/*
* This file is part of ELKI:
* Environment for Developing KDD-Applications Supported by Index-Structures
*
* Copyright (C) 2017
* ELKI Development Team
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
package de.lmu.ifi.dbs.elki.evaluation.outlier;
import java.util.List;
import java.util.regex.Pattern;
import de.lmu.ifi.dbs.elki.database.Database;
import de.lmu.ifi.dbs.elki.database.DatabaseUtil;
import de.lmu.ifi.dbs.elki.database.ids.DBIDUtil;
import de.lmu.ifi.dbs.elki.database.ids.DBIDs;
import de.lmu.ifi.dbs.elki.database.ids.SetDBIDs;
import de.lmu.ifi.dbs.elki.evaluation.Evaluator;
import de.lmu.ifi.dbs.elki.evaluation.scores.ROCEvaluation;
import de.lmu.ifi.dbs.elki.evaluation.scores.adapter.DBIDsTest;
import de.lmu.ifi.dbs.elki.evaluation.scores.adapter.OutlierScoreAdapter;
import de.lmu.ifi.dbs.elki.evaluation.scores.adapter.SimpleAdapter;
import de.lmu.ifi.dbs.elki.logging.Logging;
import de.lmu.ifi.dbs.elki.math.geometry.XYCurve;
import de.lmu.ifi.dbs.elki.result.*;
import de.lmu.ifi.dbs.elki.result.EvaluationResult.MeasurementGroup;
import de.lmu.ifi.dbs.elki.result.outlier.OutlierResult;
import de.lmu.ifi.dbs.elki.utilities.Alias;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.OptionID;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameterization.Parameterization;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.PatternParameter;
/**
* Compute a ROC curve to evaluate a ranking algorithm and compute the
* corresponding ROCAUC value.
*
* The parameter {@code -rocauc.positive} specifies the class label of
* "positive" hits.
*
* The nested algorithm {@code -algorithm} will be run, the result will be
* searched for an iterable or ordering result, which then is compared with the
* clustering obtained via the given class label.
*
* @author Erich Schubert
* @since 0.2
*
* @apiviz.landmark
*
* @apiviz.uses OutlierResult
* @apiviz.has ROCResult oneway - - «create»
*/
@Alias({ "de.lmu.ifi.dbs.elki.evaluation.roc.ComputeROCCurve", //
"de.lmu.ifi.dbs.elki.evaluation.ComputeROCCurve" })
public class OutlierROCCurve implements Evaluator {
/**
* The label we use for marking ROCAUC values.
*/
public static final String ROCAUC_LABEL = "ROC AUC";
/**
* The logger.
*/
private static final Logging LOG = Logging.getLogger(OutlierROCCurve.class);
/**
* Stores the "positive" class.
*/
private Pattern positiveClassName;
/**
* Constructor.
*
* @param positive_class_name Positive class name pattern
*/
public OutlierROCCurve(Pattern positive_class_name) {
super();
this.positiveClassName = positive_class_name;
}
private ROCResult computeROCResult(int size, SetDBIDs positiveids, DBIDs order) {
if(order.size() != size) {
throw new IllegalStateException("Iterable result doesn't match database size - incomplete ordering?");
}
XYCurve roccurve = ROCEvaluation.materializeROC(new DBIDsTest(positiveids), new SimpleAdapter(order.iter()));
double rocauc = XYCurve.areaUnderCurve(roccurve);
return new ROCResult(roccurve, rocauc);
}
private ROCResult computeROCResult(int size, SetDBIDs positiveids, OutlierResult or) {
XYCurve roccurve = ROCEvaluation.materializeROC(new DBIDsTest(positiveids), new OutlierScoreAdapter(or));
double rocauc = XYCurve.areaUnderCurve(roccurve);
return new ROCResult(roccurve, rocauc);
}
@Override
public void processNewResult(ResultHierarchy hier, Result result) {
Database db = ResultUtil.findDatabase(hier);
// Prepare
SetDBIDs positiveids = DBIDUtil.ensureSet(DatabaseUtil.getObjectsByLabelMatch(db, positiveClassName));
if(positiveids.size() == 0) {
LOG.warning("Computing a ROC curve failed - no objects matched.");
return;
}
boolean nonefound = true;
List<OutlierResult> oresults = OutlierResult.getOutlierResults(result);
List<OrderingResult> orderings = ResultUtil.getOrderingResults(result);
// Outlier results are the main use case.
for(OutlierResult o : oresults) {
ROCResult rocres = computeROCResult(o.getScores().size(), positiveids, o);
db.getHierarchy().add(o, rocres);
EvaluationResult ev = EvaluationResult.findOrCreate(db.getHierarchy(), o, "Evaluation of ranking", "ranking-evaluation");
MeasurementGroup g = ev.findOrCreateGroup("Evaluation measures");
if(!g.hasMeasure(ROCAUC_LABEL)) {
g.addMeasure(ROCAUC_LABEL, rocres.auc, 0., 1., false);
}
// Process each ordering only once.
orderings.remove(o.getOrdering());
nonefound = false;
}
// FIXME: find appropriate place to add the derived result
// otherwise apply an ordering to the database IDs.
for(OrderingResult or : orderings) {
DBIDs sorted = or.order(or.getDBIDs());
ROCResult rocres = computeROCResult(or.getDBIDs().size(), positiveids, sorted);
db.getHierarchy().add(or, rocres);
EvaluationResult ev = EvaluationResult.findOrCreate(db.getHierarchy(), or, "Evaluation of ranking", "ranking-evaluation");
MeasurementGroup g = ev.findOrCreateGroup("Evaluation measures");
if(!g.hasMeasure(ROCAUC_LABEL)) {
g.addMeasure(ROCAUC_LABEL, rocres.auc, 0., 1., false);
}
nonefound = false;
}
if(nonefound) {
return;
// logger.warning("No results found to process with ROC curve analyzer.
// Got "+iterables.size()+" iterables, "+orderings.size()+" orderings.");
}
}
/**
* Result object for ROC curves.
*
* @author Erich Schubert
*/
public static class ROCResult extends XYCurve {
/**
* AUC value
*/
private double auc;
/**
* Constructor.
*
* @param col roc curve
* @param rocauc ROC AUC value
*/
public ROCResult(XYCurve col, double rocauc) {
super(col);
this.auc = rocauc;
}
/**
* @return the area under curve
*/
public double getAUC() {
return auc;
}
@Override
public String getLongName() {
return "ROC Curve";
}
@Override
public String getShortName() {
return "roc-curve";
}
}
/**
* Parameterization class.
*
* @author Erich Schubert
*
* @apiviz.exclude
*/
public static class Parameterizer extends AbstractParameterizer {
/**
* The pattern to identify positive classes.
*
* <p>
* Key: {@code -rocauc.positive}
* </p>
*/
public static final OptionID POSITIVE_CLASS_NAME_ID = new OptionID("rocauc.positive", "Class label for the 'positive' class.");
/**
* Pattern for positive class.
*/
protected Pattern positiveClassName = null;
@Override
protected void makeOptions(Parameterization config) {
super.makeOptions(config);
PatternParameter positiveClassNameP = new PatternParameter(POSITIVE_CLASS_NAME_ID);
if(config.grab(positiveClassNameP)) {
positiveClassName = positiveClassNameP.getValue();
}
}
@Override
protected OutlierROCCurve makeInstance() {
return new OutlierROCCurve(positiveClassName);
}
}
}