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#ifndef _theplu_yat_statistics_auc_ |
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#define _theplu_yat_statistics_auc_ |
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|
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// $Id$ |
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|
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/* |
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Copyright (C) 2004 Peter Johansson |
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Copyright (C) 2005, 2006 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2007 Peter Johansson |
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Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2011 Peter Johansson |
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|
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This file is part of the yat library, http://dev.thep.lu.se/yat |
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|
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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|
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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|
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <http://www.gnu.org/licenses/>. |
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*/ |
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#include "Score.h" |
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#include "yat/utility/stl_utility.h" |
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|
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#include <utility> |
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#include <map> |
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|
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namespace theplu { |
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namespace yat { |
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namespace classifier { |
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class Target; |
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} |
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namespace utility { |
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class VectorBase; |
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} |
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namespace statistics { |
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|
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/** |
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\brief Area Under ROC Curve |
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|
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Class calculates area under curve from values, Target, and |
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possibly weights. If weights are left out, unity weights are |
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assumed. The area under curve is defined as |
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\f[ |
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\frac{\sum_{i,j} I(x_i^+-x_j^-) w_i^+w_j^-} {\sum_{i,j} |
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w_i^+w_j^-} \f] |
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where |
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\f{eqnarray*}{ |
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&0; &x<0 \\ |
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I(x) = &0.5; &x=0 \\ |
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&1; &x>0 |
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\f} |
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|
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Complexity of calculating the AUC is \f$ N \log N \f$. |
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*/ |
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class AUC : public Score |
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{ |
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|
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public: |
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/// |
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/// \brief Default Constructor |
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/// \param absolute if true max(AUC, 1-AUC) is used |
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/// |
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AUC(bool absolute=true); |
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|
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/** |
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\return area under the ROC curve. |
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*/ |
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double score(const classifier::Target& target, |
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const utility::VectorBase& value) const; |
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|
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/** |
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\return area under the ROC curve. |
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*/ |
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double score(const classifier::Target& target, |
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const classifier::DataLookupWeighted1D& value) const; |
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|
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/** |
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\return area under the ROC curve. |
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*/ |
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double score(const classifier::Target& target, |
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const utility::VectorBase& value, |
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const utility::VectorBase& weight) const; |
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|
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private: |
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friend class ROC; |
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|
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typedef std::multimap<double, std::pair<bool, double> > MultiMap; |
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double score(const MultiMap&) const; |
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}; |
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|
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}}} // of namespace statistics, yat, and theplu |
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|
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#endif |