source: trunk/yat/statistics/AUC.h @ 865

Last change on this file since 865 was 865, checked in by Peter, 14 years ago

changing URL to http://trac.thep.lu.se/trac/yat

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1#ifndef _theplu_yat_statistics_auc_
2#define _theplu_yat_statistics_auc_
3
4// $Id: AUC.h 865 2007-09-10 19:41:04Z peter $
5
6/*
7  Copyright (C) 2004 Peter Johansson
8  Copyright (C) 2005, 2006 Jari Häkkinen, Peter Johansson
9  Copyright (C) 2007 Peter Johansson
10
11  This file is part of the yat library, http://trac.thep.lu.se/trac/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 vector;
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    ///
54    ///
55    AUC(bool absolute=true);
56
57    /// Function taking \a value, \a target (+1 or -1) and vector
58    /// defining what samples to use. The score is equivalent to
59    /// Mann-Whitney statistics.
60    /// @return the area under the ROC curve. If the area is less
61    /// than 0.5 and absolute=true, 1-area is returned. Complexity is
62    /// \f$ N\log N \f$ where \f$ N \f$ is number of samples.
63    ///
64    double score(const classifier::Target& target, 
65                 const utility::vector& value) const; 
66   
67    /**
68        Function taking values, target, weight and a vector defining
69        what samples to use. The area is defines as \f$ \frac{\sum
70        w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
71        over all pairs where value+ is larger than value-. The
72        denominator goes over all pairs. If target is equal to 1,
73        sample belonges to class + otherwise sample belongs to class
74        -. @return wheighted version of area under the ROC curve. If
75        the area is less than 0.5 and absolute=true, 1-area is
76        returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
77        of samples.
78    */
79    double score(const classifier::Target& target, 
80                 const classifier::DataLookupWeighted1D& value) const; 
81
82    /**
83        Function taking values, target, weight and a vector defining
84        what samples to use. The area is defines as \f$ \frac{\sum
85        w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
86        over all pairs where value+ is larger than value-. The
87        denominator goes over all pairs. If target is equal to 1,
88        sample belonges to class + otherwise sample belongs to class
89        -. @return wheighted version of area under the ROC curve. If
90        the area is less than 0.5 and absolute=true, 1-area is
91        returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
92        of samples.
93    */
94    double score(const classifier::Target& target, 
95                 const utility::vector& value, 
96                 const utility::vector& weight) const; 
97
98  private:
99    friend class ROC;
100
101    typedef std::multimap<double, std::pair<bool, double> > MultiMap;
102    double score(const MultiMap&) const;
103   
104  };
105
106}}} // of namespace statistics, yat, and theplu
107
108#endif
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