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b79b9f7740ea55178ba13dbaebea614b718c28db
gonum/stat/roc_test.go
Dan Kortschak 11e9fee16c stat: add TOC function
2021-04-12 18:31:26 +09:30

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// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package stat
import (
"math"
"testing"
"gonum.org/v1/gonum/floats"
)
func TestROC(t *testing.T) {
const tol = 1e-14
cases := []struct {
y []float64
c []bool
w []float64
cutoffs []float64
wantTPR []float64
wantFPR []float64
wantThresh []float64
}{
// Test cases were informed by using sklearn metrics.roc_curve when
// cutoffs is nil, but all test cases (including when cutoffs is not
// nil) were calculated manually.
// Some differences exist between unweighted ROCs from our function
// and metrics.roc_curve which appears to use integer cutoffs in that
// case. sklearn also appears to do some magic that trims leading zeros
// sometimes.
{ // 0
y: []float64{0, 3, 5, 6, 7.5, 8},
c: []bool{false, true, false, true, true, true},
wantTPR: []float64{0, 0.25, 0.5, 0.75, 0.75, 1, 1},
wantFPR: []float64{0, 0, 0, 0, 0.5, 0.5, 1},
wantThresh: []float64{math.Inf(1), 8, 7.5, 6, 5, 3, 0},
},
{ // 1
y: []float64{0, 3, 5, 6, 7.5, 8},
c: []bool{false, true, false, true, true, true},
w: []float64{4, 1, 6, 3, 2, 2},
wantTPR: []float64{0, 0.25, 0.5, 0.875, 0.875, 1, 1},
wantFPR: []float64{0, 0, 0, 0, 0.6, 0.6, 1},
wantThresh: []float64{math.Inf(1), 8, 7.5, 6, 5, 3, 0},
},
{ // 2
y: []float64{0, 3, 5, 6, 7.5, 8},
c: []bool{false, true, false, true, true, true},
cutoffs: []float64{-1, 2, 4, 6, 8},
wantTPR: []float64{0.25, 0.75, 0.75, 1, 1},
wantFPR: []float64{0, 0, 0.5, 0.5, 1},
wantThresh: []float64{8, 6, 4, 2, -1},
},
{ // 3
y: []float64{0, 3, 5, 6, 7.5, 8},
c: []bool{false, true, false, true, true, true},
cutoffs: []float64{-1, 1, 2, 3, 4, 5, 6, 7, 8},
wantTPR: []float64{0.25, 0.5, 0.75, 0.75, 0.75, 1, 1, 1, 1},
wantFPR: []float64{0, 0, 0, 0.5, 0.5, 0.5, 0.5, 0.5, 1},
wantThresh: []float64{8, 7, 6, 5, 4, 3, 2, 1, -1},
},
{ // 4
y: []float64{0, 3, 5, 6, 7.5, 8},
c: []bool{false, true, false, true, true, true},
w: []float64{4, 1, 6, 3, 2, 2},
cutoffs: []float64{-1, 2, 4, 6, 8},
wantTPR: []float64{0.25, 0.875, 0.875, 1, 1},
wantFPR: []float64{0, 0, 0.6, 0.6, 1},
wantThresh: []float64{8, 6, 4, 2, -1},
},
{ // 5
y: []float64{0, 3, 5, 6, 7.5, 8},
c: []bool{false, true, false, true, true, true},
w: []float64{4, 1, 6, 3, 2, 2},
cutoffs: []float64{-1, 1, 2, 3, 4, 5, 6, 7, 8},
wantTPR: []float64{0.25, 0.5, 0.875, 0.875, 0.875, 1, 1, 1, 1},
wantFPR: []float64{0, 0, 0, 0.6, 0.6, 0.6, 0.6, 0.6, 1},
wantThresh: []float64{8, 7, 6, 5, 4, 3, 2, 1, -1},
},
{ // 6
y: []float64{0, 3, 6, 6, 6, 8},
c: []bool{false, true, false, true, true, true},
wantTPR: []float64{0, 0.25, 0.75, 1, 1},
wantFPR: []float64{0, 0, 0.5, 0.5, 1},
wantThresh: []float64{math.Inf(1), 8, 6, 3, 0},
},
{ // 7
y: []float64{0, 3, 6, 6, 6, 8},
c: []bool{false, true, false, true, true, true},
w: []float64{4, 1, 6, 3, 2, 2},
wantTPR: []float64{0, 0.25, 0.875, 1, 1},
wantFPR: []float64{0, 0, 0.6, 0.6, 1},
wantThresh: []float64{math.Inf(1), 8, 6, 3, 0},
},
{ // 8
y: []float64{0, 3, 6, 6, 6, 8},
c: []bool{false, true, false, true, true, true},
cutoffs: []float64{-1, 2, 4, 6, 8},
wantTPR: []float64{0.25, 0.75, 0.75, 1, 1},
wantFPR: []float64{0, 0.5, 0.5, 0.5, 1},
wantThresh: []float64{8, 6, 4, 2, -1},
},
{ // 9
y: []float64{0, 3, 6, 6, 6, 8},
c: []bool{false, true, false, true, true, true},
cutoffs: []float64{-1, 1, 2, 3, 4, 5, 6, 7, 8},
wantTPR: []float64{0.25, 0.25, 0.75, 0.75, 0.75, 1, 1, 1, 1},
wantFPR: []float64{0, 0, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 1},
wantThresh: []float64{8, 7, 6, 5, 4, 3, 2, 1, -1},
},
{ // 10
y: []float64{0, 3, 6, 6, 6, 8},
c: []bool{false, true, false, true, true, true},
w: []float64{4, 1, 6, 3, 2, 2},
cutoffs: []float64{-1, 2, 4, 6, 8},
wantTPR: []float64{0.25, 0.875, 0.875, 1, 1},
wantFPR: []float64{0, 0.6, 0.6, 0.6, 1},
wantThresh: []float64{8, 6, 4, 2, -1},
},
{ // 11
y: []float64{0, 3, 6, 6, 6, 8},
c: []bool{false, true, false, true, true, true},
w: []float64{4, 1, 6, 3, 2, 2},
cutoffs: []float64{-1, 1, 2, 3, 4, 5, 6, 7, 8},
wantTPR: []float64{0.25, 0.25, 0.875, 0.875, 0.875, 1, 1, 1, 1},
wantFPR: []float64{0, 0, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 1},
wantThresh: []float64{8, 7, 6, 5, 4, 3, 2, 1, -1},
},
{ // 12
y: []float64{0.1, 0.35, 0.4, 0.8},
c: []bool{true, false, true, false},
wantTPR: []float64{0, 0, 0.5, 0.5, 1},
wantFPR: []float64{0, 0.5, 0.5, 1, 1},
wantThresh: []float64{math.Inf(1), 0.8, 0.4, 0.35, 0.1},
},
{ // 13
y: []float64{0.1, 0.35, 0.4, 0.8},
c: []bool{false, false, true, true},
wantTPR: []float64{0, 0.5, 1, 1, 1},
wantFPR: []float64{0, 0, 0, 0.5, 1},
wantThresh: []float64{math.Inf(1), 0.8, 0.4, 0.35, 0.1},
},
{ // 14
y: []float64{0.01, 0.02, 0.03, 0.04, 0.05, 0.06, 10},
c: []bool{false, true, false, false, true, true, false},
cutoffs: []float64{-1, 2.5, 5, 7.5, 10},
wantTPR: []float64{0, 0, 0, 0, 1},
wantFPR: []float64{0.25, 0.25, 0.25, 0.25, 1},
wantThresh: []float64{10, 7.5, 5, 2.5, -1},
},
{ // 15
y: []float64{1, 2},
c: []bool{false, false},
wantTPR: []float64{math.NaN(), math.NaN(), math.NaN()},
wantFPR: []float64{0, 0.5, 1},
wantThresh: []float64{math.Inf(1), 2, 1},
},
{ // 16
y: []float64{1, 2},
c: []bool{false, false},
cutoffs: []float64{-1, 2},
wantTPR: []float64{math.NaN(), math.NaN()},
wantFPR: []float64{0.5, 1},
wantThresh: []float64{2, -1},
},
{ // 17
y: []float64{1, 2},
c: []bool{false, false},
cutoffs: []float64{0, 1.2, 1.4, 1.6, 1.8, 2},
wantTPR: []float64{math.NaN(), math.NaN(), math.NaN(), math.NaN(), math.NaN(), math.NaN()},
wantFPR: []float64{0.5, 0.5, 0.5, 0.5, 0.5, 1},
wantThresh: []float64{2, 1.8, 1.6, 1.4, 1.2, 0},
},
{ // 18
y: []float64{1},
c: []bool{false},
wantTPR: []float64{math.NaN(), math.NaN()},
wantFPR: []float64{0, 1},
wantThresh: []float64{math.Inf(1), 1},
},
{ // 19
y: []float64{1},
c: []bool{false},
cutoffs: []float64{-1, 1},
wantTPR: []float64{math.NaN(), math.NaN()},
wantFPR: []float64{1, 1},
wantThresh: []float64{1, -1},
},
{ // 20
y: []float64{1},
c: []bool{true},
wantTPR: []float64{0, 1},
wantFPR: []float64{math.NaN(), math.NaN()},
wantThresh: []float64{math.Inf(1), 1},
},
{ // 21
y: []float64{},
c: []bool{},
wantTPR: nil,
wantFPR: nil,
wantThresh: nil,
},
{ // 22
y: []float64{},
c: []bool{},
cutoffs: []float64{-1, 2.5, 5, 7.5, 10},
wantTPR: nil,
wantFPR: nil,
wantThresh: nil,
},
{ // 23
y: []float64{0.1, 0.35, 0.4, 0.8},
c: []bool{true, false, true, false},
cutoffs: []float64{-1, 0.1, 0.35, 0.4, 0.8, 0.9, 1},
wantTPR: []float64{0, 0, 0, 0.5, 0.5, 1, 1},
wantFPR: []float64{0, 0, 0.5, 0.5, 1, 1, 1},
wantThresh: []float64{1, 0.9, 0.8, 0.4, 0.35, 0.1, -1},
},
{ // 24
y: []float64{0.1, 0.35, 0.4, 0.8},
c: []bool{true, false, true, false},
cutoffs: []float64{math.Inf(-1), 0.1, 0.36, 0.8},
wantTPR: []float64{0, 0.5, 1, 1},
wantFPR: []float64{0.5, 0.5, 1, 1},
wantThresh: []float64{0.8, 0.36, 0.1, math.Inf(-1)},
},
{ // 25
y: []float64{0, 3, 5, 6, 7.5, 8},
c: []bool{false, true, false, true, true, true},
cutoffs: make([]float64, 0, 10),
wantTPR: []float64{0, 0.25, 0.5, 0.75, 0.75, 1, 1},
wantFPR: []float64{0, 0, 0, 0, 0.5, 0.5, 1},
wantThresh: []float64{math.Inf(1), 8, 7.5, 6, 5, 3, 0},
},
{ // 26
y: []float64{0.1, 0.35, 0.4, 0.8},
c: []bool{true, false, true, false},
cutoffs: []float64{-1, 0.1, 0.35, 0.4, 0.8, 0.9, 1, 1.1, 1.2},
wantTPR: []float64{0, 0, 0, 0, 0, 0.5, 0.5, 1, 1},
wantFPR: []float64{0, 0, 0, 0, 0.5, 0.5, 1, 1, 1},
wantThresh: []float64{1.2, 1.1, 1, 0.9, 0.8, 0.4, 0.35, 0.1, -1},
},
}
for i, test := range cases {
gotTPR, gotFPR, gotThresh := ROC(test.cutoffs, test.y, test.c, test.w)
if !floats.Same(gotTPR, test.wantTPR) && !floats.EqualApprox(gotTPR, test.wantTPR, tol) {
t.Errorf("%d: unexpected TPR got:%v want:%v", i, gotTPR, test.wantTPR)
}
if !floats.Same(gotFPR, test.wantFPR) && !floats.EqualApprox(gotFPR, test.wantFPR, tol) {
t.Errorf("%d: unexpected FPR got:%v want:%v", i, gotFPR, test.wantFPR)
}
if !floats.Same(gotThresh, test.wantThresh) {
t.Errorf("%d: unexpected thresholds got:%#v want:%v", i, gotThresh, test.wantThresh)
}
}
}
func TestTOC(t *testing.T) {
cases := []struct {
c []bool
w []float64
wantMin []float64
wantMax []float64
wantTOC []float64
}{
{ // 0
// This is the example given in the paper's supplement.
// http://www2.clarku.edu/~rpontius/TOCexample2.xlsx
// It is also shown in the WP article.
// https://en.wikipedia.org/wiki/Total_operating_characteristic#/media/File:TOC_labeled.png
c: []bool{
false, false, false, false, false, false,
false, false, false, false, false, false,
false, false, true, true, true, true,
true, true, true, false, false, true,
false, true, false, false, true, false,
},
wantMin: []float64{0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10},
wantMax: []float64{0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10},
wantTOC: []float64{0, 0, 1, 1, 1, 2, 2, 3, 3, 3, 4, 5, 6, 7, 8, 9, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10},
},
{ // 1
c: []bool{},
wantMin: nil,
wantMax: nil,
wantTOC: nil,
},
{ // 2
c: []bool{
true, true, true, true, true,
},
wantMin: []float64{0, 1, 2, 3, 4, 5},
wantMax: []float64{0, 1, 2, 3, 4, 5},
wantTOC: []float64{0, 1, 2, 3, 4, 5},
},
{ // 3
c: []bool{
false, false, false, false, false,
},
wantMin: []float64{0, 0, 0, 0, 0, 0},
wantMax: []float64{0, 0, 0, 0, 0, 0},
wantTOC: []float64{0, 0, 0, 0, 0, 0},
},
{ // 4
c: []bool{false, false, false, true, false, true},
w: []float64{2, 2, 3, 6, 1, 4},
wantMin: []float64{0, 0, 0, 3, 6, 8, 10},
wantMax: []float64{0, 4, 5, 10, 10, 10, 10},
wantTOC: []float64{0, 4, 4, 10, 10, 10, 10},
},
}
for i, test := range cases {
gotMin, gotTOC, gotMax := TOC(test.c, test.w)
if !floats.Same(gotMin, test.wantMin) {
t.Errorf("%d: unexpected minimum bound got:%v want:%v", i, gotMin, test.wantMin)
}
if !floats.Same(gotMax, test.wantMax) {
t.Errorf("%d: unexpected maximum bound got:%v want:%v", i, gotMax, test.wantMax)
}
if !floats.Same(gotTOC, test.wantTOC) {
t.Errorf("%d: unexpected TOC got:%v want:%v", i, gotTOC, test.wantTOC)
}
}
}
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