# Copyright (c) 2018 PaddlePaddle Authors. All Rights Reserved. # # 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. """ All layers just related to metric. """ import numpy as np import paddle from paddle import _legacy_C_ops from paddle.fluid.data_feeder import check_variable_and_dtype from paddle.fluid.framework import Variable, _create_tensor, _non_static_mode from paddle.fluid.layer_helper import LayerHelper from paddle.nn.initializer import ConstantInitializer __all__ = [] def accuracy(input, label, k=1, correct=None, total=None): """ accuracy layer. Refer to the https://en.wikipedia.org/wiki/Precision_and_recall This function computes the accuracy using the input and label. If the correct label occurs in top k predictions, then correct will increment by one. Note: the dtype of accuracy is determined by input. the input and label dtype can be different. Args: input(Tensor): The input of accuracy layer, which is the predictions of network. A Tensor with type float32,float64. The shape is ``[sample_number, class_dim]`` . label(Tensor): The label of dataset. Tensor with type int32,int64. The shape is ``[sample_number, 1]`` . k(int, optional): The top k predictions for each class will be checked. Data type is int64 or int32. Default is 1. correct(Tensor, optional): The correct predictions count. A Tensor with type int64 or int32. Default is None. total(Tensor, optional): The total entries count. A tensor with type int64 or int32. Default is None. Returns: Tensor, The correct rate. A Tensor with type float32. Examples: .. code-block:: python import numpy as np import paddle import paddle.static as static import paddle.nn.functional as F paddle.enable_static() data = static.data(name="input", shape=[-1, 32, 32], dtype="float32") label = static.data(name="label", shape=[-1,1], dtype="int") fc_out = static.nn.fc(x=data, size=10) predict = F.softmax(x=fc_out) result = static.accuracy(input=predict, label=label, k=5) place = paddle.CPUPlace() exe = static.Executor(place) exe.run(static.default_startup_program()) x = np.random.rand(3, 32, 32).astype("float32") y = np.array([[1],[0],[1]]) output = exe.run(feed={"input": x,"label": y}, fetch_list=[result]) print(output) # [array(0.33333334, dtype=float32)] """ if _non_static_mode(): if correct is None: correct = _create_tensor(dtype="int32") if total is None: total = _create_tensor(dtype="int32") _k = np.array(k).item(0) if isinstance(k, Variable) else k topk_out, topk_indices = _legacy_C_ops.top_k_v2( input, 'k', _k, 'sorted', False ) _acc, _, _ = _legacy_C_ops.accuracy( topk_out, topk_indices, label, correct, total ) return _acc helper = LayerHelper("accuracy", **locals()) check_variable_and_dtype( input, 'input', ['float16', 'uint16', 'float32', 'float64'], 'accuracy' ) topk_out = helper.create_variable_for_type_inference(dtype=input.dtype) topk_indices = helper.create_variable_for_type_inference(dtype="int64") inputs = {"X": [input]} if isinstance(k, Variable): inputs['K'] = [k] else: attrs = {'k': k} attrs['sorted'] = False helper.append_op( type="top_k_v2", inputs=inputs, attrs=attrs, outputs={"Out": [topk_out], "Indices": [topk_indices]}, ) acc_out = helper.create_variable_for_type_inference(dtype="float32") if correct is None: correct = helper.create_variable_for_type_inference(dtype="int32") if total is None: total = helper.create_variable_for_type_inference(dtype="int32") helper.append_op( type="accuracy", inputs={"Out": [topk_out], "Indices": [topk_indices], "Label": [label]}, outputs={ "Accuracy": [acc_out], "Correct": [correct], "Total": [total], }, ) return acc_out def auc( input, label, curve='ROC', num_thresholds=2**12 - 1, topk=1, slide_steps=1, ins_tag_weight=None, ): """ **Area Under the Curve (AUC) Layer** This implementation computes the AUC according to forward output and label. It is used very widely in binary classification evaluation. Note: If input label contains values other than 0 and 1, it will be cast to `bool`. Find the relevant definitions `here `_. There are two types of possible curves: 1. ROC: Receiver operating characteristic; 2. PR: Precision Recall Args: input(Tensor): A floating-point 2D Tensor, values are in the range [0, 1]. Each row is sorted in descending order. This input should be the output of topk. Typically, this Tensor indicates the probability of each label. A Tensor with type float32,float64. label(Tensor): A 2D int Tensor indicating the label of the training data. The height is batch size and width is always 1. A Tensor with type int32,int64. curve(str, optional): Curve type, can be 'ROC' or 'PR'. Default 'ROC'. num_thresholds(int, optional): The number of thresholds to use when discretizing the roc curve. Default 4095. topk(int, optional): only topk number of prediction output will be used for auc. slide_steps(int, optional): when calc batch auc, we can not only use step currently but the previous steps can be used. slide_steps=1 means use the current step, slide_steps=3 means use current step and the previous second steps, slide_steps=0 use all of the steps. ins_tag_weight(Tensor, optional): A 2D int Tensor indicating the data's tag weight, 1 means real data, 0 means fake data. Default None, and it will be assigned to a tensor of value 1. A Tensor with type float32,float64. Returns: Tensor: A tuple representing the current AUC. Data type is Tensor, supporting float32, float64. The return tuple is auc_out, batch_auc_out, [batch_stat_pos, batch_stat_neg, stat_pos, stat_neg ] auc_out: the result of the accuracy rate batch_auc_out: the result of the batch accuracy batch_stat_pos: the statistic value for label=1 at the time of batch calculation batch_stat_neg: the statistic value for label=0 at the time of batch calculation stat_pos: the statistic for label=1 at the time of calculation stat_neg: the statistic for label=0 at the time of calculation Examples: .. code-block:: python import paddle import numpy as np paddle.enable_static() data = paddle.static.data(name="input", shape=[-1, 32,32], dtype="float32") label = paddle.static.data(name="label", shape=[-1], dtype="int") fc_out = paddle.static.nn.fc(x=data, size=2) predict = paddle.nn.functional.softmax(x=fc_out) result=paddle.static.auc(input=predict, label=label) place = paddle.CPUPlace() exe = paddle.static.Executor(place) exe.run(paddle.static.default_startup_program()) x = np.random.rand(3,32,32).astype("float32") y = np.array([1,0,1]) output= exe.run(feed={"input": x,"label": y}, fetch_list=[result[0]]) print(output) #you can learn the usage of ins_tag_weight by the following code. ''' import paddle import numpy as np paddle.enable_static() data = paddle.static.data(name="input", shape=[-1, 32,32], dtype="float32") label = paddle.static.data(name="label", shape=[-1], dtype="int") ins_tag_weight = paddle.static.data(name='ins_tag', shape=[-1,16], lod_level=0, dtype='float64') fc_out = paddle.static.nn.fc(x=data, size=2) predict = paddle.nn.functional.softmax(x=fc_out) result=paddle.static.auc(input=predict, label=label, ins_tag_weight=ins_tag_weight) place = paddle.CPUPlace() exe = paddle.static.Executor(place) exe.run(paddle.static.default_startup_program()) x = np.random.rand(3,32,32).astype("float32") y = np.array([1,0,1]) z = np.array([1,0,1]) output= exe.run(feed={"input": x,"label": y, "ins_tag_weight":z}, fetch_list=[result[0]]) print(output) ''' """ helper = LayerHelper("auc", **locals()) if ins_tag_weight is None: ins_tag_weight = paddle.tensor.fill_constant( shape=[1, 1], dtype="float32", value=1.0 ) check_variable_and_dtype(input, 'input', ['float32', 'float64'], 'auc') check_variable_and_dtype(label, 'label', ['int32', 'int64'], 'auc') check_variable_and_dtype( ins_tag_weight, 'ins_tag_weight', ['float32', 'float64'], 'auc' ) auc_out = helper.create_variable_for_type_inference(dtype="float64") batch_auc_out = helper.create_variable_for_type_inference(dtype="float64") # make tp, tn, fp, fn persistable, so that can accumulate all batches. # for batch auc # we create slide_step+1 buckets, the first slide_steps buckets store # historical batch-level values, and the last bucket stores the sum values of # previous slide_step buckets. # The index of bucket that the newest batch will use is determined by batch_id mod slide_steps, # and batch_id is store in the last posision of following variable batch_stat_pos = helper.create_global_variable( persistable=True, dtype='int64', shape=[(1 + slide_steps) * (num_thresholds + 1) + 1], ) batch_stat_neg = helper.create_global_variable( persistable=True, dtype='int64', shape=[(1 + slide_steps) * (num_thresholds + 1) + 1], ) # for global auc # Needn't maintain the batch id stat_pos = helper.create_global_variable( persistable=True, dtype='int64', shape=[1, num_thresholds + 1] ) stat_neg = helper.create_global_variable( persistable=True, dtype='int64', shape=[1, num_thresholds + 1] ) for var in [batch_stat_pos, batch_stat_neg, stat_pos, stat_neg]: helper.set_variable_initializer( var, ConstantInitializer(value=0.0, force_cpu=False), ) # "InsTagWeight": [ins_tag_weight] # Batch AUC helper.append_op( type="auc", inputs={ "Predict": [input], "Label": [label], "StatPos": [batch_stat_pos], "StatNeg": [batch_stat_neg], }, attrs={ "curve": curve, "num_thresholds": num_thresholds, "slide_steps": slide_steps, }, outputs={ "AUC": [batch_auc_out], "StatPosOut": [batch_stat_pos], "StatNegOut": [batch_stat_neg], }, ) # Global AUC helper.append_op( type="auc", inputs={ "Predict": [input], "Label": [label], "StatPos": [stat_pos], "StatNeg": [stat_neg], }, attrs={ "curve": curve, "num_thresholds": num_thresholds, "slide_steps": 0, }, outputs={ "AUC": [auc_out], "StatPosOut": [stat_pos], "StatNegOut": [stat_neg], }, ) return ( auc_out, batch_auc_out, [batch_stat_pos, batch_stat_neg, stat_pos, stat_neg], ) def ctr_metric_bundle(input, label, ins_tag_weight=None): """ ctr related metric layer This function help compute the ctr related metrics: RMSE, MAE, predicted_ctr, q_value. To compute the final values of these metrics, we should do following computations using total instance number: MAE = local_abserr / instance number RMSE = sqrt(local_sqrerr / instance number) predicted_ctr = local_prob / instance number q = local_q / instance number Note that if you are doing distribute job, you should all reduce these metrics and instance number first Args: input(Tensor): A floating-point 2D Tensor, values are in the range [0, 1]. Each row is sorted in descending order. This input should be the output of topk. Typically, this Tensor indicates the probability of each label. label(Tensor): A 2D int Tensor indicating the label of the training data. The height is batch size and width is always 1. ins_tag_weight(Tensor): A 2D int Tensor indicating the ins_tag_weight of the training data. 1 means real data, 0 means fake data. A LoDTensor or Tensor with type float32,float64. Returns: local_sqrerr(Tensor): Local sum of squared error local_abserr(Tensor): Local sum of abs error local_prob(Tensor): Local sum of predicted ctr local_q(Tensor): Local sum of q value Examples 1: .. code-block:: python import paddle paddle.enable_static() data = paddle.static.data(name="data", shape=[32, 32], dtype="float32") label = paddle.static.data(name="label", shape=[-1, 1], dtype="int32") predict = paddle.nn.functional.sigmoid(paddle.static.nn.fc(input=data, size=1)) auc_out = paddle.static.ctr_metric_bundle(input=predict, label=label) Examples 2: .. code-block:: python import paddle paddle.enable_static() data = paddle.static.data(name="data", shape=[32, 32], dtype="float32") label = paddle.static.data(name="label", shape=[-1, 1], dtype="int32") predict = paddle.nn.functional.sigmoid(paddle.static.nn.fc(input=data, size=1)) ins_tag_weight = paddle.static.data(name='ins_tag', shape=[-1,16], lod_level=0, dtype='int64') auc_out = paddle.static.ctr_metric_bundle(input=predict, label=label, ins_tag_weight=ins_tag_weight) """ if ins_tag_weight is None: ins_tag_weight = paddle.tensor.fill_constant( shape=[1, 1], dtype="float32", value=1.0 ) assert input.shape == label.shape helper = LayerHelper("ctr_metric_bundle", **locals()) local_abserr = helper.create_global_variable( persistable=True, dtype='float32', shape=[1] ) local_sqrerr = helper.create_global_variable( persistable=True, dtype='float32', shape=[1] ) local_prob = helper.create_global_variable( persistable=True, dtype='float32', shape=[1] ) local_q = helper.create_global_variable( persistable=True, dtype='float32', shape=[1] ) local_pos_num = helper.create_global_variable( persistable=True, dtype='float32', shape=[1] ) local_ins_num = helper.create_global_variable( persistable=True, dtype='float32', shape=[1] ) tmp_res_elesub = helper.create_global_variable( persistable=False, dtype='float32', shape=[-1] ) tmp_res_sigmoid = helper.create_global_variable( persistable=False, dtype='float32', shape=[-1] ) tmp_ones = helper.create_global_variable( persistable=False, dtype='float32', shape=[-1] ) batch_prob = helper.create_global_variable( persistable=False, dtype='float32', shape=[1] ) batch_abserr = helper.create_global_variable( persistable=False, dtype='float32', shape=[1] ) batch_sqrerr = helper.create_global_variable( persistable=False, dtype='float32', shape=[1] ) batch_q = helper.create_global_variable( persistable=False, dtype='float32', shape=[1] ) batch_pos_num = helper.create_global_variable( persistable=False, dtype='float32', shape=[1] ) batch_ins_num = helper.create_global_variable( persistable=False, dtype='float32', shape=[1] ) for var in [ local_abserr, batch_abserr, local_sqrerr, batch_sqrerr, local_prob, batch_prob, local_q, batch_q, batch_pos_num, batch_ins_num, local_pos_num, local_ins_num, ]: helper.set_variable_initializer( var, paddle.nn.initializer.ConstantInitializer( value=0.0, force_cpu=True ), ) helper.append_op( type="elementwise_sub", inputs={"X": [input], "Y": [label]}, outputs={"Out": [tmp_res_elesub]}, ) helper.append_op( type="squared_l2_norm", inputs={"X": [tmp_res_elesub]}, outputs={"Out": [batch_sqrerr]}, ) helper.append_op( type="elementwise_add", inputs={"X": [batch_sqrerr], "Y": [local_sqrerr]}, outputs={"Out": [local_sqrerr]}, ) helper.append_op( type="l1_norm", inputs={"X": [tmp_res_elesub]}, outputs={"Out": [batch_abserr]}, ) helper.append_op( type="elementwise_add", inputs={"X": [batch_abserr], "Y": [local_abserr]}, outputs={"Out": [local_abserr]}, ) helper.append_op( type="reduce_sum", inputs={"X": [input]}, outputs={"Out": [batch_prob]} ) helper.append_op( type="elementwise_add", inputs={"X": [batch_prob], "Y": [local_prob]}, outputs={"Out": [local_prob]}, ) helper.append_op( type="sigmoid", inputs={"X": [input]}, outputs={"Out": [tmp_res_sigmoid]}, ) helper.append_op( type="reduce_sum", inputs={"X": [tmp_res_sigmoid]}, outputs={"Out": [batch_q]}, ) helper.append_op( type="reduce_sum", inputs={"X": [label]}, outputs={"Out": [batch_pos_num]}, ) helper.append_op( type="elementwise_add", inputs={"X": [batch_pos_num], "Y": [local_pos_num]}, outputs={"Out": [local_pos_num]}, ) helper.append_op( type='fill_constant_batch_size_like', inputs={"Input": label}, outputs={'Out': [tmp_ones]}, attrs={ 'shape': [-1, 1], 'dtype': tmp_ones.dtype, 'value': float(1.0), }, ) helper.append_op( type="reduce_sum", inputs={"X": [tmp_ones]}, outputs={"Out": [batch_ins_num]}, ) # if data is fake, return 0 inputs_slice = {'Input': ins_tag_weight} attrs = {'axes': [0]} attrs['starts'] = [0] attrs['ends'] = [1] helper.append_op( type="slice", inputs=inputs_slice, attrs=attrs, outputs={"Out": ins_tag_weight}, ) axis = helper.kwargs.get('axis', 0) helper.append_op( type="elementwise_mul", inputs={"X": [batch_ins_num], "Y": [ins_tag_weight]}, outputs={"Out": [batch_ins_num]}, attrs={'axis': axis}, ) helper.append_op( type="elementwise_add", inputs={"X": [batch_ins_num], "Y": [local_ins_num]}, outputs={"Out": [local_ins_num]}, ) helper.append_op( type="elementwise_mul", inputs={"X": [batch_q], "Y": [ins_tag_weight]}, outputs={"Out": [batch_q]}, attrs={'axis': axis}, ) helper.append_op( type="elementwise_add", inputs={"X": [batch_q], "Y": [local_q]}, outputs={"Out": [local_q]}, ) return ( local_sqrerr, local_abserr, local_prob, local_q, local_pos_num, local_ins_num, )