pr_auc: Area under the precision recall curve

In yardstick: Tidy Characterizations of Model Performance

Area under the precision recall curve

Description

pr_auc() is a metric that computes the area under the precision recall curve. See pr_curve() for the full curve.

Usage

pr_auc(data, ...)

## S3 method for class 'data.frame'
pr_auc(
  data,
  truth,
  ...,
  estimator = NULL,
  na_rm = TRUE,
  event_level = yardstick_event_level(),
  case_weights = NULL
)

pr_auc_vec(
  truth,
  estimate,
  estimator = NULL,
  na_rm = TRUE,
  event_level = yardstick_event_level(),
  case_weights = NULL,
  ...
)

Arguments

data	A data.frame containing the columns specified by truth and ....
...	A set of unquoted column names or one or more dplyr selector functions to choose which variables contain the class probabilities. If truth is binary, only 1 column should be selected, and it should correspond to the value of event_level. Otherwise, there should be as many columns as factor levels of truth and the ordering of the columns should be the same as the factor levels of truth.
truth	The column identifier for the true class results (that is a factor). This should be an unquoted column name although this argument is passed by expression and supports quasiquotation (you can unquote column names). For ⁠_vec()⁠ functions, a factor vector.
estimator	One of "binary", "macro", or "macro_weighted" to specify the type of averaging to be done. "binary" is only relevant for the two class case. The other two are general methods for calculating multiclass metrics. The default will automatically choose "binary" or "macro" based on truth.
na_rm	A logical value indicating whether NA values should be stripped before the computation proceeds.
event_level	A single string. Either "first" or "second" to specify which level of truth to consider as the "event". This argument is only applicable when estimator = "binary". The default uses an internal helper that defaults to "first".
case_weights	The optional column identifier for case weights. This should be an unquoted column name that evaluates to a numeric column in data. For ⁠_vec()⁠ functions, a numeric vector, hardhat::importance_weights(), or hardhat::frequency_weights().
estimate	If truth is binary, a numeric vector of class probabilities corresponding to the "relevant" class. Otherwise, a matrix with as many columns as factor levels of truth. It is assumed that these are in the same order as the levels of truth.

Value

A tibble with columns .metric, .estimator, and .estimate and 1 row of values.

For grouped data frames, the number of rows returned will be the same as the number of groups.

For pr_auc_vec(), a single numeric value (or NA).

Multiclass

Macro and macro-weighted averaging is available for this metric. The default is to select macro averaging if a truth factor with more than 2 levels is provided. Otherwise, a standard binary calculation is done. See vignette("multiclass", "yardstick") for more information.

Relevant Level

There is no common convention on which factor level should automatically be considered the "event" or "positive" result when computing binary classification metrics. In yardstick, the default is to use the first level. To alter this, change the argument event_level to "second" to consider the last level of the factor the level of interest. For multiclass extensions involving one-vs-all comparisons (such as macro averaging), this option is ignored and the "one" level is always the relevant result.

Author(s)

Max Kuhn

See Also

pr_curve() for computing the full precision recall curve.

Other class probability metrics: average_precision(), brier_class(), classification_cost(), gain_capture(), mn_log_loss(), roc_auc(), roc_aunp(), roc_aunu()

Examples

# ---------------------------------------------------------------------------
# Two class example

# `truth` is a 2 level factor. The first level is `"Class1"`, which is the
# "event of interest" by default in yardstick. See the Relevant Level
# section above.
data(two_class_example)

# Binary metrics using class probabilities take a factor `truth` column,
# and a single class probability column containing the probabilities of
# the event of interest. Here, since `"Class1"` is the first level of
# `"truth"`, it is the event of interest and we pass in probabilities for it.
pr_auc(two_class_example, truth, Class1)

# ---------------------------------------------------------------------------
# Multiclass example

# `obs` is a 4 level factor. The first level is `"VF"`, which is the
# "event of interest" by default in yardstick. See the Relevant Level
# section above.
data(hpc_cv)

# You can use the col1:colN tidyselect syntax
library(dplyr)
hpc_cv %>%
  filter(Resample == "Fold01") %>%
  pr_auc(obs, VF:L)

# Change the first level of `obs` from `"VF"` to `"M"` to alter the
# event of interest. The class probability columns should be supplied
# in the same order as the levels.
hpc_cv %>%
  filter(Resample == "Fold01") %>%
  mutate(obs = relevel(obs, "M")) %>%
  pr_auc(obs, M, VF:L)

# Groups are respected
hpc_cv %>%
  group_by(Resample) %>%
  pr_auc(obs, VF:L)

# Weighted macro averaging
hpc_cv %>%
  group_by(Resample) %>%
  pr_auc(obs, VF:L, estimator = "macro_weighted")

# Vector version
# Supply a matrix of class probabilities
fold1 <- hpc_cv %>%
  filter(Resample == "Fold01")

pr_auc_vec(
   truth = fold1$obs,
   matrix(
     c(fold1$VF, fold1$F, fold1$M, fold1$L),
     ncol = 4
   )
)

yardstick documentation built on June 22, 2024, 7:07 p.m.