AUC2 (h2o-core 3.42.0 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`
`double`	`_n`
`int`	`_nBins`
`double`	`_p`
`double`	`_pr_auc`
`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

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double[][]`	`buildCM(int idx)`
`double[][]`	`cmByCriterion(AUC2.ThresholdCriterion criterion)`
`double[][]`	`defaultCM()`
`double`	`defaultErr()`
`double`	`defaultThreshold()`
`static AUC2`	`emptyAUC()` Creates a dummy AUC2 instance with no metrics, meant to prevent possible NPEs
`double`	`fn(int idx)`
`Function<java.lang.Integer,java.lang.Double>`	`forCriterion(AUC2.ThresholdCriterion tc)`
`double`	`fp(int idx)`
`boolean`	`isEmpty()`
`static AUC2`	`make01AUC(AUC2.AUCBuilder bldr)` Creates an instance of AUC2 for classifiers that do not return probabilities, only 0-1.
`double`	`maxF1()`
`static double`	`perfectAUC(Vec vprob, Vec vacts)`
`double`	`pr_auc()` Compute the Area under Precision-Recall Curves using TPs and FPs.
`double`	`threshold(int idx)`
`double`	`tn(int idx)`
`double`	`tp(int idx)`

Methods inherited from class water.Iced
asBytes, clone, copyOver, frozenType, read, readExternal, readJSON, reloadFromBytes, toJsonBytes, toJsonString, write, writeExternal, 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 double _p
```
  - _n
```
public final double _n
```
  - _auc
```
public double _auc
```
  - _gini
```
public double _gini
```
  - _pr_auc
```
public double _pr_auc
```
  - _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
  - forCriterion
```
public Function<java.lang.Integer,java.lang.Double> forCriterion(AUC2.ThresholdCriterion tc)
```
  - make01AUC
```
public static AUC2 make01AUC(AUC2.AUCBuilder bldr)
```
    Creates an instance of AUC2 for classifiers that do not return probabilities, only 0-1. AUC, PR_AUC, and Gini index will be undefined in this case.
    
    Parameters:
    
    bldr - AUCBuilder
    
    Returns:
    
    instance of AUC2 restricted to a single bin, can be used to create a confusion matrix for the classifier and allows to ThresholdCriterion to calculate metrics.
  - emptyAUC
```
public static AUC2 emptyAUC()
```
    Creates a dummy AUC2 instance with no metrics, meant to prevent possible NPEs
    
    Returns:
    
    a valid AUC2 instance
  - isEmpty
```
public boolean isEmpty()
```
  - pr_auc
```
public double pr_auc()
```
    Compute the Area under Precision-Recall Curves using TPs and FPs. TPs and FPs are monotonically increasing. Calulation inspired by XGBoost implementation: https://github.com/dmlc/xgboost/blob/master/src/metric/rank_metric.cc#L566-L591
    
    Returns:
  - buildCM
```
public double[][] buildCM(int idx)
```
  - defaultCM
```
public double[][] defaultCM()
```
    Returns:
    
    the default CM, or null for an empty AUC
  - cmByCriterion
```
public double[][] cmByCriterion(AUC2.ThresholdCriterion criterion)
```
    Returns:
    
    the CM that corresponds to a bin's index which brings max value for a given criterion
  - 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)
```

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

_pr_auc

_max_idx

DEFAULT_CM

NBINS

Constructor Detail

AUC2

AUC2

Method Detail

threshold

tp

fp

tn

fn

maxF1

forCriterion

make01AUC

emptyAUC

isEmpty

pr_auc

buildCM

defaultCM

cmByCriterion

defaultThreshold

defaultErr

perfectAUC