ENH Add drop_intermediate parameter to metrics.precision_recall_curve
#24668
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betatim
reviewed
Oct 17, 2022
sklearn/metrics/_ranking.py
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| # with the same tps value have the same recall and thus x coordinate. | ||
| # They appear as a vertical line on the plot. | ||
| optimal_idxs = np.where( | ||
| np.r_[True, np.logical_or(np.diff(tps[:-1]), np.diff(tps[1:])), True] |
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For my education: why does taking the "second derivative" in roc_curve work, but here it doesn't?
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More precisely, why does using the second derivative work for roc_curve? What we are looking for is two (or more) points where there is no change, so the first derivative seems like the natural thing to use :-/
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Thinking about this some more, could we use np.r_[True, np.diff(tps, 2), True] instead?
For tps = [1, 2, 3, 3, 3, 5, 6] we'd get [1, 3, 3, 5, 6] (the two gets dropped because its is on the line between 1 and 3. For tps = [1,2.1,3,3,3,5,6] we get [1., 2.1, 3., 3., 5., 6.].
I guess for plotting purposes it is fine to remove the 2?! Is there a reason to have different behaviour regarding the removal of points in roc_curve and this (with np.logical_or(np.diff(tps[:-1]), np.diff(tps[1:])) the 2 is kept)?
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The difference is that both axes of an ROC curve have constant denominators:
fpr = fps / fps[-1](linearly correlated withfps)tpr = tps / tps[-1](linearly correlated withtps)
By contrast, precision has a non-constant denominator (note that recall = tpr):
precision = tps / (tps + fps)(not linearly correlated with eithertpsorfps)
If you extend your example by one to tps = [1, 2, 3, 3, 3, 5, 6, 7], then you will get:
tps = [1, 3, 3, 3, 5, 6, 7]
fps = [0, 0, 1, 2, 2, 2, 2]
tpr = [1/7, 3/7, 3/7, 3/7, 5/7, 6/7, 7/7]
fpr = [0/2, 0/2, 1/2, 2/2, 2/2, 2/2, 2/2]
precision = [1/1, 3/3, 3/4, 3/5, 5/7, 6/8, 7/9]
np.r_[True, np.logical_or(np.diff(tps[:-1]), np.diff(tps[1:])), True] results in [1, 3, 3, 5, 6, 7].
np.r_[True, np.diff(tps, 2), True] results in [1, 3, 3, 5, 7].
The second method incorrectly drops the 6, which is not actually on a line in the precision-recall curve:
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Today I learnt! Thanks for taking the time to explain it
betatim
approved these changes
Oct 17, 2022
Not sure if this question is to me? I'm not sure what justifies a "what's new" entry but happy to provide one if needed. |
betatim
approved these changes
Oct 18, 2022
It was aimed at someone "in the know", because I also don't know the inclusion criteria. |
drop_intermediate kwarg to metrics.precision_recall_curvedrop_intermediate parameter to metrics.precision_recall_curve
glemaitre
reviewed
Nov 3, 2022
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
…parameter to `metrics.precision_recall_curve`
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Thanks @glemaitre! The comments should be addressed. |
glemaitre
reviewed
Nov 4, 2022
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Sorry, just an oversight that I missed fixing in the rest of the code. 🙏 |
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
glemaitre
approved these changes
Nov 4, 2022
betatim
approved these changes
Nov 22, 2022
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Hi @betatim, just checking if there's anything I can do to help get this merged? |
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Adding the |
In general no, we need a second reviewer to come along and review this. Having the label should help with that. However, since v1.2 has been released already the changelog entry needs to move from the v1.2 file to the v1.3 file. Sorry for that busy work. |
jeremiedbb
approved these changes
Mar 24, 2023
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Thanks for the PR @dberenbaum. I see that there are already 2 approvals, I just updated the target version to 1.3. Let's merge.
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…scikit-learn#24668) Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
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Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> * MAINT utils._fast_dict uses types from utils._typedefs (scikit-learn#26025) * DOC remove sparse-matrix for `y` in ElasticNet (scikit-learn#26127) * ENH add exponential loss (scikit-learn#25965) * MAINT Parameters validation for sklearn.preprocessing.robust_scale (scikit-learn#26086) * MAINT Parameters validation for sklearn.datasets.fetch_rcv1 (scikit-learn#26126) * MAINT Parameters validation for sklearn.metrics.adjusted_rand_score (scikit-learn#26134) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.metrics.calinski_harabasz_score (scikit-learn#26135) * MAINT Parameters validation for sklearn.metrics.davies_bouldin_score (scikit-learn#26136) * MAINT: remove `from numpy.math cimport` statements (scikit-learn#26143) * MAINT Parameters validation for sklearn.inspection.permutation_importance (scikit-learn#26145) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.metrics.cluster.homogeneity_completeness_v_measure (scikit-learn#26137) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.metrics.rand_score (scikit-learn#26138) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * DOC update comment in metrics/tests/test_classification.py (scikit-learn#26150) * CI small cleanup of Cirrus CI test script (scikit-learn#26168) * MAINT remove deprecated is_categorical_dtype (scikit-learn#26156) * DOC Add skforecast to related projects page (scikit-learn#26133) Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * FIX Keeps namedtuple's class when transform returns a tuple (scikit-learn#26121) * DOC corrected letter case for better readability in sklearn/metrics/_classification.py / (scikit-learn#26169) * MAINT Parameters validation for sklearn.preprocessing.power_transform (scikit-learn#26142) * FIX `roc_auc_score` now uses `y_prob` instead of `y_pred` (scikit-learn#26155) * MAINT Parameters validation for sklearn.datasets.load_iris (scikit-learn#26177) * MAINT Parameters validation for sklearn.datasets.load_diabetes (scikit-learn#26166) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.load_breast_cancer (scikit-learn#26165) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.metrics.cluster.entropy (scikit-learn#26162) * MAINT Parameters validation for sklearn.datasets.fetch_species_distributions (scikit-learn#26161) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * ASV Fix tol in SGDRegressorBenchmark (scikit-learn#26146) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MNT use api.openml.org URLs for fetch_openml (scikit-learn#26171) * MAINT Parameters validation for sklearn.utils.resample (scikit-learn#26139) * MAINT make it explicit that additive_chi2_kernel does not accept sparse matrix (scikit-learn#26178) * MNT fix circleci link in README.rst (scikit-learn#26183) * CI Fix circleci artifact redirector action (scikit-learn#26181) * GOV introduce rights for groups as discussed in SLEP019 (scikit-learn#25753) Co-authored-by: Julien <git@jjerphan.xyz> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * MAINT Parameters validation for sklearn.neighbors.sort_graph_by_row_values (scikit-learn#26173) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * FIX improve convergence criterion for LogisticRegression(penalty="l1", solver='liblinear') (scikit-learn#25214) Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * MAINT Fix several typos in src and doc files (scikit-learn#26187) * PERF fix overhead of _rescale_data in LinearRegression (scikit-learn#26207) * ENH add Huber loss (scikit-learn#25966) * MAINT Refactor GraphicalLasso and graphical_lasso (scikit-learn#26033) Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Cython linting (scikit-learn#25861) * DOC Add JupyterLite button in example gallery (scikit-learn#25887) * MAINT Parameters validation for sklearn.covariance.ledoit_wolf_shrinkage (scikit-learn#26200) * MAINT Parameters validation for sklearn.datasets.load_linnerud (scikit-learn#26199) * MAINT Parameters validation for sklearn.datasets.load_wine (scikit-learn#26196) * DOC Added redirect to Provost paper + minor refactor (scikit-learn#26223) * MAINT Parameter Validation for `covariance.graphical_lasso` (scikit-learn#25053) Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.load_digits (scikit-learn#26195) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.preprocessing.quantile_transform (scikit-learn#26144) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.model_selection.cross_validate (scikit-learn#26129) Co-authored-by: jeremiedbb <jeremiedbb@yahoo.fr> * DOC Adds TargetEncoder example explaining the internal CV (scikit-learn#26185) Co-authored-by: Tim Head <betatim@gmail.com> * spelling mistake corrected in documentation for script `plot_document_clustering.py` (scikit-learn#26228) Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * FIX possible UnboundLocalError in fetch_openml (scikit-learn#26236) * ENH Adds PyTorch support to LinearDiscriminantAnalysis (scikit-learn#25956) Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> Co-authored-by: Tim Head <betatim@gmail.com> * MNT Use fixed version of Pyodide (scikit-learn#26247) * MNT Reset transform_output default in example to fix doc build build (scikit-learn#26269) * DOC Update example plot_nearest_centroid.py (scikit-learn#26263) * MNT reduce JupyterLite build size (scikit-learn#26246) * DOC term -> meth in GradientBoosting (scikit-learn#26225) * MNT speed-up html-noplot build (scikit-learn#26245) Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * MNT Use copy=False when creating DataFrames (scikit-learn#26272) * MAINT Parameters validation for sklearn.model_selection.permutation_test_score (scikit-learn#26230) * MAINT Parameters validation for sklearn.datasets.clear_data_home (scikit-learn#26259) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.load_files (scikit-learn#26203) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.get_data_home (scikit-learn#26260) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * DOC Fix y-axis plot labels in permutation test score example (scikit-learn#26240) * MAINT cython-lint ignores asv_benchmarks (scikit-learn#26282) * MAINT Parameter validation for metrics.cluster._supervised (scikit-learn#26258) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * DOC Improve docstring for tol in SequentialFeatureSelector (scikit-learn#26271) * MAINT Parameters validation for sklearn.datasets.load_sample_image (scikit-learn#26226) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * DOC Consistent param type for pos_label (scikit-learn#26237) * DOC Minor grammar fix to imputation docs (scikit-learn#26283) * MAINT Parameters validation for sklearn.calibration.calibration_curve (scikit-learn#26198) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MAINT Parameters validation for sklearn.inspection.partial_dependence (scikit-learn#26209) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MAINT Parameters validation for sklearn.model_selection.validation_curve (scikit-learn#26229) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.model_selection.learning_curve (scikit-learn#26227) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MNT Remove deprecated pandas.api.types.is_sparse (scikit-learn#26287) * CI Use Trusted Publishers for uploading wheels to PyPI (scikit-learn#26249) * MAINT Parameters validation for sklearn.metrics.pairwise.manhattan_distances (scikit-learn#26122) * PERF revert openmp use in csr_row_norms (scikit-learn#26275) * MAINT Parameters validation for metrics.check_scoring (scikit-learn#26041) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MNT Improve error message when checking classification target is of a non-regression type (scikit-learn#26281) Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * DOC fix link to User Guide encoder_infrequent_categories (scikit-learn#26309) * MNT remove unused args in _predict_regression_tree_inplace_fast_dense (scikit-learn#26314) * ENH Adds missing value support for trees (scikit-learn#23595) Co-authored-by: Tim Head <betatim@gmail.com> Co-authored-by: Julien Jerphanion <git@jjerphan.xyz> * CLN Clean up logic in validate_data and cast_to_ndarray (scikit-learn#26300) * MAINT refactor scorer using _get_response_values (scikit-learn#26037) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> * DOC Add HGBDT to "see also" section of random forests (scikit-learn#26319) Co-authored-by: ArturoAmorQ <arturo.amor-quiroz@polytechnique.edu> Co-authored-by: Tim Head <betatim@gmail.com> * MNT Bump Github Action labeler version to use newer Node (scikit-learn#26302) * FIX thresholds should not exceed 1.0 with probabilities in `roc_curve` (scikit-learn#26194) Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * ENH Allow for appropriate dtype us in `preprocessing.PolynomialFeatures` for sparse matrices (scikit-learn#23731) Co-authored-by: Aleksandr Kokhaniukov <alexander.kohanyukov@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> Co-authored-by: Julien Jerphanion <git@jjerphan.xyz> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * DOC Fix minor typo (scikit-learn#26327) * MAINT bump minimum version for pytest (scikit-learn#26184) Co-authored-by: Loïc Estève <loic.esteve@ymail.com> Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * DOC fix return type in isotonic_regression (scikit-learn#26332) * FIX fix available_if for MultiOutputRegressor.partial_fit (scikit-learn#26333) Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> * FIX make pipeline pass check_estimator (scikit-learn#26325) * FEA Add multiclass support to `average_precision_score` (scikit-learn#24769) Co-authored-by: Geoffrey <geoffrey.bolmier@gmail.com> Co-authored-by: gbolmier <geoffrey.bolmier@volvocars.com> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> --------- Signed-off-by: Julien Jerphanion <git@jjerphan.xyz> Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> Co-authored-by: Meekail Zain <34613774+Micky774@users.noreply.github.com> Co-authored-by: Julien Jerphanion <git@jjerphan.xyz> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> Co-authored-by: zeeshan lone <56621467+still-learning-ev@users.noreply.github.com> Co-authored-by: jeremiedbb <jeremiedbb@yahoo.fr> Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> Co-authored-by: Shiva chauhan <103742975+Shivachauhan17@users.noreply.github.com> Co-authored-by: AymericBasset <45051041+AymericBasset@users.noreply.github.com> Co-authored-by: Maren Westermann <maren.westermann@gmail.com> Co-authored-by: Nishu Choudhary <51842539+choudharynishu@users.noreply.github.com> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Loïc Estève <loic.esteve@ymail.com> Co-authored-by: Benedek Harsanyi <80836204+hbenedek@users.noreply.github.com> Co-authored-by: Pooja Subramaniam <poojas2086@gmail.com> Co-authored-by: Rushil Desai <rushildesai01@gmail.com> Co-authored-by: Xiao Yuan <yuanx749@gmail.com> Co-authored-by: Omar Salman <omar.salman@arbisoft.com> Co-authored-by: 2357juan <29247195+2357juan@users.noreply.github.com> Co-authored-by: Théophile Baranger <39696928+tbaranger@users.noreply.github.com> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> Co-authored-by: Andreas Mueller <t3kcit@gmail.com> Co-authored-by: Jovan Stojanovic <62058944+jovan-stojanovic@users.noreply.github.com> Co-authored-by: Rahil Parikh <75483881+rprkh@users.noreply.github.com> Co-authored-by: Bharat Raghunathan <bharatraghunthan9767@gmail.com> Co-authored-by: Sortofamudkip <wishyutp0328@gmail.com> Co-authored-by: Gleb Levitski <36483986+glevv@users.noreply.github.com> Co-authored-by: Christian Lorentzen <lorentzen.ch@gmail.com> Co-authored-by: Ashwin Mathur <97467100+awinml@users.noreply.github.com> Co-authored-by: Sahil Gupta <sahil@Sahils-MBP.lan> Co-authored-by: Veghit <itay.vegh@gmail.com> Co-authored-by: Itay <itayvegh@gmail.com> Co-authored-by: precondition <57645186+precondition@users.noreply.github.com> Co-authored-by: Marc Torrellas Socastro <marc.torsoc@gmail.com> Co-authored-by: Dominic Fox <dominicjfox2@gmail.com> Co-authored-by: futurewarning <36329275+futurewarning@users.noreply.github.com> Co-authored-by: Yao Xiao <108576690+Charlie-XIAO@users.noreply.github.com> Co-authored-by: Joey Ortiz <orangesherbet0@gmail.com> Co-authored-by: Tim Head <betatim@gmail.com> Co-authored-by: Christian Veenhuis <veenhuis@gmail.com> Co-authored-by: adienes <51664769+adienes@users.noreply.github.com> Co-authored-by: Dave Berenbaum <dave.berenbaum@gmail.com> Co-authored-by: Lene Preuss <lene.preuss@gmail.com> Co-authored-by: A.H.Mansouri <83764851+A-H-Mansoury@users.noreply.github.com> Co-authored-by: Boris Feld <lothiraldan@gmail.com> Co-authored-by: Carla J <ca.jancik@gmail.com> Co-authored-by: windiana42 <61181806+windiana42@users.noreply.github.com> Co-authored-by: mdarii <dariimaxim@gmail.com> Co-authored-by: murezzda <47388020+murezzda@users.noreply.github.com> Co-authored-by: Peter Piontek <piontek0@gmail.com> Co-authored-by: John Pangas <swiftyxswaggy@outlook.com> Co-authored-by: Dmitry Nesterov <76070534+dmitrylala@users.noreply.github.com> Co-authored-by: Yuchen Zhou <72342196+ROMEEZHOU@users.noreply.github.com> Co-authored-by: Ekaterina Butyugina <102963496+ekaterinabutyugina@users.noreply.github.com> Co-authored-by: Jiawei Zhang <jiawei.zhang@nyu.edu> Co-authored-by: Ansam Zedan <86729068+ansamz@users.noreply.github.com> Co-authored-by: genvalen <genvalen@protonmail.com> Co-authored-by: farhan khan <86480450+BabaYaga1221@users.noreply.github.com> Co-authored-by: Arturo Amor <86408019+ArturoAmorQ@users.noreply.github.com> Co-authored-by: Jiawei Zhang <jz4721@nyu.edu> Co-authored-by: Ralf Gommers <ralf.gommers@gmail.com> Co-authored-by: Jessicakk0711 <106110789+Jessicakk0711@users.noreply.github.com> Co-authored-by: Ankur Singh <singankur28@gmail.com> Co-authored-by: Seoeun(Sun☀️) Hong <75988952+seoeunHong@users.noreply.github.com> Co-authored-by: Nightwalkx <74856680+xi-jiajun@users.noreply.github.com> Co-authored-by: VIGNESH D <35656793+dvignesh1995@users.noreply.github.com> Co-authored-by: Vincent-violet <130581473+Vincent-violet@users.noreply.github.com> Co-authored-by: Elabonga Atuo <elabongaatuo@gmail.com> Co-authored-by: Tom Dupré la Tour <tom.dupre-la-tour@m4x.org> Co-authored-by: André Pedersen <andrped94@gmail.com> Co-authored-by: Ashish Dutt <ashish.dutt8@gmail.com> Co-authored-by: Phil <philsupertramp@users.noreply.github.com> Co-authored-by: Stanislav (Stanley) Modrak <44023416+smith558@users.noreply.github.com> Co-authored-by: hujiahong726 <52920842+hujiahong726@users.noreply.github.com> Co-authored-by: James Dean <24254612+AcylSilane@users.noreply.github.com> Co-authored-by: ArturoAmorQ <arturo.amor-quiroz@polytechnique.edu> Co-authored-by: Aleksandr Kokhaniukov <alexander.kohanyukov@gmail.com> Co-authored-by: c-git <43485962+c-git@users.noreply.github.com> Co-authored-by: annegnx <64203599+annegnx@users.noreply.github.com> Co-authored-by: Geoffrey <geoffrey.bolmier@gmail.com> Co-authored-by: gbolmier <geoffrey.bolmier@volvocars.com>
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Reference Issues/PRs
Fixes #21825
What does this implement/fix? Explain your changes.
Adds a
drop_intermediatekwarg tometrics.precision_recall_curvesimilar to the one that already exists formetrics.roc_curve. This removes unnecessary points on the curve to reduce its size.