AUC2 (h2o-core 3.0.0 API)

java.lang.Object
- water.Iced
- - hex.AUC2

All Implemented Interfaces:

java.io.Externalizable, java.io.Serializable, java.lang.Cloneable, Freezable
```
public class AUC2
extends Iced
```
One-pass approximate AUC This algorithm can compute the AUC in 1-pass with good resolution. During the pass, it builds an online histogram of the probabilities up to the resolution (number of bins) asked-for. It also computes the true-positive and false-positive counts for the histogramed thresholds. With these in hand, we can compute the TPR (True Positive Rate) and the FPR for the given thresholds; these define the (X,Y) coordinates of the AUC.

See Also:
Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`static class`	`AUC2.AUCBuilder`
`static class`	`AUC2.ThresholdCriterion` Criteria for 2-class Confusion Matrices This is an Enum class, with an exec() function to compute the criteria from the basic parts, and from an AUC2 at a given threshold index.

Field Summary

Fields
Modifier and Type	Field and Description
`double`	`_auc`
`double[]`	`_fps`
`double`	`_gini`
`int`	`_max_idx`
`long`	`_n`
`int`	`_nBins`
`long`	`_p`
`double[]`	`_ths`
`double[]`	`_tps`
`static AUC2.ThresholdCriterion`	`DEFAULT_CM`
`static int`	`NBINS`

Constructor Summary

Constructors
Constructor and Description
`AUC2(AUC2.AUCBuilder bldr)`
`AUC2(Vec probs, Vec actls)` Default bins, good answers on a highly unbalanced sorted (and reverse sorted) datasets

Method Summary

Methods
Modifier and Type	Method and Description
`double[][]`	`buildCM(int idx)`
`double[][]`	`defaultCM()`
`double`	`defaultErr()`
`double`	`defaultThreshold()`
`double`	`fn(int idx)`
`double`	`fp(int idx)`
`double`	`maxF1()`
`static double`	`perfectAUC(double[] ds, double[] acts)`
`static double`	`perfectAUC(Vec vprob, Vec vacts)`
`double`	`threshold(int idx)`
`double`	`tn(int idx)`
`double`	`tp(int idx)`

Methods inherited from class water.Iced
clone, frozenType, read_impl, read, readExternal, readJSON_impl, readJSON, toJsonString, write_impl, write, writeExternal, writeHTML_impl, writeHTML, writeJSON_impl, writeJSON

Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

_nBins
```
public final int _nBins
```

_ths
```
public final double[] _ths
```

_tps
```
public final double[] _tps
```

_fps
```
public final double[] _fps
```

_p
```
public final long _p
```

_n
```
public final long _n
```

_auc
```
public final double _auc
```

_gini
```
public final double _gini
```

_max_idx
```
public final int _max_idx
```

DEFAULT_CM

public static final AUC2.ThresholdCriterion DEFAULT_CM

NBINS
```
public static final int NBINS
```
See Also:
Constant Field Values

Constructor Detail
- AUC2
```
public AUC2(Vec probs,
    Vec actls)
```
  Default bins, good answers on a highly unbalanced sorted (and reverse sorted) datasets
- AUC2
```
public AUC2(AUC2.AUCBuilder bldr)
```

Method Detail

threshold
```
public double threshold(int idx)
```

tp
```
public double tp(int idx)
```

fp
```
public double fp(int idx)
```

tn
```
public double tn(int idx)
```

fn
```
public double fn(int idx)
```

maxF1
```
public double maxF1()
```
Returns:
maximum F1

buildCM
```
public double[][] buildCM(int idx)
```

defaultCM
```
public double[][] defaultCM()
```
Returns:
the default CM, or null for an empty AUC

defaultThreshold
```
public double defaultThreshold()
```
Returns:
the default threshold; threshold that maximizes the default criterion

defaultErr
```
public double defaultErr()
```
Returns:
the error of the default CM

perfectAUC

public static double perfectAUC(Vec vprob,
                Vec vacts)

perfectAUC

public static double perfectAUC(double[] ds,
                double[] acts)

Class AUC2

Nested Class Summary

Field Summary

Constructor Summary

Method Summary

Methods inherited from class water.Iced

Methods inherited from class java.lang.Object

Field Detail

_nBins

_ths

_tps

_fps

_p

_n

_auc

_gini

_max_idx

DEFAULT_CM

NBINS

Constructor Detail

AUC2

AUC2

Method Detail

threshold

tp

fp

tn

fn

maxF1

buildCM

defaultCM

defaultThreshold

defaultErr

perfectAUC

perfectAUC