AUC2 (h2o-core version 3.10.0.3 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[]`	`_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
asBytes, clone, copyOver, frozenType, read, readExternal, readJSON, reloadFromBytes, 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 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