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add auc evaluation metric

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This commit is contained in:
tqchen 2014-04-24 22:20:40 -07:00
parent 88787b8573
commit 7487c2f668
2 changed files with 51 additions and 16 deletions
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35
regression/xgboost_reg_eval.h
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@ -11,6 +11,7 @@
#include <algorithm>
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_omp.h"
#include "../utils/xgboost_random.h"
namespace xgboost{
namespace regression{
@ -67,6 +68,38 @@ namespace xgboost{
}
};
/*! \brief Area under curve */
struct EvalAuc : public IEvaluator{
inline static bool CmpFirst( const std::pair<float,float> &a, const std::pair<float,float> &b ){
return a.first > b.first;
}
virtual float Eval( const std::vector<float> &preds,
const std::vector<float> &labels ) const{
const unsigned ndata = static_cast<unsigned>( preds.size() );
std::vector< std::pair<float, float> > rec;
for( unsigned i = 0; i < ndata; ++ i ){
rec.push_back( std::make_pair( preds[i], labels[i]) );
}
random::Shuffle( rec );
std::sort( rec.begin(), rec.end(), CmpFirst );
long npos = 0, nhit = 0;
for( unsigned i = 0; i < ndata; ++ i ){
if( rec[i].second > 0.5f ) {
++ npos;
}else{
// this is the number of correct pairs
nhit += npos;
}
}
long nneg = ndata - npos;
utils::Assert( nneg > 0, "the dataset only contains pos samples" );
return static_cast<float>(nhit) / nneg / npos;
}
virtual const char *Name( void ) const{
return "auc";
}
};
/*! \brief Error */
struct EvalLogLoss : public IEvaluator{
@ -96,6 +129,7 @@ namespace xgboost{
if (!strcmp(name, "rmse")) evals_.push_back(&rmse_);
if (!strcmp(name, "error")) evals_.push_back(&error_);
if (!strcmp(name, "logloss")) evals_.push_back(&logloss_);
if (!strcmp( name, "auc")) evals_.push_back( &auc_ );
}
inline void Init(void){
std::sort(evals_.begin(), evals_.end());
@ -112,6 +146,7 @@ namespace xgboost{
private:
EvalRMSE rmse_;
EvalError error_;
EvalAuc auc_;
EvalLogLoss logloss_;
std::vector<const IEvaluator*> evals_;
};