/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve. 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. */ #pragma once #include "paddle/framework/eigen.h" #include "paddle/framework/op_registry.h" namespace paddle { namespace operators { using Tensor = framework::Tensor; template using EigenVector = framework::EigenVector; template class AucKernel : public framework::OpKernel { public: void Compute(const framework::ExecutionContext& ctx) const override { auto* inference = ctx.Input("Out"); auto* label = ctx.Input("Label"); auto* auc = ctx.Output("AUC"); float* auc_data = auc->mutable_data(ctx.GetPlace()); std::string curve = ctx.Attr("curve"); int num_thresholds = ctx.Attr("num_thresholds"); std::vector thresholds_list; thresholds_list.reserve(num_thresholds); for (int i = 1; i < num_thresholds - 1; i++) { thresholds_list[i] = (float)i / (num_thresholds - 1); } const float kEpsilon = 1e-7; thresholds_list[0] = 0.0f - kEpsilon; thresholds_list[num_thresholds - 1] = 1.0f + kEpsilon; size_t batch_size = inference->dims()[0]; size_t inference_width = inference->dims()[1]; const T* inference_data = inference->data(); const int64_t* label_data = label->data(); // Create local tensor for storing the curve: TP, FN, TN, FP // TODO(typhoonzero): use eigen op to caculate these values. Tensor true_positive, false_positive, true_negative, false_negative; true_positive.Resize({num_thresholds}); false_negative.Resize({num_thresholds}); true_negative.Resize({num_thresholds}); false_positive.Resize({num_thresholds}); int64_t* tp_data = true_positive.mutable_data(ctx.GetPlace()); int64_t* fn_data = false_negative.mutable_data(ctx.GetPlace()); int64_t* tn_data = true_negative.mutable_data(ctx.GetPlace()); int64_t* fp_data = false_positive.mutable_data(ctx.GetPlace()); for (int idx_thresh = 0; idx_thresh < num_thresholds; idx_thresh++) { // caculate TP, FN, TN, FP for current thresh int64_t tp = 0, fn = 0, tn = 0, fp = 0; for (size_t i = 0; i < batch_size; i++) { // NOTE: label_data used as bool, labels >0 will be treated as true. if (label_data[i]) { // use first(max) data in each row if (inference_data[i * inference_width] >= (thresholds_list[idx_thresh])) { tp++; } else { fn++; } } else { if (inference_data[i * inference_width] >= (thresholds_list[idx_thresh])) { fp++; } else { tn++; } } } // store rates tp_data[idx_thresh] = tp; fn_data[idx_thresh] = fn; tn_data[idx_thresh] = tn; fp_data[idx_thresh] = fp; } // epsilon to avoid divide by zero. float epsilon = 1e-6; // Riemann sum to caculate auc. Tensor tp_rate, fp_rate, rec_rate; tp_rate.Resize({num_thresholds}); fp_rate.Resize({num_thresholds}); rec_rate.Resize({num_thresholds}); float* tp_rate_data = tp_rate.mutable_data(ctx.GetPlace()); float* fp_rate_data = fp_rate.mutable_data(ctx.GetPlace()); float* rec_rate_data = rec_rate.mutable_data(ctx.GetPlace()); for (int i = 0; i < num_thresholds; i++) { tp_rate_data[i] = ((float)tp_data[i] + epsilon) / (tp_data[i] + fn_data[i] + epsilon); fp_rate_data[i] = (float)fp_data[i] / (fp_data[i] + tn_data[i] + epsilon); rec_rate_data[i] = ((float)tp_data[i] + epsilon) / (tp_data[i] + fp_data[i] + epsilon); } *auc_data = 0.0f; if (curve == "ROC") { for (int i = 0; i < num_thresholds - 1; i++) { auto dx = fp_rate_data[i] - fp_rate_data[i + 1]; auto y = (tp_rate_data[i] + tp_rate_data[i + 1]) / 2.0f; *auc_data = *auc_data + dx * y; } } else if (curve == "PR") { for (int i = 1; i < num_thresholds; i++) { auto dx = tp_rate_data[i] - tp_rate_data[i - 1]; auto y = (rec_rate_data[i] + rec_rate_data[i - 1]) / 2.0f; *auc_data = *auc_data + dx * y; } } } }; } // namespace operators } // namespace paddle