Area Under ROC Curve. More...

#include <yat/statistics/AUC.h>

Inheritance diagram for theplu::yat::statistics::AUC:

Public Member Functions
	AUC (bool absolute=true)
	Default Constructor. More...

double	score (const classifier::Target &target, const utility::VectorBase &value) const

double	score (const classifier::Target &target, const classifier::DataLookupWeighted1D &value) const

double	score (const classifier::Target &target, const utility::VectorBase &value, const utility::VectorBase &weight) const

void	absolute (bool absolute)
	Function changing mode of Score.

virtual double	score (const classifier::Target &target, const classifier::DataLookup1D &value) const

double	score (const classifier::Target &target, const classifier::DataLookup1D &value, const classifier::DataLookup1D &weight) const

Protected Attributes
bool	absolute_

Friends
class	ROC

Detailed Description

Area Under ROC Curve.

Class calculates area under curve from values, Target, and possibly weights. If weights are left out, unity weights are assumed. The area under curve is defined as

$\frac{\sum_{i,j} I(x_i^+-x_j^-) w_i^+w_j^-} {\sum_{i,j} w_i^+w_j^-}$

where

$\begin{eqnarray*} &0; &x<0 \\ I(x) = &0.5; &x=0 \\ &1; &x>0 \end{eqnarray*}$

Complexity of calculating the AUC is $N \log N$ .

Constructor & Destructor Documentation

theplu::yat::statistics::AUC::AUC ( bool absolute = true )

Default Constructor.

Parameters

absolute if true max(AUC, 1-AUC) is used

Member Function Documentation

double theplu::yat::statistics::AUC::score	(	const classifier::Target &	target,
		const utility::VectorBase &	value
	)		const

virtual

Returns: area under the ROC curve.

Implements theplu::yat::statistics::Score.

double theplu::yat::statistics::AUC::score	(	const classifier::Target &	target,
		const classifier::DataLookupWeighted1D &	value
	)		const

virtual

Returns: area under the ROC curve.

Reimplemented from theplu::yat::statistics::Score.

virtual double theplu::yat::statistics::Score::score	(	const classifier::Target &	target,
		const classifier::DataLookup1D &	value
	)		const

virtualinherited

Function calculating the score. In absolute mode, also the score using negated class labels is calculated, and the largest of the two scores are calculated.

value is copied to a utility::vector and that operator is called. If speed is important this operator should be implemented in inherited class to avoid copying.

Returns: score

double theplu::yat::statistics::AUC::score	(	const classifier::Target &	target,
		const utility::VectorBase &	value,
		const utility::VectorBase &	weight
	)		const

virtual

Returns: area under the ROC curve.

Implements theplu::yat::statistics::Score.

double theplu::yat::statistics::Score::score	(	const classifier::Target &	target,
		const classifier::DataLookup1D &	value,
		const classifier::DataLookup1D &	weight
	)		const

inherited

Function calculating the weighted version of score. In absolute mode, also the score using negated class labels is calculated, and the largest of the two scores are calculated. Absolute mode should be used when two-tailed test is wanted.

value and weight are copied to utility::vector and the corresponding operator is called. If speed is important this operator should be implemented in inherited class to avoid copying.

Member Data Documentation

bool theplu::yat::statistics::Score::absolute_

protectedinherited

true if method is absolute, which means if score is below expected value (by chance) E, score returns E-score+E instead.

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

yat/statistics/AUC.h

Public Member Functions

Protected Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation