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CROCEvaluation Class Reference

Detailed Description

Class ROCEvalution used to evaluate ROC (Receiver Operator Characteristic) and an area under ROC curve (auROC).

Implementation is based on the efficient ROC algorithm as described in

Fawcett, Tom (2004) ROC Graphs: Notes and Practical Considerations for Researchers; Machine Learning, 2004

Definition at line 30 of file ROCEvaluation.h.

Inheritance diagram for CROCEvaluation:
Inheritance graph
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Public Member Functions

 CROCEvaluation ()
virtual ~CROCEvaluation ()
virtual const char * get_name () const
virtual float64_t evaluate (CLabels *predicted, CLabels *ground_truth)
EEvaluationDirection get_evaluation_direction ()
float64_t get_auROC ()
SGMatrix< float64_tget_ROC ()
SGVector< float64_tget_thresholds ()
- Public Member Functions inherited from CBinaryClassEvaluation
 CBinaryClassEvaluation ()
virtual ~CBinaryClassEvaluation ()
- Public Member Functions inherited from CEvaluation
 CEvaluation ()
virtual ~CEvaluation ()
- Public Member Functions inherited from CSGObject
 CSGObject ()
 CSGObject (const CSGObject &orig)
virtual ~CSGObject ()
virtual bool is_generic (EPrimitiveType *generic) const
template<class T >
void set_generic ()
void unset_generic ()
virtual void print_serializable (const char *prefix="")
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
void set_global_io (SGIO *io)
SGIOget_global_io ()
void set_global_parallel (Parallel *parallel)
Parallelget_global_parallel ()
void set_global_version (Version *version)
Versionget_global_version ()
SGVector< char * > get_modelsel_names ()
char * get_modsel_param_descr (const char *param_name)
index_t get_modsel_param_index (const char *param_name)

Protected Attributes

float64_tm_ROC_graph
float64_tm_thresholds
float64_t m_auROC
int32_t m_ROC_length
bool m_computed

Additional Inherited Members

- Public Attributes inherited from CSGObject
SGIOio
Parallelparallel
Versionversion
Parameterm_parameters
Parameterm_model_selection_parameters
- Protected Member Functions inherited from CSGObject
virtual void load_serializable_pre () throw (ShogunException)
virtual void load_serializable_post () throw (ShogunException)
virtual void save_serializable_pre () throw (ShogunException)
virtual void save_serializable_post () throw (ShogunException)

Constructor & Destructor Documentation

constructor

Definition at line 34 of file ROCEvaluation.h.

~CROCEvaluation ( )
virtual

destructor

Definition at line 16 of file ROCEvaluation.cpp.

Member Function Documentation

float64_t evaluate ( CLabels predicted,
CLabels ground_truth 
)
virtual

evaluate ROC and auROC

Parameters
predictedlabels
ground_truthlabels assumed to be correct
Returns
auROC

Implements CBinaryClassEvaluation.

Definition at line 21 of file ROCEvaluation.cpp.

float64_t get_auROC ( )

get auROC

Returns
area under ROC (auROC)

Definition at line 141 of file ROCEvaluation.cpp.

EEvaluationDirection get_evaluation_direction ( )
virtual
Returns
whether criterium has to be maximized or minimized

Implements CEvaluation.

Definition at line 51 of file ROCEvaluation.h.

virtual const char* get_name ( ) const
virtual

get name

Implements CSGObject.

Definition at line 42 of file ROCEvaluation.h.

SGMatrix< float64_t > get_ROC ( )

get ROC

Returns
ROC graph matrix

Definition at line 121 of file ROCEvaluation.cpp.

SGVector< float64_t > get_thresholds ( )

get thresholds corresponding to points on the ROC graph

Returns
thresholds

Definition at line 131 of file ROCEvaluation.cpp.

Member Data Documentation

float64_t m_auROC
protected

area under ROC graph

Definition at line 80 of file ROCEvaluation.h.

bool m_computed
protected

indicator of ROC and auROC being computed already

Definition at line 86 of file ROCEvaluation.h.

float64_t* m_ROC_graph
protected

2-d array used to store ROC graph

Definition at line 74 of file ROCEvaluation.h.

int32_t m_ROC_length
protected

number of points in ROC graph

Definition at line 83 of file ROCEvaluation.h.

float64_t* m_thresholds
protected

vector with thresholds corresponding to points on the ROC graph

Definition at line 77 of file ROCEvaluation.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation