/** * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.mahout.math.stats; import org.apache.mahout.classifier.evaluation.Auc; import org.apache.mahout.common.MahoutTestCase; import org.apache.mahout.common.RandomUtils; import org.junit.Test; import java.util.Random; public final class OnlineAucTest extends MahoutTestCase { @Test public void testBinaryCase() { Random gen = RandomUtils.getRandom(); OnlineSummarizer[] stats = new OnlineSummarizer[4]; for (int i = 0; i < 4; i++) { stats[i] = new OnlineSummarizer(); } for (int i = 0; i < 100; i++) { OnlineAuc a1 = new GlobalOnlineAuc(); a1.setPolicy(GlobalOnlineAuc.ReplacementPolicy.FAIR); OnlineAuc a2 = new GlobalOnlineAuc(); a2.setPolicy(GlobalOnlineAuc.ReplacementPolicy.FIFO); OnlineAuc a3 = new GlobalOnlineAuc(); a3.setPolicy(GlobalOnlineAuc.ReplacementPolicy.RANDOM); Auc a4 = new Auc(); for (int j = 0; j < 10000; j++) { double x = gen.nextGaussian(); a1.addSample(0, x); a2.addSample(0, x); a3.addSample(0, x); a4.add(0, x); x = gen.nextGaussian() + 1; a1.addSample(1, x); a2.addSample(1, x); a3.addSample(1, x); a4.add(1, x); } stats[0].add(a1.auc()); stats[1].add(a2.auc()); stats[2].add(a3.auc()); stats[3].add(a4.auc()); } int i = 0; for (GlobalOnlineAuc.ReplacementPolicy policy : new GlobalOnlineAuc.ReplacementPolicy[] { GlobalOnlineAuc.ReplacementPolicy.FAIR, GlobalOnlineAuc.ReplacementPolicy.FIFO, GlobalOnlineAuc.ReplacementPolicy.RANDOM, null}) { OnlineSummarizer summary = stats[i++]; System.out.printf("%s,%.4f (min = %.4f, 25%%-ile=%.4f, 75%%-ile=%.4f, max=%.4f)\n", policy, summary.getMean(), summary.getQuartile(0), summary.getQuartile(1), summary.getQuartile(2), summary.getQuartile(3)); } // FAIR policy isn't so accurate assertEquals(0.7603, stats[0].getMean(), 0.03); assertEquals(0.7603, stats[0].getQuartile(1), 0.03); assertEquals(0.7603, stats[0].getQuartile(3), 0.03); // FIFO policy seems best assertEquals(0.7603, stats[1].getMean(), 0.001); assertEquals(0.7603, stats[1].getQuartile(1), 0.006); assertEquals(0.7603, stats[1].getQuartile(3), 0.006); // RANDOM policy is nearly the same as FIFO assertEquals(0.7603, stats[2].getMean(), 0.001); assertEquals(0.7603, stats[2].getQuartile(1), 0.006); assertEquals(0.7603, stats[2].getQuartile(1), 0.006); } @Test(expected=UnsupportedOperationException.class) public void mustNotOmitGroup() { OnlineAuc x = new GroupedOnlineAuc(); x.addSample(0, 3.14); } @Test public void groupedAuc() { Random gen = RandomUtils.getRandom(); OnlineAuc x = new GroupedOnlineAuc(); OnlineAuc y = new GlobalOnlineAuc(); for (int i = 0; i < 10000; i++) { x.addSample(0, "a", gen.nextGaussian()); x.addSample(1, "a", gen.nextGaussian() + 1); x.addSample(0, "b", gen.nextGaussian() + 10); x.addSample(1, "b", gen.nextGaussian() + 11); y.addSample(0, "a", gen.nextGaussian()); y.addSample(1, "a", gen.nextGaussian() + 1); y.addSample(0, "b", gen.nextGaussian() + 10); y.addSample(1, "b", gen.nextGaussian() + 11); } assertEquals(0.7603, x.auc(), 0.01); assertEquals((0.7603 + 0.5) / 2, y.auc(), 0.02); } }