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- # Copyright The Lightning team.
- #
- # Licensed under the Apache License, Version 2.0 (the "License");
- # you may not use this file except in compliance with the License.
- # You may obtain a copy of the License at
- #
- # http://www.apache.org/licenses/LICENSE-2.0
- #
- # Unless required by applicable law or agreed to in writing, software
- # distributed under the License is distributed on an "AS IS" BASIS,
- # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- # See the License for the specific language governing permissions and
- # limitations under the License.
- from typing import List, Optional, Union
- import torch
- from torch import Tensor, tensor
- from typing_extensions import Literal
- from torchmetrics.functional.classification.precision_recall_curve import (
- _binary_precision_recall_curve_arg_validation,
- _binary_precision_recall_curve_format,
- _binary_precision_recall_curve_tensor_validation,
- _binary_precision_recall_curve_update,
- _multiclass_precision_recall_curve_arg_validation,
- _multiclass_precision_recall_curve_format,
- _multiclass_precision_recall_curve_tensor_validation,
- _multiclass_precision_recall_curve_update,
- _multilabel_precision_recall_curve_arg_validation,
- _multilabel_precision_recall_curve_format,
- _multilabel_precision_recall_curve_tensor_validation,
- _multilabel_precision_recall_curve_update,
- )
- from torchmetrics.functional.classification.roc import (
- _binary_roc_compute,
- _multiclass_roc_compute,
- _multilabel_roc_compute,
- )
- from torchmetrics.utilities.compute import _auc_compute_without_check, _safe_divide
- from torchmetrics.utilities.data import _bincount
- from torchmetrics.utilities.enums import ClassificationTask
- from torchmetrics.utilities.prints import rank_zero_warn
- def _reduce_auroc(
- fpr: Union[Tensor, List[Tensor]],
- tpr: Union[Tensor, List[Tensor]],
- average: Optional[Literal["macro", "weighted", "none"]] = "macro",
- weights: Optional[Tensor] = None,
- direction: float = 1.0,
- ) -> Tensor:
- """Reduce multiple average precision score into one number."""
- if isinstance(fpr, Tensor) and isinstance(tpr, Tensor):
- res = _auc_compute_without_check(fpr, tpr, direction=direction, axis=1)
- else:
- res = torch.stack([_auc_compute_without_check(x, y, direction=direction) for x, y in zip(fpr, tpr)])
- if average is None or average == "none":
- return res
- if torch.isnan(res).any():
- rank_zero_warn(
- f"Average precision score for one or more classes was `nan`. Ignoring these classes in {average}-average",
- UserWarning,
- )
- idx = ~torch.isnan(res)
- if average == "macro":
- return res[idx].mean()
- if average == "weighted" and weights is not None:
- weights = _safe_divide(weights[idx], weights[idx].sum())
- return (res[idx] * weights).sum()
- raise ValueError("Received an incompatible combinations of inputs to make reduction.")
- def _binary_auroc_arg_validation(
- max_fpr: Optional[float] = None,
- thresholds: Optional[Union[int, list[float], Tensor]] = None,
- ignore_index: Optional[int] = None,
- ) -> None:
- _binary_precision_recall_curve_arg_validation(thresholds, ignore_index)
- if max_fpr is not None and not isinstance(max_fpr, float) and 0 < max_fpr <= 1:
- raise ValueError(f"Arguments `max_fpr` should be a float in range (0, 1], but got: {max_fpr}")
- def _binary_auroc_compute(
- state: Union[Tensor, tuple[Tensor, Tensor]],
- thresholds: Optional[Tensor],
- max_fpr: Optional[float] = None,
- pos_label: int = 1,
- ) -> Tensor:
- fpr, tpr, _ = _binary_roc_compute(state, thresholds, pos_label)
- if max_fpr is None or max_fpr == 1 or fpr.sum() == 0 or tpr.sum() == 0:
- return _auc_compute_without_check(fpr, tpr, 1.0)
- _device = fpr.device if isinstance(fpr, Tensor) else fpr[0].device
- max_area: Tensor = tensor(max_fpr, device=_device)
- # Add a single point at max_fpr and interpolate its tpr value
- stop = torch.bucketize(max_area, fpr, out_int32=True, right=True)
- weight = (max_area - fpr[stop - 1]) / (fpr[stop] - fpr[stop - 1])
- interp_tpr: Tensor = torch.lerp(tpr[stop - 1], tpr[stop], weight)
- tpr = torch.cat([tpr[:stop], interp_tpr.view(1)])
- fpr = torch.cat([fpr[:stop], max_area.view(1)])
- # Compute partial AUC
- partial_auc = _auc_compute_without_check(fpr, tpr, 1.0)
- # McClish correction: standardize result to be 0.5 if non-discriminant and 1 if maximal
- min_area: Tensor = 0.5 * max_area**2
- return 0.5 * (1 + (partial_auc - min_area) / (max_area - min_area))
- def binary_auroc(
- preds: Tensor,
- target: Tensor,
- max_fpr: Optional[float] = None,
- thresholds: Optional[Union[int, list[float], Tensor]] = None,
- ignore_index: Optional[int] = None,
- validate_args: bool = True,
- ) -> Tensor:
- r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_) for binary tasks.
- The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
- multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
- corresponds to random guessing.
- Accepts the following input tensors:
- - ``preds`` (float tensor): ``(N, ...)``. Preds should be a tensor containing probabilities or logits for each
- observation. If preds has values outside [0,1] range we consider the input to be logits and will auto apply
- sigmoid per element.
- - ``target`` (int tensor): ``(N, ...)``. Target should be a tensor containing ground truth labels, and therefore
- only contain {0,1} values (except if `ignore_index` is specified). The value 1 always encodes the positive class.
- Additional dimension ``...`` will be flattened into the batch dimension.
- The implementation both supports calculating the metric in a non-binned but accurate version and a binned version
- that is less accurate but more memory efficient. Setting the `thresholds` argument to `None` will activate the
- non-binned version that uses memory of size :math:`\mathcal{O}(n_{samples})` whereas setting the `thresholds`
- argument to either an integer, list or a 1d tensor will use a binned version that uses memory of
- size :math:`\mathcal{O}(n_{thresholds})` (constant memory).
- Args:
- preds: Tensor with predictions
- target: Tensor with true labels
- max_fpr: If not ``None``, calculates standardized partial AUC over the range ``[0, max_fpr]``.
- thresholds:
- Can be one of:
- - If set to `None`, will use a non-binned approach where thresholds are dynamically calculated from
- all the data. Most accurate but also most memory consuming approach.
- - If set to an `int` (larger than 1), will use that number of thresholds linearly spaced from
- 0 to 1 as bins for the calculation.
- - If set to an `list` of floats, will use the indicated thresholds in the list as bins for the calculation
- - If set to an 1d `tensor` of floats, will use the indicated thresholds in the tensor as
- bins for the calculation.
- ignore_index:
- Specifies a target value that is ignored and does not contribute to the metric calculation
- validate_args: bool indicating if input arguments and tensors should be validated for correctness.
- Set to ``False`` for faster computations.
- Returns:
- A single scalar with the auroc score
- Example:
- >>> from torchmetrics.functional.classification import binary_auroc
- >>> preds = torch.tensor([0, 0.5, 0.7, 0.8])
- >>> target = torch.tensor([0, 1, 1, 0])
- >>> binary_auroc(preds, target, thresholds=None)
- tensor(0.5000)
- >>> binary_auroc(preds, target, thresholds=5)
- tensor(0.5000)
- """
- if validate_args:
- _binary_auroc_arg_validation(max_fpr, thresholds, ignore_index)
- _binary_precision_recall_curve_tensor_validation(preds, target, ignore_index)
- preds, target, thresholds = _binary_precision_recall_curve_format(preds, target, thresholds, ignore_index)
- state = _binary_precision_recall_curve_update(preds, target, thresholds)
- return _binary_auroc_compute(state, thresholds, max_fpr)
- def _multiclass_auroc_arg_validation(
- num_classes: int,
- average: Optional[Literal["macro", "weighted", "none"]] = "macro",
- thresholds: Optional[Union[int, list[float], Tensor]] = None,
- ignore_index: Optional[int] = None,
- ) -> None:
- _multiclass_precision_recall_curve_arg_validation(num_classes, thresholds, ignore_index)
- allowed_average = ("macro", "weighted", "none", None)
- if average not in allowed_average:
- raise ValueError(f"Expected argument `average` to be one of {allowed_average} but got {average}")
- def _multiclass_auroc_compute(
- state: Union[Tensor, tuple[Tensor, Tensor]],
- num_classes: int,
- average: Optional[Literal["macro", "weighted", "none"]] = "macro",
- thresholds: Optional[Tensor] = None,
- ) -> Tensor:
- fpr, tpr, _ = _multiclass_roc_compute(state, num_classes, thresholds)
- return _reduce_auroc(
- fpr,
- tpr,
- average,
- weights=_bincount(state[1], minlength=num_classes).float() if thresholds is None else state[0][:, 1, :].sum(-1),
- )
- def multiclass_auroc(
- preds: Tensor,
- target: Tensor,
- num_classes: int,
- average: Optional[Literal["macro", "weighted", "none"]] = "macro",
- thresholds: Optional[Union[int, list[float], Tensor]] = None,
- ignore_index: Optional[int] = None,
- validate_args: bool = True,
- ) -> Tensor:
- r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_) for multiclass tasks.
- The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
- multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
- corresponds to random guessing.
- Accepts the following input tensors:
- - ``preds`` (float tensor): ``(N, C, ...)``. Preds should be a tensor containing probabilities or logits for each
- observation. If preds has values outside [0,1] range we consider the input to be logits and will auto apply
- softmax per sample.
- - ``target`` (int tensor): ``(N, ...)``. Target should be a tensor containing ground truth labels, and therefore
- only contain values in the [0, n_classes-1] range (except if `ignore_index` is specified).
- Additional dimension ``...`` will be flattened into the batch dimension.
- The implementation both supports calculating the metric in a non-binned but accurate version and a binned version
- that is less accurate but more memory efficient. Setting the `thresholds` argument to `None` will activate the
- non-binned version that uses memory of size :math:`\mathcal{O}(n_{samples})` whereas setting the `thresholds`
- argument to either an integer, list or a 1d tensor will use a binned version that uses memory of
- size :math:`\mathcal{O}(n_{thresholds} \times n_{classes})` (constant memory).
- Args:
- preds: Tensor with predictions
- target: Tensor with true labels
- num_classes: Integer specifying the number of classes
- average:
- Defines the reduction that is applied over classes. Should be one of the following:
- - ``macro``: Calculate score for each class and average them
- - ``weighted``: calculates score for each class and computes weighted average using their support
- - ``"none"`` or ``None``: calculates score for each class and applies no reduction
- thresholds:
- Can be one of:
- - If set to `None`, will use a non-binned approach where thresholds are dynamically calculated from
- all the data. Most accurate but also most memory consuming approach.
- - If set to an `int` (larger than 1), will use that number of thresholds linearly spaced from
- 0 to 1 as bins for the calculation.
- - If set to an `list` of floats, will use the indicated thresholds in the list as bins for the calculation
- - If set to an 1d `tensor` of floats, will use the indicated thresholds in the tensor as
- bins for the calculation.
- ignore_index:
- Specifies a target value that is ignored and does not contribute to the metric calculation
- validate_args: bool indicating if input arguments and tensors should be validated for correctness.
- Set to ``False`` for faster computations.
- Returns:
- If `average=None|"none"` then a 1d tensor of shape (n_classes, ) will be returned with auroc score per class.
- If `average="macro"|"weighted"` then a single scalar is returned.
- Example:
- >>> from torchmetrics.functional.classification import multiclass_auroc
- >>> preds = torch.tensor([[0.75, 0.05, 0.05, 0.05, 0.05],
- ... [0.05, 0.75, 0.05, 0.05, 0.05],
- ... [0.05, 0.05, 0.75, 0.05, 0.05],
- ... [0.05, 0.05, 0.05, 0.75, 0.05]])
- >>> target = torch.tensor([0, 1, 3, 2])
- >>> multiclass_auroc(preds, target, num_classes=5, average="macro", thresholds=None)
- tensor(0.5333)
- >>> multiclass_auroc(preds, target, num_classes=5, average=None, thresholds=None)
- tensor([1.0000, 1.0000, 0.3333, 0.3333, 0.0000])
- >>> multiclass_auroc(preds, target, num_classes=5, average="macro", thresholds=5)
- tensor(0.5333)
- >>> multiclass_auroc(preds, target, num_classes=5, average=None, thresholds=5)
- tensor([1.0000, 1.0000, 0.3333, 0.3333, 0.0000])
- """
- if validate_args:
- _multiclass_auroc_arg_validation(num_classes, average, thresholds, ignore_index)
- _multiclass_precision_recall_curve_tensor_validation(preds, target, num_classes, ignore_index)
- preds, target, thresholds = _multiclass_precision_recall_curve_format(
- preds, target, num_classes, thresholds, ignore_index
- )
- state = _multiclass_precision_recall_curve_update(preds, target, num_classes, thresholds)
- return _multiclass_auroc_compute(state, num_classes, average, thresholds)
- def _multilabel_auroc_arg_validation(
- num_labels: int,
- average: Optional[Literal["micro", "macro", "weighted", "none"]],
- thresholds: Optional[Union[int, list[float], Tensor]] = None,
- ignore_index: Optional[int] = None,
- ) -> None:
- _multilabel_precision_recall_curve_arg_validation(num_labels, thresholds, ignore_index)
- allowed_average = ("micro", "macro", "weighted", "none", None)
- if average not in allowed_average:
- raise ValueError(f"Expected argument `average` to be one of {allowed_average} but got {average}")
- def _multilabel_auroc_compute(
- state: Union[Tensor, tuple[Tensor, Tensor]],
- num_labels: int,
- average: Optional[Literal["micro", "macro", "weighted", "none"]],
- thresholds: Optional[Tensor],
- ignore_index: Optional[int] = None,
- ) -> Tensor:
- if average == "micro":
- if isinstance(state, Tensor) and thresholds is not None:
- return _binary_auroc_compute(state.sum(1), thresholds, max_fpr=None)
- preds = state[0].flatten()
- target = state[1].flatten()
- if ignore_index is not None:
- idx = target == ignore_index
- preds = preds[~idx]
- target = target[~idx]
- return _binary_auroc_compute((preds, target), thresholds, max_fpr=None)
- fpr, tpr, _ = _multilabel_roc_compute(state, num_labels, thresholds, ignore_index)
- return _reduce_auroc(
- fpr,
- tpr,
- average,
- weights=(state[1] == 1).sum(dim=0).float() if thresholds is None else state[0][:, 1, :].sum(-1),
- )
- def multilabel_auroc(
- preds: Tensor,
- target: Tensor,
- num_labels: int,
- average: Optional[Literal["micro", "macro", "weighted", "none"]] = "macro",
- thresholds: Optional[Union[int, list[float], Tensor]] = None,
- ignore_index: Optional[int] = None,
- validate_args: bool = True,
- ) -> Tensor:
- r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_) for multilabel tasks.
- The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
- multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
- corresponds to random guessing.
- Accepts the following input tensors:
- - ``preds`` (float tensor): ``(N, C, ...)``. Preds should be a tensor containing probabilities or logits for each
- observation. If preds has values outside [0,1] range we consider the input to be logits and will auto apply
- sigmoid per element.
- - ``target`` (int tensor): ``(N, C, ...)``. Target should be a tensor containing ground truth labels, and therefore
- only contain {0,1} values (except if `ignore_index` is specified).
- Additional dimension ``...`` will be flattened into the batch dimension.
- The implementation both supports calculating the metric in a non-binned but accurate version and a binned version
- that is less accurate but more memory efficient. Setting the `thresholds` argument to `None` will activate the
- non-binned version that uses memory of size :math:`\mathcal{O}(n_{samples})` whereas setting the `thresholds`
- argument to either an integer, list or a 1d tensor will use a binned version that uses memory of
- size :math:`\mathcal{O}(n_{thresholds} \times n_{labels})` (constant memory).
- Args:
- preds: Tensor with predictions
- target: Tensor with true labels
- num_labels: Integer specifying the number of labels
- average:
- Defines the reduction that is applied over labels. Should be one of the following:
- - ``micro``: Sum score over all labels
- - ``macro``: Calculate score for each label and average them
- - ``weighted``: calculates score for each label and computes weighted average using their support
- - ``"none"`` or ``None``: calculates score for each label and applies no reduction
- thresholds:
- Can be one of:
- - If set to `None`, will use a non-binned approach where thresholds are dynamically calculated from
- all the data. Most accurate but also most memory consuming approach.
- - If set to an `int` (larger than 1), will use that number of thresholds linearly spaced from
- 0 to 1 as bins for the calculation.
- - If set to an `list` of floats, will use the indicated thresholds in the list as bins for the calculation
- - If set to an 1d `tensor` of floats, will use the indicated thresholds in the tensor as
- bins for the calculation.
- ignore_index:
- Specifies a target value that is ignored and does not contribute to the metric calculation
- validate_args: bool indicating if input arguments and tensors should be validated for correctness.
- Set to ``False`` for faster computations.
- Returns:
- If `average=None|"none"` then a 1d tensor of shape (n_classes, ) will be returned with auroc score per class.
- If `average="micro|macro"|"weighted"` then a single scalar is returned.
- Example:
- >>> from torchmetrics.functional.classification import multilabel_auroc
- >>> preds = torch.tensor([[0.75, 0.05, 0.35],
- ... [0.45, 0.75, 0.05],
- ... [0.05, 0.55, 0.75],
- ... [0.05, 0.65, 0.05]])
- >>> target = torch.tensor([[1, 0, 1],
- ... [0, 0, 0],
- ... [0, 1, 1],
- ... [1, 1, 1]])
- >>> multilabel_auroc(preds, target, num_labels=3, average="macro", thresholds=None)
- tensor(0.6528)
- >>> multilabel_auroc(preds, target, num_labels=3, average=None, thresholds=None)
- tensor([0.6250, 0.5000, 0.8333])
- >>> multilabel_auroc(preds, target, num_labels=3, average="macro", thresholds=5)
- tensor(0.6528)
- >>> multilabel_auroc(preds, target, num_labels=3, average=None, thresholds=5)
- tensor([0.6250, 0.5000, 0.8333])
- """
- if validate_args:
- _multilabel_auroc_arg_validation(num_labels, average, thresholds, ignore_index)
- _multilabel_precision_recall_curve_tensor_validation(preds, target, num_labels, ignore_index)
- preds, target, thresholds = _multilabel_precision_recall_curve_format(
- preds, target, num_labels, thresholds, ignore_index
- )
- state = _multilabel_precision_recall_curve_update(preds, target, num_labels, thresholds)
- return _multilabel_auroc_compute(state, num_labels, average, thresholds, ignore_index)
- def auroc(
- preds: Tensor,
- target: Tensor,
- task: Literal["binary", "multiclass", "multilabel"],
- thresholds: Optional[Union[int, list[float], Tensor]] = None,
- num_classes: Optional[int] = None,
- num_labels: Optional[int] = None,
- average: Optional[Literal["macro", "weighted", "none"]] = "macro",
- max_fpr: Optional[float] = None,
- ignore_index: Optional[int] = None,
- validate_args: bool = True,
- ) -> Optional[Tensor]:
- r"""Compute Area Under the Receiver Operating Characteristic Curve (`ROC AUC`_).
- The AUROC score summarizes the ROC curve into an single number that describes the performance of a model for
- multiple thresholds at the same time. Notably, an AUROC score of 1 is a perfect score and an AUROC score of 0.5
- corresponds to random guessing.
- This function is a simple wrapper to get the task specific versions of this metric, which is done by setting the
- ``task`` argument to either ``'binary'``, ``'multiclass'`` or ``'multilabel'``. See the documentation of
- :func:`~torchmetrics.functional.classification.binary_auroc`,
- :func:`~torchmetrics.functional.classification.multiclass_auroc` and
- :func:`~torchmetrics.functional.classification.multilabel_auroc` for the specific details of
- each argument influence and examples.
- Legacy Example:
- >>> preds = torch.tensor([0.13, 0.26, 0.08, 0.19, 0.34])
- >>> target = torch.tensor([0, 0, 1, 1, 1])
- >>> auroc(preds, target, task='binary')
- tensor(0.5000)
- >>> preds = torch.tensor([[0.90, 0.05, 0.05],
- ... [0.05, 0.90, 0.05],
- ... [0.05, 0.05, 0.90],
- ... [0.85, 0.05, 0.10],
- ... [0.10, 0.10, 0.80]])
- >>> target = torch.tensor([0, 1, 1, 2, 2])
- >>> auroc(preds, target, task='multiclass', num_classes=3)
- tensor(0.7778)
- """
- task = ClassificationTask.from_str(task)
- if task == ClassificationTask.BINARY:
- return binary_auroc(preds, target, max_fpr, thresholds, ignore_index, validate_args)
- if task == ClassificationTask.MULTICLASS:
- if not isinstance(num_classes, int):
- raise ValueError(f"`num_classes` is expected to be `int` but `{type(num_classes)} was passed.`")
- return multiclass_auroc(preds, target, num_classes, average, thresholds, ignore_index, validate_args)
- if task == ClassificationTask.MULTILABEL:
- if not isinstance(num_labels, int):
- raise ValueError(f"`num_labels` is expected to be `int` but `{type(num_labels)} was passed.`")
- return multilabel_auroc(preds, target, num_labels, average, thresholds, ignore_index, validate_args)
- return None
|