category) + * @param label the label. + */ + def falsePositiveRate(label: Double): Double = { + val fp = fpByClass.getOrElse(label, 0) + fp.toDouble / (labelCount - labelCountByClass(label)) + } + + /** + * Returns precision for a given label (category) + * @param label the label. + */ + def precision(label: Double): Double = { + val tp = tpByClass(label) + val fp = fpByClass.getOrElse(label, 0) + if (tp + fp == 0) 0 else tp.toDouble / (tp + fp) + } + + /** + * Returns recall for a given label (category) + * @param label the label. + */ + def recall(label: Double): Double = tpByClass(label).toDouble / labelCountByClass(label) + + /** + * Returns f-measure for a given label (category) + * @param label the label. + * @param beta the beta parameter. + */ + def fMeasure(label: Double, beta: Double): Double = { + val p = precision(label) + val r = recall(label) + val betaSqrd = beta * beta + if (p + r == 0) 0 else (1 + betaSqrd) * p * r / (betaSqrd * p + r) + } + + /** + * Returns f1-measure for a given label (category) + * @param label the label. + */ + def fMeasure(label: Double): Double = fMeasure(label, 1.0) + + /** + * Returns precision + */ + lazy val precision: Double = tpByClass.values.sum.toDouble / labelCount + + /** + * Returns recall + * (equals to precision for multiclass classifier + * because sum of all false positives is equal to sum + * of all false negatives) + */ + lazy val recall: Double = precision + + /** + * Returns f-measure + * (equals to precision and recall because precision equals recall) + */ + lazy val fMeasure: Double = precision + + /** + * Returns weighted true positive rate + * (equals to precision, recall and f-measure) + */ + lazy val weightedTruePositiveRate: Double = weightedRecall + + /** + * Returns weighted false positive rate + */ + lazy val weightedFalsePositiveRate: Double = labelCountByClass.map { case (category, count) => + falsePositiveRate(category) * count.toDouble / labelCount + }.sum + + /** + * Returns weighted averaged recall + * (equals to precision, recall and f-measure) + */ + lazy val weightedRecall: Double = labelCountByClass.map { case (category, count) => + recall(category) * count.toDouble / labelCount + }.sum + + /** + * Returns weighted averaged precision + */ + lazy val weightedPrecision: Double = labelCountByClass.map { case (category, count) => + precision(category) * count.toDouble / labelCount + }.sum + + /** + * Returns weighted averaged f-measure + * @param beta the beta parameter. + */ + def weightedFMeasure(beta: Double): Double = labelCountByClass.map { case (category, count) => + fMeasure(category, beta) * count.toDouble / labelCount + }.sum + + /** + * Returns weighted averaged f1-measure + */ + lazy val weightedFMeasure: Double = labelCountByClass.map { case (category, count) => + fMeasure(category, 1.0) * count.toDouble / labelCount + }.sum + + /** + * Returns the sequence of labels in ascending order + */ + lazy val labels: Array[Double] = tpByClass.keys.toArray.sorted +} diff --git a/mllib/src/test/scala/org/apache/spark/mllib/evaluation/MulticlassMetricsSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/evaluation/MulticlassMetricsSuite.scala new file mode 100644 index 0000000000..1ea503971c --- /dev/null +++ b/mllib/src/test/scala/org/apache/spark/mllib/evaluation/MulticlassMetricsSuite.scala @@ -0,0 +1,90 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.spark.mllib.evaluation + +import org.scalatest.FunSuite + +import org.apache.spark.mllib.linalg.Matrices +import org.apache.spark.mllib.util.LocalSparkContext + +class MulticlassMetricsSuite extends FunSuite with LocalSparkContext { + test("Multiclass evaluation metrics") { + /* + * Confusion matrix for 3-class classification with total 9 instances: + * |2|1|1| true class0 (4 instances) + * |1|3|0| true class1 (4 instances) + * |0|0|1| true class2 (1 instance) + */ + val confusionMatrix = Matrices.dense(3, 3, Array(2, 1, 0, 1, 3, 0, 1, 0, 1)) + val labels = Array(0.0, 1.0, 2.0) + val predictionAndLabels = sc.parallelize( + Seq((0.0, 0.0), (0.0, 1.0), (0.0, 0.0), (1.0, 0.0), (1.0, 1.0), + (1.0, 1.0), (1.0, 1.0), (2.0, 2.0), (2.0, 0.0)), 2) + val metrics = new MulticlassMetrics(predictionAndLabels) + val delta = 0.0000001 + val fpRate0 = 1.0 / (9 - 4) + val fpRate1 = 1.0 / (9 - 4) + val fpRate2 = 1.0 / (9 - 1) + val precision0 = 2.0 / (2 + 1) + val precision1 = 3.0 / (3 + 1) + val precision2 = 1.0 / (1 + 1) + val recall0 = 2.0 / (2 + 2) + val recall1 = 3.0 / (3 + 1) + val recall2 = 1.0 / (1 + 0) + val f1measure0 = 2 * precision0 * recall0 / (precision0 + recall0) + val f1measure1 = 2 * precision1 * recall1 / (precision1 + recall1) + val f1measure2 = 2 * precision2 * recall2 / (precision2 + recall2) + val f2measure0 = (1 + 2 * 2) * precision0 * recall0 / (2 * 2 * precision0 + recall0) + val f2measure1 = (1 + 2 * 2) * precision1 * recall1 / (2 * 2 * precision1 + recall1) + val f2measure2 = (1 + 2 * 2) * precision2 * recall2 / (2 * 2 * precision2 + recall2) + + assert(metrics.confusionMatrix.toArray.sameElements(confusionMatrix.toArray)) + assert(math.abs(metrics.falsePositiveRate(0.0) - fpRate0) < delta) + assert(math.abs(metrics.falsePositiveRate(1.0) - fpRate1) < delta) + assert(math.abs(metrics.falsePositiveRate(2.0) - fpRate2) < delta) + assert(math.abs(metrics.precision(0.0) - precision0) < delta) + assert(math.abs(metrics.precision(1.0) - precision1) < delta) + assert(math.abs(metrics.precision(2.0) - precision2) < delta) + assert(math.abs(metrics.recall(0.0) - recall0) < delta) + assert(math.abs(metrics.recall(1.0) - recall1) < delta) + assert(math.abs(metrics.recall(2.0) - recall2) < delta) + assert(math.abs(metrics.fMeasure(0.0) - f1measure0) < delta) + assert(math.abs(metrics.fMeasure(1.0) - f1measure1) < delta) + assert(math.abs(metrics.fMeasure(2.0) - f1measure2) < delta) + assert(math.abs(metrics.fMeasure(0.0, 2.0) - f2measure0) < delta) + assert(math.abs(metrics.fMeasure(1.0, 2.0) - f2measure1) < delta) + assert(math.abs(metrics.fMeasure(2.0, 2.0) - f2measure2) < delta) + + assert(math.abs(metrics.recall - + (2.0 + 3.0 + 1.0) / ((2 + 3 + 1) + (1 + 1 + 1))) < delta) + assert(math.abs(metrics.recall - metrics.precision) < delta) + assert(math.abs(metrics.recall - metrics.fMeasure) < delta) + assert(math.abs(metrics.recall - metrics.weightedRecall) < delta) + assert(math.abs(metrics.weightedFalsePositiveRate - + ((4.0 / 9) * fpRate0 + (4.0 / 9) * fpRate1 + (1.0 / 9) * fpRate2)) < delta) + assert(math.abs(metrics.weightedPrecision - + ((4.0 / 9) * precision0 + (4.0 / 9) * precision1 + (1.0 / 9) * precision2)) < delta) + assert(math.abs(metrics.weightedRecall - + ((4.0 / 9) * recall0 + (4.0 / 9) * recall1 + (1.0 / 9) * recall2)) < delta) + assert(math.abs(metrics.weightedFMeasure - + ((4.0 / 9) * f1measure0 + (4.0 / 9) * f1measure1 + (1.0 / 9) * f1measure2)) < delta) + assert(math.abs(metrics.weightedFMeasure(2.0) - + ((4.0 / 9) * f2measure0 + (4.0 / 9) * f2measure1 + (1.0 / 9) * f2measure2)) < delta) + assert(metrics.labels.sameElements(labels)) + } +} -- cgit v1.2.3