744 lines
29 KiB
Python
744 lines
29 KiB
Python
|
"""
|
||
|
The :mod:`sklearn.metrics.scorer` submodule implements a flexible
|
||
|
interface for model selection and evaluation using
|
||
|
arbitrary score functions.
|
||
|
|
||
|
A scorer object is a callable that can be passed to
|
||
|
:class:`~sklearn.model_selection.GridSearchCV` or
|
||
|
:func:`sklearn.model_selection.cross_val_score` as the ``scoring``
|
||
|
parameter, to specify how a model should be evaluated.
|
||
|
|
||
|
The signature of the call is ``(estimator, X, y)`` where ``estimator``
|
||
|
is the model to be evaluated, ``X`` is the test data and ``y`` is the
|
||
|
ground truth labeling (or ``None`` in the case of unsupervised models).
|
||
|
"""
|
||
|
|
||
|
# Authors: Andreas Mueller <amueller@ais.uni-bonn.de>
|
||
|
# Lars Buitinck
|
||
|
# Arnaud Joly <arnaud.v.joly@gmail.com>
|
||
|
# License: Simplified BSD
|
||
|
|
||
|
from collections.abc import Iterable
|
||
|
from functools import partial
|
||
|
from collections import Counter
|
||
|
|
||
|
import numpy as np
|
||
|
|
||
|
from . import (r2_score, median_absolute_error, max_error, mean_absolute_error,
|
||
|
mean_squared_error, mean_squared_log_error,
|
||
|
mean_poisson_deviance, mean_gamma_deviance, accuracy_score,
|
||
|
top_k_accuracy_score, f1_score, roc_auc_score,
|
||
|
average_precision_score, precision_score, recall_score,
|
||
|
log_loss, balanced_accuracy_score, explained_variance_score,
|
||
|
brier_score_loss, jaccard_score, mean_absolute_percentage_error)
|
||
|
|
||
|
from .cluster import adjusted_rand_score
|
||
|
from .cluster import rand_score
|
||
|
from .cluster import homogeneity_score
|
||
|
from .cluster import completeness_score
|
||
|
from .cluster import v_measure_score
|
||
|
from .cluster import mutual_info_score
|
||
|
from .cluster import adjusted_mutual_info_score
|
||
|
from .cluster import normalized_mutual_info_score
|
||
|
from .cluster import fowlkes_mallows_score
|
||
|
|
||
|
from ..utils.multiclass import type_of_target
|
||
|
from ..utils.validation import _deprecate_positional_args
|
||
|
from ..base import is_regressor
|
||
|
|
||
|
|
||
|
def _cached_call(cache, estimator, method, *args, **kwargs):
|
||
|
"""Call estimator with method and args and kwargs."""
|
||
|
if cache is None:
|
||
|
return getattr(estimator, method)(*args, **kwargs)
|
||
|
|
||
|
try:
|
||
|
return cache[method]
|
||
|
except KeyError:
|
||
|
result = getattr(estimator, method)(*args, **kwargs)
|
||
|
cache[method] = result
|
||
|
return result
|
||
|
|
||
|
|
||
|
class _MultimetricScorer:
|
||
|
"""Callable for multimetric scoring used to avoid repeated calls
|
||
|
to `predict_proba`, `predict`, and `decision_function`.
|
||
|
|
||
|
`_MultimetricScorer` will return a dictionary of scores corresponding to
|
||
|
the scorers in the dictionary. Note that `_MultimetricScorer` can be
|
||
|
created with a dictionary with one key (i.e. only one actual scorer).
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
scorers : dict
|
||
|
Dictionary mapping names to callable scorers.
|
||
|
"""
|
||
|
def __init__(self, **scorers):
|
||
|
self._scorers = scorers
|
||
|
|
||
|
def __call__(self, estimator, *args, **kwargs):
|
||
|
"""Evaluate predicted target values."""
|
||
|
scores = {}
|
||
|
cache = {} if self._use_cache(estimator) else None
|
||
|
cached_call = partial(_cached_call, cache)
|
||
|
|
||
|
for name, scorer in self._scorers.items():
|
||
|
if isinstance(scorer, _BaseScorer):
|
||
|
score = scorer._score(cached_call, estimator,
|
||
|
*args, **kwargs)
|
||
|
else:
|
||
|
score = scorer(estimator, *args, **kwargs)
|
||
|
scores[name] = score
|
||
|
return scores
|
||
|
|
||
|
def _use_cache(self, estimator):
|
||
|
"""Return True if using a cache is beneficial.
|
||
|
|
||
|
Caching may be beneficial when one of these conditions holds:
|
||
|
- `_ProbaScorer` will be called twice.
|
||
|
- `_PredictScorer` will be called twice.
|
||
|
- `_ThresholdScorer` will be called twice.
|
||
|
- `_ThresholdScorer` and `_PredictScorer` are called and
|
||
|
estimator is a regressor.
|
||
|
- `_ThresholdScorer` and `_ProbaScorer` are called and
|
||
|
estimator does not have a `decision_function` attribute.
|
||
|
|
||
|
"""
|
||
|
if len(self._scorers) == 1: # Only one scorer
|
||
|
return False
|
||
|
|
||
|
counter = Counter([type(v) for v in self._scorers.values()])
|
||
|
|
||
|
if any(counter[known_type] > 1 for known_type in
|
||
|
[_PredictScorer, _ProbaScorer, _ThresholdScorer]):
|
||
|
return True
|
||
|
|
||
|
if counter[_ThresholdScorer]:
|
||
|
if is_regressor(estimator) and counter[_PredictScorer]:
|
||
|
return True
|
||
|
elif (counter[_ProbaScorer] and
|
||
|
not hasattr(estimator, "decision_function")):
|
||
|
return True
|
||
|
return False
|
||
|
|
||
|
|
||
|
class _BaseScorer:
|
||
|
def __init__(self, score_func, sign, kwargs):
|
||
|
self._kwargs = kwargs
|
||
|
self._score_func = score_func
|
||
|
self._sign = sign
|
||
|
|
||
|
@staticmethod
|
||
|
def _check_pos_label(pos_label, classes):
|
||
|
if pos_label not in list(classes):
|
||
|
raise ValueError(
|
||
|
f"pos_label={pos_label} is not a valid label: {classes}"
|
||
|
)
|
||
|
|
||
|
def _select_proba_binary(self, y_pred, classes):
|
||
|
"""Select the column of the positive label in `y_pred` when
|
||
|
probabilities are provided.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
y_pred : ndarray of shape (n_samples, n_classes)
|
||
|
The prediction given by `predict_proba`.
|
||
|
|
||
|
classes : ndarray of shape (n_classes,)
|
||
|
The class labels for the estimator.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
y_pred : ndarray of shape (n_samples,)
|
||
|
Probability predictions of the positive class.
|
||
|
"""
|
||
|
if y_pred.shape[1] == 2:
|
||
|
pos_label = self._kwargs.get("pos_label", classes[1])
|
||
|
self._check_pos_label(pos_label, classes)
|
||
|
col_idx = np.flatnonzero(classes == pos_label)[0]
|
||
|
return y_pred[:, col_idx]
|
||
|
|
||
|
err_msg = (
|
||
|
f"Got predict_proba of shape {y_pred.shape}, but need "
|
||
|
f"classifier with two classes for {self._score_func.__name__} "
|
||
|
f"scoring"
|
||
|
)
|
||
|
raise ValueError(err_msg)
|
||
|
|
||
|
def __repr__(self):
|
||
|
kwargs_string = "".join([", %s=%s" % (str(k), str(v))
|
||
|
for k, v in self._kwargs.items()])
|
||
|
return ("make_scorer(%s%s%s%s)"
|
||
|
% (self._score_func.__name__,
|
||
|
"" if self._sign > 0 else ", greater_is_better=False",
|
||
|
self._factory_args(), kwargs_string))
|
||
|
|
||
|
def __call__(self, estimator, X, y_true, sample_weight=None):
|
||
|
"""Evaluate predicted target values for X relative to y_true.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
estimator : object
|
||
|
Trained estimator to use for scoring. Must have a predict_proba
|
||
|
method; the output of that is used to compute the score.
|
||
|
|
||
|
X : {array-like, sparse matrix}
|
||
|
Test data that will be fed to estimator.predict.
|
||
|
|
||
|
y_true : array-like
|
||
|
Gold standard target values for X.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
Sample weights.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
score : float
|
||
|
Score function applied to prediction of estimator on X.
|
||
|
"""
|
||
|
return self._score(partial(_cached_call, None), estimator, X, y_true,
|
||
|
sample_weight=sample_weight)
|
||
|
|
||
|
def _factory_args(self):
|
||
|
"""Return non-default make_scorer arguments for repr."""
|
||
|
return ""
|
||
|
|
||
|
|
||
|
class _PredictScorer(_BaseScorer):
|
||
|
def _score(self, method_caller, estimator, X, y_true, sample_weight=None):
|
||
|
"""Evaluate predicted target values for X relative to y_true.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
method_caller : callable
|
||
|
Returns predictions given an estimator, method name, and other
|
||
|
arguments, potentially caching results.
|
||
|
|
||
|
estimator : object
|
||
|
Trained estimator to use for scoring. Must have a `predict`
|
||
|
method; the output of that is used to compute the score.
|
||
|
|
||
|
X : {array-like, sparse matrix}
|
||
|
Test data that will be fed to estimator.predict.
|
||
|
|
||
|
y_true : array-like
|
||
|
Gold standard target values for X.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
Sample weights.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
score : float
|
||
|
Score function applied to prediction of estimator on X.
|
||
|
"""
|
||
|
|
||
|
y_pred = method_caller(estimator, "predict", X)
|
||
|
if sample_weight is not None:
|
||
|
return self._sign * self._score_func(y_true, y_pred,
|
||
|
sample_weight=sample_weight,
|
||
|
**self._kwargs)
|
||
|
else:
|
||
|
return self._sign * self._score_func(y_true, y_pred,
|
||
|
**self._kwargs)
|
||
|
|
||
|
|
||
|
class _ProbaScorer(_BaseScorer):
|
||
|
def _score(self, method_caller, clf, X, y, sample_weight=None):
|
||
|
"""Evaluate predicted probabilities for X relative to y_true.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
method_caller : callable
|
||
|
Returns predictions given an estimator, method name, and other
|
||
|
arguments, potentially caching results.
|
||
|
|
||
|
clf : object
|
||
|
Trained classifier to use for scoring. Must have a `predict_proba`
|
||
|
method; the output of that is used to compute the score.
|
||
|
|
||
|
X : {array-like, sparse matrix}
|
||
|
Test data that will be fed to clf.predict_proba.
|
||
|
|
||
|
y : array-like
|
||
|
Gold standard target values for X. These must be class labels,
|
||
|
not probabilities.
|
||
|
|
||
|
sample_weight : array-like, default=None
|
||
|
Sample weights.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
score : float
|
||
|
Score function applied to prediction of estimator on X.
|
||
|
"""
|
||
|
|
||
|
y_type = type_of_target(y)
|
||
|
y_pred = method_caller(clf, "predict_proba", X)
|
||
|
if y_type == "binary" and y_pred.shape[1] <= 2:
|
||
|
# `y_type` could be equal to "binary" even in a multi-class
|
||
|
# problem: (when only 2 class are given to `y_true` during scoring)
|
||
|
# Thus, we need to check for the shape of `y_pred`.
|
||
|
y_pred = self._select_proba_binary(y_pred, clf.classes_)
|
||
|
if sample_weight is not None:
|
||
|
return self._sign * self._score_func(y, y_pred,
|
||
|
sample_weight=sample_weight,
|
||
|
**self._kwargs)
|
||
|
else:
|
||
|
return self._sign * self._score_func(y, y_pred, **self._kwargs)
|
||
|
|
||
|
def _factory_args(self):
|
||
|
return ", needs_proba=True"
|
||
|
|
||
|
|
||
|
class _ThresholdScorer(_BaseScorer):
|
||
|
def _score(self, method_caller, clf, X, y, sample_weight=None):
|
||
|
"""Evaluate decision function output for X relative to y_true.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
method_caller : callable
|
||
|
Returns predictions given an estimator, method name, and other
|
||
|
arguments, potentially caching results.
|
||
|
|
||
|
clf : object
|
||
|
Trained classifier to use for scoring. Must have either a
|
||
|
decision_function method or a predict_proba method; the output of
|
||
|
that is used to compute the score.
|
||
|
|
||
|
X : {array-like, sparse matrix}
|
||
|
Test data that will be fed to clf.decision_function or
|
||
|
clf.predict_proba.
|
||
|
|
||
|
y : array-like
|
||
|
Gold standard target values for X. These must be class labels,
|
||
|
not decision function values.
|
||
|
|
||
|
sample_weight : array-like, default=None
|
||
|
Sample weights.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
score : float
|
||
|
Score function applied to prediction of estimator on X.
|
||
|
"""
|
||
|
|
||
|
y_type = type_of_target(y)
|
||
|
if y_type not in ("binary", "multilabel-indicator"):
|
||
|
raise ValueError("{0} format is not supported".format(y_type))
|
||
|
|
||
|
if is_regressor(clf):
|
||
|
y_pred = method_caller(clf, "predict", X)
|
||
|
else:
|
||
|
try:
|
||
|
y_pred = method_caller(clf, "decision_function", X)
|
||
|
|
||
|
if isinstance(y_pred, list):
|
||
|
# For multi-output multi-class estimator
|
||
|
y_pred = np.vstack([p for p in y_pred]).T
|
||
|
elif y_type == "binary" and "pos_label" in self._kwargs:
|
||
|
self._check_pos_label(
|
||
|
self._kwargs["pos_label"], clf.classes_
|
||
|
)
|
||
|
if self._kwargs["pos_label"] == clf.classes_[0]:
|
||
|
# The implicit positive class of the binary classifier
|
||
|
# does not match `pos_label`: we need to invert the
|
||
|
# predictions
|
||
|
y_pred *= -1
|
||
|
|
||
|
except (NotImplementedError, AttributeError):
|
||
|
y_pred = method_caller(clf, "predict_proba", X)
|
||
|
|
||
|
if y_type == "binary":
|
||
|
y_pred = self._select_proba_binary(y_pred, clf.classes_)
|
||
|
elif isinstance(y_pred, list):
|
||
|
y_pred = np.vstack([p[:, -1] for p in y_pred]).T
|
||
|
|
||
|
if sample_weight is not None:
|
||
|
return self._sign * self._score_func(y, y_pred,
|
||
|
sample_weight=sample_weight,
|
||
|
**self._kwargs)
|
||
|
else:
|
||
|
return self._sign * self._score_func(y, y_pred, **self._kwargs)
|
||
|
|
||
|
def _factory_args(self):
|
||
|
return ", needs_threshold=True"
|
||
|
|
||
|
|
||
|
def get_scorer(scoring):
|
||
|
"""Get a scorer from string.
|
||
|
|
||
|
Read more in the :ref:`User Guide <scoring_parameter>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
scoring : str or callable
|
||
|
Scoring method as string. If callable it is returned as is.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
scorer : callable
|
||
|
The scorer.
|
||
|
"""
|
||
|
if isinstance(scoring, str):
|
||
|
try:
|
||
|
scorer = SCORERS[scoring]
|
||
|
except KeyError:
|
||
|
raise ValueError('%r is not a valid scoring value. '
|
||
|
'Use sorted(sklearn.metrics.SCORERS.keys()) '
|
||
|
'to get valid options.' % scoring)
|
||
|
else:
|
||
|
scorer = scoring
|
||
|
return scorer
|
||
|
|
||
|
|
||
|
def _passthrough_scorer(estimator, *args, **kwargs):
|
||
|
"""Function that wraps estimator.score"""
|
||
|
return estimator.score(*args, **kwargs)
|
||
|
|
||
|
|
||
|
@_deprecate_positional_args
|
||
|
def check_scoring(estimator, scoring=None, *, allow_none=False):
|
||
|
"""Determine scorer from user options.
|
||
|
|
||
|
A TypeError will be thrown if the estimator cannot be scored.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
estimator : estimator object implementing 'fit'
|
||
|
The object to use to fit the data.
|
||
|
|
||
|
scoring : str or callable, default=None
|
||
|
A string (see model evaluation documentation) or
|
||
|
a scorer callable object / function with signature
|
||
|
``scorer(estimator, X, y)``.
|
||
|
|
||
|
allow_none : bool, default=False
|
||
|
If no scoring is specified and the estimator has no score function, we
|
||
|
can either return None or raise an exception.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
scoring : callable
|
||
|
A scorer callable object / function with signature
|
||
|
``scorer(estimator, X, y)``.
|
||
|
"""
|
||
|
if not hasattr(estimator, 'fit'):
|
||
|
raise TypeError("estimator should be an estimator implementing "
|
||
|
"'fit' method, %r was passed" % estimator)
|
||
|
if isinstance(scoring, str):
|
||
|
return get_scorer(scoring)
|
||
|
elif callable(scoring):
|
||
|
# Heuristic to ensure user has not passed a metric
|
||
|
module = getattr(scoring, '__module__', None)
|
||
|
if hasattr(module, 'startswith') and \
|
||
|
module.startswith('sklearn.metrics.') and \
|
||
|
not module.startswith('sklearn.metrics._scorer') and \
|
||
|
not module.startswith('sklearn.metrics.tests.'):
|
||
|
raise ValueError('scoring value %r looks like it is a metric '
|
||
|
'function rather than a scorer. A scorer should '
|
||
|
'require an estimator as its first parameter. '
|
||
|
'Please use `make_scorer` to convert a metric '
|
||
|
'to a scorer.' % scoring)
|
||
|
return get_scorer(scoring)
|
||
|
elif scoring is None:
|
||
|
if hasattr(estimator, 'score'):
|
||
|
return _passthrough_scorer
|
||
|
elif allow_none:
|
||
|
return None
|
||
|
else:
|
||
|
raise TypeError(
|
||
|
"If no scoring is specified, the estimator passed should "
|
||
|
"have a 'score' method. The estimator %r does not."
|
||
|
% estimator)
|
||
|
elif isinstance(scoring, Iterable):
|
||
|
raise ValueError("For evaluating multiple scores, use "
|
||
|
"sklearn.model_selection.cross_validate instead. "
|
||
|
"{0} was passed.".format(scoring))
|
||
|
else:
|
||
|
raise ValueError("scoring value should either be a callable, string or"
|
||
|
" None. %r was passed" % scoring)
|
||
|
|
||
|
|
||
|
def _check_multimetric_scoring(estimator, scoring):
|
||
|
"""Check the scoring parameter in cases when multiple metrics are allowed.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
estimator : sklearn estimator instance
|
||
|
The estimator for which the scoring will be applied.
|
||
|
|
||
|
scoring : list, tuple or dict
|
||
|
Strategy to evaluate the performance of the cross-validated model on
|
||
|
the test set.
|
||
|
|
||
|
The possibilities are:
|
||
|
|
||
|
- a list or tuple of unique strings;
|
||
|
- a callable returning a dictionary where they keys are the metric
|
||
|
names and the values are the metric scores;
|
||
|
- a dictionary with metric names as keys and callables a values.
|
||
|
|
||
|
See :ref:`multimetric_grid_search` for an example.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
scorers_dict : dict
|
||
|
A dict mapping each scorer name to its validated scorer.
|
||
|
"""
|
||
|
err_msg_generic = (
|
||
|
f"scoring is invalid (got {scoring!r}). Refer to the "
|
||
|
"scoring glossary for details: "
|
||
|
"https://scikit-learn.org/stable/glossary.html#term-scoring")
|
||
|
|
||
|
if isinstance(scoring, (list, tuple, set)):
|
||
|
err_msg = ("The list/tuple elements must be unique "
|
||
|
"strings of predefined scorers. ")
|
||
|
invalid = False
|
||
|
try:
|
||
|
keys = set(scoring)
|
||
|
except TypeError:
|
||
|
invalid = True
|
||
|
if invalid:
|
||
|
raise ValueError(err_msg)
|
||
|
|
||
|
if len(keys) != len(scoring):
|
||
|
raise ValueError(f"{err_msg} Duplicate elements were found in"
|
||
|
f" the given list. {scoring!r}")
|
||
|
elif len(keys) > 0:
|
||
|
if not all(isinstance(k, str) for k in keys):
|
||
|
if any(callable(k) for k in keys):
|
||
|
raise ValueError(f"{err_msg} One or more of the elements "
|
||
|
"were callables. Use a dict of score "
|
||
|
"name mapped to the scorer callable. "
|
||
|
f"Got {scoring!r}")
|
||
|
else:
|
||
|
raise ValueError(f"{err_msg} Non-string types were found "
|
||
|
f"in the given list. Got {scoring!r}")
|
||
|
scorers = {scorer: check_scoring(estimator, scoring=scorer)
|
||
|
for scorer in scoring}
|
||
|
else:
|
||
|
raise ValueError(f"{err_msg} Empty list was given. {scoring!r}")
|
||
|
|
||
|
elif isinstance(scoring, dict):
|
||
|
keys = set(scoring)
|
||
|
if not all(isinstance(k, str) for k in keys):
|
||
|
raise ValueError("Non-string types were found in the keys of "
|
||
|
f"the given dict. scoring={scoring!r}")
|
||
|
if len(keys) == 0:
|
||
|
raise ValueError(f"An empty dict was passed. {scoring!r}")
|
||
|
scorers = {key: check_scoring(estimator, scoring=scorer)
|
||
|
for key, scorer in scoring.items()}
|
||
|
else:
|
||
|
raise ValueError(err_msg_generic)
|
||
|
return scorers
|
||
|
|
||
|
|
||
|
@_deprecate_positional_args
|
||
|
def make_scorer(score_func, *, greater_is_better=True, needs_proba=False,
|
||
|
needs_threshold=False, **kwargs):
|
||
|
"""Make a scorer from a performance metric or loss function.
|
||
|
|
||
|
This factory function wraps scoring functions for use in
|
||
|
:class:`~sklearn.model_selection.GridSearchCV` and
|
||
|
:func:`~sklearn.model_selection.cross_val_score`.
|
||
|
It takes a score function, such as :func:`~sklearn.metrics.accuracy_score`,
|
||
|
:func:`~sklearn.metrics.mean_squared_error`,
|
||
|
:func:`~sklearn.metrics.adjusted_rand_index` or
|
||
|
:func:`~sklearn.metrics.average_precision`
|
||
|
and returns a callable that scores an estimator's output.
|
||
|
The signature of the call is `(estimator, X, y)` where `estimator`
|
||
|
is the model to be evaluated, `X` is the data and `y` is the
|
||
|
ground truth labeling (or `None` in the case of unsupervised models).
|
||
|
|
||
|
Read more in the :ref:`User Guide <scoring>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
score_func : callable
|
||
|
Score function (or loss function) with signature
|
||
|
``score_func(y, y_pred, **kwargs)``.
|
||
|
|
||
|
greater_is_better : bool, default=True
|
||
|
Whether score_func is a score function (default), meaning high is good,
|
||
|
or a loss function, meaning low is good. In the latter case, the
|
||
|
scorer object will sign-flip the outcome of the score_func.
|
||
|
|
||
|
needs_proba : bool, default=False
|
||
|
Whether score_func requires predict_proba to get probability estimates
|
||
|
out of a classifier.
|
||
|
|
||
|
If True, for binary `y_true`, the score function is supposed to accept
|
||
|
a 1D `y_pred` (i.e., probability of the positive class, shape
|
||
|
`(n_samples,)`).
|
||
|
|
||
|
needs_threshold : bool, default=False
|
||
|
Whether score_func takes a continuous decision certainty.
|
||
|
This only works for binary classification using estimators that
|
||
|
have either a decision_function or predict_proba method.
|
||
|
|
||
|
If True, for binary `y_true`, the score function is supposed to accept
|
||
|
a 1D `y_pred` (i.e., probability of the positive class or the decision
|
||
|
function, shape `(n_samples,)`).
|
||
|
|
||
|
For example ``average_precision`` or the area under the roc curve
|
||
|
can not be computed using discrete predictions alone.
|
||
|
|
||
|
**kwargs : additional arguments
|
||
|
Additional parameters to be passed to score_func.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
scorer : callable
|
||
|
Callable object that returns a scalar score; greater is better.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.metrics import fbeta_score, make_scorer
|
||
|
>>> ftwo_scorer = make_scorer(fbeta_score, beta=2)
|
||
|
>>> ftwo_scorer
|
||
|
make_scorer(fbeta_score, beta=2)
|
||
|
>>> from sklearn.model_selection import GridSearchCV
|
||
|
>>> from sklearn.svm import LinearSVC
|
||
|
>>> grid = GridSearchCV(LinearSVC(), param_grid={'C': [1, 10]},
|
||
|
... scoring=ftwo_scorer)
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
If `needs_proba=False` and `needs_threshold=False`, the score
|
||
|
function is supposed to accept the output of :term:`predict`. If
|
||
|
`needs_proba=True`, the score function is supposed to accept the
|
||
|
output of :term:`predict_proba` (For binary `y_true`, the score function is
|
||
|
supposed to accept probability of the positive class). If
|
||
|
`needs_threshold=True`, the score function is supposed to accept the
|
||
|
output of :term:`decision_function`.
|
||
|
"""
|
||
|
sign = 1 if greater_is_better else -1
|
||
|
if needs_proba and needs_threshold:
|
||
|
raise ValueError("Set either needs_proba or needs_threshold to True,"
|
||
|
" but not both.")
|
||
|
if needs_proba:
|
||
|
cls = _ProbaScorer
|
||
|
elif needs_threshold:
|
||
|
cls = _ThresholdScorer
|
||
|
else:
|
||
|
cls = _PredictScorer
|
||
|
return cls(score_func, sign, kwargs)
|
||
|
|
||
|
|
||
|
# Standard regression scores
|
||
|
explained_variance_scorer = make_scorer(explained_variance_score)
|
||
|
r2_scorer = make_scorer(r2_score)
|
||
|
max_error_scorer = make_scorer(max_error,
|
||
|
greater_is_better=False)
|
||
|
neg_mean_squared_error_scorer = make_scorer(mean_squared_error,
|
||
|
greater_is_better=False)
|
||
|
neg_mean_squared_log_error_scorer = make_scorer(mean_squared_log_error,
|
||
|
greater_is_better=False)
|
||
|
neg_mean_absolute_error_scorer = make_scorer(mean_absolute_error,
|
||
|
greater_is_better=False)
|
||
|
neg_mean_absolute_percentage_error_scorer = make_scorer(
|
||
|
mean_absolute_percentage_error, greater_is_better=False
|
||
|
)
|
||
|
neg_median_absolute_error_scorer = make_scorer(median_absolute_error,
|
||
|
greater_is_better=False)
|
||
|
neg_root_mean_squared_error_scorer = make_scorer(mean_squared_error,
|
||
|
greater_is_better=False,
|
||
|
squared=False)
|
||
|
neg_mean_poisson_deviance_scorer = make_scorer(
|
||
|
mean_poisson_deviance, greater_is_better=False
|
||
|
)
|
||
|
|
||
|
neg_mean_gamma_deviance_scorer = make_scorer(
|
||
|
mean_gamma_deviance, greater_is_better=False
|
||
|
)
|
||
|
|
||
|
# Standard Classification Scores
|
||
|
accuracy_scorer = make_scorer(accuracy_score)
|
||
|
balanced_accuracy_scorer = make_scorer(balanced_accuracy_score)
|
||
|
|
||
|
# Score functions that need decision values
|
||
|
top_k_accuracy_scorer = make_scorer(top_k_accuracy_score,
|
||
|
greater_is_better=True,
|
||
|
needs_threshold=True)
|
||
|
roc_auc_scorer = make_scorer(roc_auc_score, greater_is_better=True,
|
||
|
needs_threshold=True)
|
||
|
average_precision_scorer = make_scorer(average_precision_score,
|
||
|
needs_threshold=True)
|
||
|
roc_auc_ovo_scorer = make_scorer(roc_auc_score, needs_proba=True,
|
||
|
multi_class='ovo')
|
||
|
roc_auc_ovo_weighted_scorer = make_scorer(roc_auc_score, needs_proba=True,
|
||
|
multi_class='ovo',
|
||
|
average='weighted')
|
||
|
roc_auc_ovr_scorer = make_scorer(roc_auc_score, needs_proba=True,
|
||
|
multi_class='ovr')
|
||
|
roc_auc_ovr_weighted_scorer = make_scorer(roc_auc_score, needs_proba=True,
|
||
|
multi_class='ovr',
|
||
|
average='weighted')
|
||
|
|
||
|
# Score function for probabilistic classification
|
||
|
neg_log_loss_scorer = make_scorer(log_loss, greater_is_better=False,
|
||
|
needs_proba=True)
|
||
|
neg_brier_score_scorer = make_scorer(brier_score_loss,
|
||
|
greater_is_better=False,
|
||
|
needs_proba=True)
|
||
|
brier_score_loss_scorer = make_scorer(brier_score_loss,
|
||
|
greater_is_better=False,
|
||
|
needs_proba=True)
|
||
|
|
||
|
|
||
|
# Clustering scores
|
||
|
adjusted_rand_scorer = make_scorer(adjusted_rand_score)
|
||
|
rand_scorer = make_scorer(rand_score)
|
||
|
homogeneity_scorer = make_scorer(homogeneity_score)
|
||
|
completeness_scorer = make_scorer(completeness_score)
|
||
|
v_measure_scorer = make_scorer(v_measure_score)
|
||
|
mutual_info_scorer = make_scorer(mutual_info_score)
|
||
|
adjusted_mutual_info_scorer = make_scorer(adjusted_mutual_info_score)
|
||
|
normalized_mutual_info_scorer = make_scorer(normalized_mutual_info_score)
|
||
|
fowlkes_mallows_scorer = make_scorer(fowlkes_mallows_score)
|
||
|
|
||
|
|
||
|
SCORERS = dict(explained_variance=explained_variance_scorer,
|
||
|
r2=r2_scorer,
|
||
|
max_error=max_error_scorer,
|
||
|
neg_median_absolute_error=neg_median_absolute_error_scorer,
|
||
|
neg_mean_absolute_error=neg_mean_absolute_error_scorer,
|
||
|
neg_mean_absolute_percentage_error=neg_mean_absolute_percentage_error_scorer, # noqa
|
||
|
neg_mean_squared_error=neg_mean_squared_error_scorer,
|
||
|
neg_mean_squared_log_error=neg_mean_squared_log_error_scorer,
|
||
|
neg_root_mean_squared_error=neg_root_mean_squared_error_scorer,
|
||
|
neg_mean_poisson_deviance=neg_mean_poisson_deviance_scorer,
|
||
|
neg_mean_gamma_deviance=neg_mean_gamma_deviance_scorer,
|
||
|
accuracy=accuracy_scorer,
|
||
|
top_k_accuracy=top_k_accuracy_scorer,
|
||
|
roc_auc=roc_auc_scorer,
|
||
|
roc_auc_ovr=roc_auc_ovr_scorer,
|
||
|
roc_auc_ovo=roc_auc_ovo_scorer,
|
||
|
roc_auc_ovr_weighted=roc_auc_ovr_weighted_scorer,
|
||
|
roc_auc_ovo_weighted=roc_auc_ovo_weighted_scorer,
|
||
|
balanced_accuracy=balanced_accuracy_scorer,
|
||
|
average_precision=average_precision_scorer,
|
||
|
neg_log_loss=neg_log_loss_scorer,
|
||
|
neg_brier_score=neg_brier_score_scorer,
|
||
|
# Cluster metrics that use supervised evaluation
|
||
|
adjusted_rand_score=adjusted_rand_scorer,
|
||
|
rand_score=rand_scorer,
|
||
|
homogeneity_score=homogeneity_scorer,
|
||
|
completeness_score=completeness_scorer,
|
||
|
v_measure_score=v_measure_scorer,
|
||
|
mutual_info_score=mutual_info_scorer,
|
||
|
adjusted_mutual_info_score=adjusted_mutual_info_scorer,
|
||
|
normalized_mutual_info_score=normalized_mutual_info_scorer,
|
||
|
fowlkes_mallows_score=fowlkes_mallows_scorer)
|
||
|
|
||
|
|
||
|
for name, metric in [('precision', precision_score),
|
||
|
('recall', recall_score), ('f1', f1_score),
|
||
|
('jaccard', jaccard_score)]:
|
||
|
SCORERS[name] = make_scorer(metric, average='binary')
|
||
|
for average in ['macro', 'micro', 'samples', 'weighted']:
|
||
|
qualified_name = '{0}_{1}'.format(name, average)
|
||
|
SCORERS[qualified_name] = make_scorer(metric, pos_label=None,
|
||
|
average=average)
|