R/prg.R

Defines functions prg_convex_hull calc_auprg create_prg_curve create.crossing.points create.segments recall_gain precision_gain

Documented in calc_auprg create_prg_curve precision_gain prg_convex_hull recall_gain

# The MIT License (MIT)
#
# Copyright (c) 2015 Meelis Kull, Peter Flach
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.


#' Precision Gain
#'
#' This function calculates Precision Gain from the entries of the contingency
#' table: number of true positives (TP), false negatives (FN), false positives
#' (FP), and true negatives (TN). More information on Precision-Recall-Gain
#' curves and how to cite this work is available at
#' http://www.cs.bris.ac.uk/~flach/PRGcurves/.
#' @param TP number of true positives, can be a vector
#' @param FN number of false negatives, can be a vector
#' @param FP number of false positives, can be a vector
#' @param TN number of true negatives, can be a vector
#' @return Precision Gain (a numeric value less than or equal to 1; or -Inf or
#'   NaN, see the details below)
#' @details Precision Gain (PrecGain) quantifies by how much precision is
#'   improved over the default precision of the always positive predictor, equal
#'   to the proportion of positives (pi). PrecGain=1 stands for maximal
#'   improvement (Prec=1) and PrecGain=0 stands for no improvement (Prec=pi). If
#'   Prec=0, then PrecGain=-Inf. It can happen that PrecGain=NaN, for instance
#'   if there are no positives (TP=0 and FN=0) and TN>0.
precision_gain = function(TP, FN, FP, TN) {
  n_pos <- TP + FN
  n_neg <- FP + TN
  prec_gain <- 1 - (n_pos * FP) / (n_neg * TP)
  prec_gain[TN + FN == 0] = 0
  return(prec_gain)
}

#' Recall Gain
#'
#' This function calculates Recall Gain from the entries of the contingency
#' table: number of true positives (TP), false negatives (FN), false positives
#' (FP), and true negatives (TN). More information on Precision-Recall-Gain
#' curves and how to cite this work is available at
#' http://www.cs.bris.ac.uk/~flach/PRGcurves/.
#' @param TP number of true positives, can be a vector
#' @param FN number of false negatives, can be a vector
#' @param FP number of false positives, can be a vector
#' @param TN number of true negatives, can be a vector
#' @return Recall Gain (a numeric value less than or equal to 1; or -Inf or NaN,
#'   see the details below)
#' @details Recall Gain (RecGain) quantifies by how much recall is improved over
#'   the recall equal to the proportion of positives (pi). RecGain=1 stands for
#'   maximal improvement (Rec=1) and RecGain=0 stands for no improvement
#'   (Rec=pi). If Rec=0, then RecGain=-Inf. It can happen that RecGain=NaN, for
#'   instance if there are no negatives (FP=0 and TN=0) and FN>0 and TP=0.
recall_gain <- function(TP, FN, FP, TN) {
  n_pos <- TP + FN
  n_neg <- FP + TN
  rg <- 1 - (n_pos * FN) / (n_neg * TP)
  rg[TN + FN == 0] <- 1
  return(rg)
}

# create a table of segments
.create.segments <- function(labels, pos_scores, neg_scores) {
  # reorder labels and pos_scores by decreasing pos_scores, using increasing neg_scores in breaking ties
  new_order <- order(pos_scores, -neg_scores, decreasing = TRUE)
  labels <- labels[new_order]
  pos_scores <- pos_scores[new_order]
  neg_scores <- neg_scores[new_order]
  # create a table of segments
  segments <- data.frame(pos_score = NA,
                         neg_score = NA,
                         pos_count = 0,
                         neg_count = rep(0, length(labels)))
  j <- 0
  for (i in seq_along(labels)) {
    if ((i == 1 ) || (pos_scores[i - 1] != pos_scores[i]) || (neg_scores[i - 1] != neg_scores[i])) {
      j <- j + 1
      segments$pos_score[j] <- pos_scores[i]
      segments$neg_score[j] <- neg_scores[i]
    }
    segments[j, 4 - labels[i]] <- segments[j, 4 - labels[i]] + 1
  }
  segments <- segments[1:j, ]
  return(segments)
}

.create.crossing.points <- function(points,n_pos,n_neg) {
  n <- n_pos + n_neg
  points$is_crossing <- 0
  # introduce a crossing point at the crossing through the y-axis
  j <- min(which(points$recall_gain >= 0))
  if (points$recall_gain[j] > 0) { # otherwise there is a point on the boundary and no need for a crossing point
    delta <- points[j, , drop = FALSE] - points[j - 1, , drop = FALSE]
    if (delta$TP > 0) {
      alpha <- (n_pos * n_pos / n - points$TP[j - 1]) / delta$TP
    } else {
      alpha <- 0.5
    }
    new_point <- points[j - 1, , drop = FALSE] + alpha * delta
    new_point$precision_gain <- precision_gain(new_point$TP, new_point$FN, new_point$FP, new_point$TN)
    new_point$recall_gain <- 0
    new_point$is_crossing <- 1
    points <- rbind(points, new_point)
    points <- points[order(points$index), , drop = FALSE]
  }
  # now introduce crossing points at the crossings through the non-negative part of the x-axis
  crossings <- data.frame()
  x <- points$recall_gain
  y <- points$precision_gain
  for (i in which((c(y, 0) * c(0, y) < 0) & (c(1, x) >= 0))) {
    cross_x <- x[i - 1] + (-y[i - 1]) / (y[i] - y[i - 1]) * (x[i] - x[i - 1])
    delta <- points[i, , drop=FALSE] - points[i - 1, , drop = FALSE]
    if (delta$TP > 0) {
      alpha <- (n_pos * n_pos / (n - n_neg * cross_x) - points$TP[i - 1]) / delta$TP
    } else {
      alpha <- (n_neg / n_pos * points$TP[i - 1] - points$FP[i - 1]) / delta$FP
    }
    new_point <- points[i - 1, , drop = FALSE] + alpha * delta
    new_point$precision_gain <- 0
    new_point$recall_gain <- recall_gain(new_point$TP, new_point$FN, new_point$FP, new_point$TN)
    new_point$is_crossing <- 1
    crossings <- rbind(crossings, new_point)
  }
  # add crossing points to the 'points' data frame
  points <- rbind(points, crossings)
  points <- points[order(points$index, points$recall_gain), 2:ncol(points), drop = FALSE]
  rownames(points) <- NULL
  points$in_unit_square <- 1
  points$in_unit_square[points$recall_gain < 0] <- 0
  points$in_unit_square[points$precision_gain < 0] <- 0
  return(points)
}


#' Precision-Recall-Gain curve
#'
#' This function creates the Precision-Recall-Gain curve from the vector of
#' labels and vector of scores where higher score indicates a higher probability
#' to be positive. More information on Precision-Recall-Gain curves and how to
#' cite this work is available at http://www.cs.bris.ac.uk/~flach/PRGcurves/.
#' @param labels a vector of labels, where 1 marks positives and 0 or -1 marks
#'   negatives
#' @param pos_scores vector of scores for the positive class, where a higher
#'   score indicates a higher probability to be a positive
#' @param neg_scores vector of scores for the negative class, where a higher
#'   score indicates a higher probability to be a negative (by default, equal to
#'   -pos_scores)
#' @return A data.frame which lists the points on the PRG curve with the
#'   following columns: pos_score, neg_score, TP, FP, FN, TN, precision_gain,
#'   recall_gain, is_crossing and in_unit_square. All the points are listed in
#'   the order of increasing thresholds on the score to be positive (the ties
#'   are broken by decreasing thresholds on the score to be negative).
#' @details The PRG-curve is built by considering all possible score thresholds,
#'   starting from -Inf and then using all scores that are present in the given
#'   data. The results are presented as a data.frame which includes the
#'   following columns: pos_score, neg_score, TP, FP, FN, TN, precision_gain,
#'   recall_gain, is_crossing and in_unit_square. The resulting points include
#'   the points where the PRG curve crosses the y-axis and the positive half of
#'   the x-axis. The added points have is_crossing=1 whereas the actual PRG
#'   points have is_crossing=0. To help in visualisation and calculation of the
#'   area under the curve the value in_unit_square=1 marks that the point is
#'   within the unit square [0,1]x[0,1], and otherwise, in_unit_square=0.
create_prg_curve <- function(labels, pos_scores, neg_scores = -pos_scores) {
  create_crossing_points <- TRUE
  n <- length(labels)
  n_pos <- sum(labels)
  n_neg <- n - n_pos
  # convert negative labels into 0s
  labels <- 1 * (labels == 1)
  segments <- .create.segments(labels, pos_scores, neg_scores)
  # calculate recall gains and precision gains for all thresholds
  points <- data.frame(index = 1:(1 + nrow(segments)))
  points$pos_score <- c(Inf, segments$pos_score)
  points$neg_score <- c(-Inf, segments$neg_score)
  points$TP <- c(0, cumsum(segments$pos_count))
  points$FP <- c(0, cumsum(segments$neg_count))
  points$FN <- n_pos - points$TP
  points$TN <- n_neg - points$FP
  points$precision_gain <- precision_gain(points$TP,points$FN,points$FP,points$TN)
  points$recall_gain <- recall_gain(points$TP, points$FN, points$FP, points$TN)
  if (create_crossing_points) {
    points <- .create.crossing.points(points, n_pos, n_neg)
  } else {
    points <- points[, 2:ncol(points)]
  }
  return(points)
}

#' Calculate area under the Precision-Recall-Gain curve
#'
#' This function calculates the area under the Precision-Recall-Gain curve from
#' the results of the function create_prg_curve. More information on
#' Precision-Recall-Gain curves and how to cite this work is available at
#' http://www.cs.bris.ac.uk/~flach/PRGcurves/.
#' @param prg_curve the data structure resulting from the function
#'   create_prg_curve
#' @return A numeric value representing the area under the Precision-Recall-Gain
#'   curve.
#' @details This function calculates the area under the Precision-Recall-Gain
#'   curve, taking into account only the part of the curve with non-negative
#'   recall gain. The regions with negative precision gain (PRG-curve under the
#'   x-axis) contribute as negative area.
calc_auprg <- function(prg_curve) {
  area <- 0
  for (i in 2:nrow(prg_curve)) {
    if (!is.na(prg_curve$recall_gain[i - 1]) && (prg_curve$recall_gain[i - 1] >= 0)) {
      width <- prg_curve$recall_gain[i] - prg_curve$recall_gain[i - 1]
      height <- (prg_curve$precision_gain[i] + prg_curve$precision_gain[i - 1]) / 2
      area <- area + width * height
    }
  }
  return(area)
}

#' Create the convex hull of the Precision-Recall-Gain curve
#'
#' This function creates the convex hull of the Precision-Recall-Gain curve
#' resulting from the function create_prg_curve and calculates the F-calibrated
#' scores. More information on Precision-Recall-Gain curves and how to cite this
#' work is available at http://www.cs.bris.ac.uk/~flach/PRGcurves/.
#' @param prg_curve the data structure resulting from the function
#'   create_prg_curve
#' @return the data.frame representing the convex hull
prg_convex_hull <- function(prg_curve) {
  y <- prg_curve$precision_gain
  x <- prg_curve$recall_gain
  m <- length(x)
  y[is.na(x)] <- NA
  y_peak <- max(which(y == max(y, na.rm = TRUE)), na.rm = TRUE)
  ch <- !is.na(y) & ((1:m) >= y_peak)
  ch[(c(Inf, x[1:(m - 1)]) == x)] <- 0
  chi <- which(ch == 1)
  while (length(chi) >= 3) {
    changed <- FALSE
    for (i in 3:length(chi)) {
      s1 <- (y[chi[i - 1]] - y[chi[i - 2]]) / (x[chi[i - 1]] - x[chi[i - 2]])
      s2 <- (y[chi[i]] - y[chi[i - 1]]) / (x[chi[i]] - x[chi[i - 1]])
      if (s1 <= 1.00001 * s2) {
        chi <- chi[-(i - 1)]
        changed <- TRUE
        break()
      }
    }
    if (!changed) {
      break()
    }
  }
  convex_hull <- prg_curve[chi, c("pos_score", "neg_score", "precision_gain", "recall_gain")]
  convex_hull <- rbind(c(Inf, -Inf, y[y_peak], -Inf), convex_hull)
  y <- convex_hull$precision_gain
  x <- convex_hull$recall_gain
  slopes <- (c(0, y) - c(y, 0))/(c(0, x) - c(x, 0))
  convex_hull$f_calibrated_score <- 1/(1 - slopes[1:nrow(convex_hull)])
  return(convex_hull)
}
Simon-Coetzee/StatePaintR documentation built on Jan. 9, 2018, 12:13 p.m.