public static FinalFuncResult GetResult(IEnumerable <RocItem> rows, double prct)
{
var scoreList = rows as RocItem[] ?? rows.ToArray();
int listLen = scoreList.Count();
int nup = (int)(listLen * prct) + 1; // outflow set length
int idx = 0;
int tp = 0;
int closed = 0;
double loss = 0;
double eps = 0.001;
foreach (var item in scoreList)
{
idx++;
item.Predicted = idx <= nup ? 1 : 0;
if (item.Predicted > 0 && item.Target > 0)
{
tp++;
}
if (item.Target > 0)
{
closed++;
}
double ypred = Math.Min(Math.Max(item.Prob, eps), 1 - eps);
double yi = item.Target;
double lpart = yi * Math.Log(ypred) + (1 - yi) * Math.Log(1 - ypred);
loss += lpart;
}
var points = new List <RocPoint>();
double auc = GetRocArea(scoreList, points, listLen);
double recall = tp / (double)closed;
double precision = tp >= nup ? 1 : (tp / (double)nup);
double logLoss = -loss / listLen;
double fmeasure = 2 * precision * recall / (precision + recall);
var result = new FinalFuncResult();
result.AUC = auc;
result.Recall = recall;
result.Precision = precision;
result.LogLoss = logLoss;
result.FMeasure = fmeasure;
result.RocPoints = points;
result.OutflowLength = nup;
return(result);
}
public void AddStepResult(FinalFuncResult res, int n)
{
if (!ResDict.ContainsKey(n))
{
ResDict.Add(n, res);
}
if (_best < res.AUC)
{
BestResult = res;
_best = res.AUC;
}
LastResult = res;
}
public static FinalFuncResult GetResult(IEnumerable<RocItem> rows, double prct)
{
int listLen = rows.Count();
int nup = (int)(listLen * prct) + 1; // outflow set length
int idx = 0;
int tp = 0;
int closed = 0;
double loss = 0;
double eps = 0.001;
foreach (var item in rows)
{
idx++;
//item.Predicted = idx <= nup ? 1 : 0;
if (item.Predicted > 0 && item.Target > 0) tp++;
if (item.Target > 0) closed++;
double ypred = Math.Min(Math.Max(item.Prob, eps), 1 - eps);
double yi = item.Target;
double lpart = yi * Math.Log(ypred) + (1 - yi) * Math.Log(1 - ypred);
loss += lpart;
}
var points = new List<RocPoint>();
double auc = GetRocArea(rows, points, listLen);
double recall = tp / (double)closed;
double precision = tp >= nup ? 1 : (tp / (double)nup);
double logLoss = -loss / listLen;
double fmeasure = 2*precision*recall/(precision + recall);
var result = new FinalFuncResult();
result.AUC = auc;
result.Recall = recall;
result.Precision = precision;
result.LogLoss = logLoss;
result.FMeasure = fmeasure;
result.RocPoints = points;
result.OutflowLength = nup;
return result;
}
