source: trunk/yat/statistics/AUC.h @ 1381

Last change on this file since 1381 was 1275, checked in by Jari Häkkinen, 14 years ago

Updating copyright statements.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 3.5 KB
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1#ifndef _theplu_yat_statistics_auc_
2#define _theplu_yat_statistics_auc_
3
4// $Id: AUC.h 1275 2008-04-11 06:10:12Z jari $
5
6/*
7  Copyright (C) 2004 Peter Johansson
8  Copyright (C) 2005, 2006, 2007 Jari Häkkinen, Peter Johansson
9  Copyright (C) 2008 Peter Johansson
10
11  This file is part of the yat library, http://trac.thep.lu.se/yat
12
13  The yat library is free software; you can redistribute it and/or
14  modify it under the terms of the GNU General Public License as
15  published by the Free Software Foundation; either version 2 of the
16  License, or (at your option) any later version.
17
18  The yat library is distributed in the hope that it will be useful,
19  but WITHOUT ANY WARRANTY; without even the implied warranty of
20  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
21  General Public License for more details.
22
23  You should have received a copy of the GNU General Public License
24  along with this program; if not, write to the Free Software
25  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
26  02111-1307, USA.
27*/
28
29#include "Score.h"
30#include "yat/utility/stl_utility.h"
31
32#include <utility>
33#include <map>
34
35namespace theplu {
36namespace yat {
37namespace classifier {
38  class Target;
39}
40namespace utility {
41  class VectorBase;
42}
43namespace statistics { 
44
45  ///
46  /// @brief Class calculating Area Under ROC Curve
47  ///   
48  class AUC : public Score
49  {
50 
51  public:
52    ///
53    /// \brief Defaul Constructor
54    /// \param absolute if true max(AUC, 1-AUC) is used
55    ///
56    AUC(bool absolute=true);
57
58    /// Function taking \a value, \a target (+1 or -1) and vector
59    /// defining what samples to use. The score is equivalent to
60    /// Mann-Whitney statistics.
61    /// @return the area under the ROC curve. If the area is less
62    /// than 0.5 and absolute=true, 1-area is returned. Complexity is
63    /// \f$ N\log N \f$ where \f$ N \f$ is number of samples.
64    ///
65    double score(const classifier::Target& target, 
66                 const utility::VectorBase& value) const; 
67   
68    /**
69        Function taking values, target, weight and a vector defining
70        what samples to use. The area is defines as \f$ \frac{\sum
71        w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
72        over all pairs where value+ is larger than value-. The
73        denominator goes over all pairs. If target is equal to 1,
74        sample belonges to class + otherwise sample belongs to class
75        -. @return wheighted version of area under the ROC curve. If
76        the area is less than 0.5 and absolute=true, 1-area is
77        returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
78        of samples.
79    */
80    double score(const classifier::Target& target, 
81                 const classifier::DataLookupWeighted1D& value) const; 
82
83    /**
84        Function taking values, target, weight and a vector defining
85        what samples to use. The area is defines as \f$ \frac{\sum
86        w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
87        over all pairs where value+ is larger than value-. The
88        denominator goes over all pairs. If target is equal to 1,
89        sample belonges to class + otherwise sample belongs to class
90        -. @return wheighted version of area under the ROC curve. If
91        the area is less than 0.5 and absolute=true, 1-area is
92        returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
93        of samples.
94    */
95    double score(const classifier::Target& target, 
96                 const utility::VectorBase& value, 
97                 const utility::VectorBase& weight) const; 
98
99  private:
100    friend class ROC;
101
102    typedef std::multimap<double, std::pair<bool, double> > MultiMap;
103    double score(const MultiMap&) const;
104   
105  };
106
107}}} // of namespace statistics, yat, and theplu
108
109#endif
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