projektAI/venv/Lib/site-packages/sklearn/metrics/_scorer.py
2021-06-06 22:13:05 +02:00

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)