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Jan 27, 2020
Merged

Remove obsolete code in BinaryClassifierEvaluator #4694

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175 changes: 0 additions & 175 deletions src/Microsoft.ML.Data/Evaluators/BinaryClassifierEvaluator.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -1457,184 +1457,9 @@ private bool TryGetPrMetrics(Dictionary<string, IDataView>[] metrics, out IDataV
if (metrics.Length != 1)
pr = AppendRowsDataView.Create(Host, prList[0].Schema, prList.ToArray());

#if !CORECLR
SavePrPlots(prList);
#endif
return true;
}

#if !CORECLR
// Vertical averaging.
private void SavePrPlots(List<IDataView> prList)
{
Host.AssertNonEmpty(prList);

//PR curve
var prPlot = new XYPlot();
prPlot.LegendX = "Recall";
prPlot.LegendY = "Precision";
prPlot.MinX = 0;
prPlot.MaxX = 1;
prPlot.MinY = 0;
prPlot.MaxY = 1;
prPlot.InitializeChart(addLegend: false);

var avgPoints = GetCurve(prList, BinaryClassifierEvaluator.Recall, BinaryClassifierEvaluator.Precision, 1);

prPlot.AddCurveXY(avgPoints, "");
if (prList.Count > 1)
{
var decimated = new List<XYPlot.XYPoint>();
double currentX = 0.0;
const double increment = 0.1;
foreach (var t in avgPoints.OrderBy(q => q.X))
{
if (t.X >= currentX)
{
decimated.Add(t);
currentX += increment;
}
}
prPlot.AddMarkerXYErr(decimated, "");
}

string basename = _prFileName;
if (basename.Length > 4 && basename[basename.Length - 4] == '.')
basename = basename.Substring(0, basename.Length - 4);

prPlot.Save(basename + ".pr.jpg");

avgPoints = GetCurve(prList, BinaryClassifierEvaluator.FalsePositiveRate, BinaryClassifierEvaluator.Recall);

//ROC curve
var rocPlot = new XYPlot();
rocPlot.LegendX = "FPR";
rocPlot.LegendY = "Recall=TPR";
rocPlot.MinX = 0;
rocPlot.MaxX = 1;
rocPlot.MinY = 0;
rocPlot.MaxY = 1;
rocPlot.InitializeChart(addLegend: false);

rocPlot.AddCurveXY(avgPoints, "");
if (prList.Count > 1)
{
var decimated = new List<XYPlot.XYPoint>();
double currentX = 0.0;
double increment = 0.1;
foreach (var t in avgPoints.OrderBy(q => q.X))
{
if (t.X >= currentX)
{
decimated.Add(t);
currentX += increment;
}
}
rocPlot.AddMarkerXYErr(decimated, "");
}
rocPlot.Save(basename + ".roc.jpg");
}

private List<XYPlot.XYPoint> GetCurve(List<IDataView> prList, string xAxisName, string yAxisName, Double yInit = 0)
{
var cursors = new IRowCursor[prList.Count];
var xGetters = new ValueGetter<Double>[prList.Count];
var yGetters = new ValueGetter<Double>[prList.Count];
for (int i = 0; i < prList.Count; i++)
{
int xIndex;
if (!prList[i].Schema.TryGetColumnIndex(xAxisName, out xIndex))
throw Host.Except("Data view does not contain column '{0}'", xAxisName);
int yIndex;
if (!prList[i].Schema.TryGetColumnIndex(yAxisName, out yIndex))
throw Host.Except("Data view does not contain column '{0}'", yAxisName);

cursors[i] = prList[i].GetRowCursor(col => col == xIndex || col == yIndex);
xGetters[i] = cursors[i].GetGetter<Double>(xIndex);
yGetters[i] = cursors[i].GetGetter<Double>(yIndex);
}

var avgPoints = new List<XYPlot.XYPoint>();

var xPrev = new Double[prList.Count];
var xCur = new Double[prList.Count];
var yPrev = new Double[prList.Count];
var yCur = new Double[prList.Count];
if (yInit != 0)
{
for (int i = 0; i < yPrev.Length; i++)
yPrev[i] = yInit;
}

// Get the first points in all the curves.
for (int i = 0; i < cursors.Length; i++)
{
if (cursors[i].MoveNext())
{
xGetters[i](ref xCur[i]);
yGetters[i](ref yCur[i]);
}
}

while (true)
{
// Find the next point as the point with the smallest x value, among the cursors that are not done.
int argMin = -1;
Double min = 2;
for (int i = 0; i < cursors.Length; i++)
{
if (cursors[i].State == CursorState.Done)
continue;

if (xCur[i] < min)
{
min = xCur[i];
argMin = i;
}
}

// We stop when all the cursors are done.
if (argMin < 0)
break;

// Calculate the average and std deviation of y value at x=min.
// Use StdDev = Sqrt(Avg(y^2)-Avg(y)^2), then stdErr = stdDev/Sqrt(sample size)
var yAvg = yCur[argMin];
var yVar = yCur[argMin] * yCur[argMin];
for (int i = 0; i < yCur.Length; i++)
{
if (i == argMin)
continue;

var deltaPos = xCur[i] - xCur[argMin];
var deltaNeg = xCur[argMin] - xPrev[i];
var currentY = (deltaPos * yPrev[i] + deltaNeg * yCur[i]) / (deltaPos + deltaNeg);
yAvg += currentY;
yVar += currentY * currentY;
}
yAvg /= prList.Count;
yVar = yVar / prList.Count - yAvg * yAvg;
var yStdErr = Math.Sqrt(Math.Max(0.0, yVar)) / Math.Sqrt(prList.Count);
avgPoints.Add(new XYPlot.XYPoint(min, yAvg, yStdErr));

// Advanced the cursor whose x value was used for the current point.
xPrev[argMin] = xCur[argMin];
yPrev[argMin] = yCur[argMin];
if (cursors[argMin].MoveNext())
{
xGetters[argMin](ref xCur[argMin]);
yGetters[argMin](ref yCur[argMin]);
}

cursors[argMin].MoveNext();
}

foreach (var curs in cursors)
curs.Dispose();

return avgPoints;
}
#endif
private protected override IEnumerable<string> GetPerInstanceColumnsToSave(RoleMappedSchema schema)
{
Host.CheckValue(schema, nameof(schema));
Expand Down