auc计算逻辑

auc计算逻辑

实现auc，python

# -*- coding utf-8 -*-
# @Author: 
# @Date: 2021/3/3 11:07 上午


from sklearn.metrics import roc_auc_score
import time


def auc(y_true, y_score):
    assert len(y_true) == len(y_score)

    m = sum(y_true)
    n = len(y_true) - m

    bins = 200
    bin_width = 1 / bins
    p_bins = [0 for _ in range(bins)]
    n_bins = [0 for _ in range(bins)]

    # 分桶
    for i in range(m + n):
        index = int(y_score[i] / bin_width)
        if y_true[i] == 1:
            p_bins[index] += 1
        else:
            n_bins[index] += 1

    accumulated_n = 0
    pair = 0

    for i in range(bins):
        pair += p_bins[i] * accumulated_n + p_bins[i] * n_bins[i] * 0.5
        # 滞后一位
        accumulated_n += n_bins[i]

    return pair / (m * n)


label = [1, 0, 1, 1, 0, 1, 0, 0, 1]
score = [0.5, 0.4, 0.3, 0.7, 0.4, 0.3, 0.7, 0.4, 0.3]

# label = label*1000000
# score = score*1000000

score = [0.5, 0.3, 0.2, 0.8, 0.7]
label = [0, 1, 0, 1, 1]

begin = time.time()
auc1 = auc(label, score)
end = time.time()
print(auc1)
print(end - begin)

begin = time.time()
print(roc_auc_score(label, score))
end = time.time()
print(end - begin)

实现auc，java

package com.xueqiu.infra.xdc.hive.udf;

import org.apache.hadoop.hive.ql.exec.UDF;
import org.apache.hadoop.hive.ql.metadata.HiveException;

import java.util.Arrays;

/**
 *
 * @author 
 */

/**
 * 计算单特征auc
 */

public class RocAucScore extends UDF {
    /**
     * @param yTrue label，#分隔
     * @param yScore 预测分数，#分隔
     * @return
     * @throws HiveException
     */

    public String evaluate(String yTrue, String yScore) throws HiveException{
        int bins=200;

        if (yTrue.equals(" ") || yTrue.length() == 0 || yScore.equals(" ") || yScore.length() == 0) return "0";

        String [] labels = yTrue.split("#");
        String [] scores = yScore.split("#");

        assert (labels.length != scores.length);

        int arrayLength = labels.length;
        int[] realLabels = new int[arrayLength];
        float[] predictScores =  new float[arrayLength];

        for(int i=0; i < arrayLength; i++){
            realLabels[i] = Integer.parseInt(labels[i]);
            predictScores[i] = Float.parseFloat(scores[i]);
        }

        double binWidth = 1.0/bins;
        double[] positiveBins = new double[bins];
        double[] negativeBins = new double[bins];

        int positiveNum = Arrays.stream(realLabels).sum();
        long negativeNum = arrayLength - positiveNum;

        for(int j=0; j<arrayLength; j++){
            int index = (int) (predictScores[j]/binWidth);
            if(realLabels[j] == 1){
                positiveBins[index] += 1;
            }else{
                negativeBins[index] += 1;
            }
        }

        double accumulatedNum = 0.0;
        double pair = 0.0;

        for (int k=0; k<bins; k++){
            pair += positiveBins[k]*accumulatedNum + positiveBins[k]*negativeBins[k]*0.5;
            accumulatedNum += negativeBins[k];
        }

        return String.valueOf(pair/(positiveNum * negativeNum));
    }

    public static void main(String[] args) throws Exception {
        String yTrue = "1#0#1#1#0#1#0#0#1";
        String yScore = "0.5#0.4#0.3#0.7#0.4#0.3#0.7#0.4#0.3";

        StringBuilder sb1 = new StringBuilder();
        StringBuilder sb2 = new StringBuilder();
        int num = 1000000;
        for (int i = 0; i < num; i++) {
            sb1.append(yTrue);
            sb2.append(yScore);
            if(i<num-1){
            sb1.append("#");
            sb2.append("#");
            }
        }

        RocAucScore ras = new RocAucScore();
        long startTime = System.currentTimeMillis();
        System.out.println(ras.evaluate(sb1.toString(), sb2.toString()));
        long endTime = System.currentTimeMillis();
        long totalTime = endTime - startTime;
        System.out.println(totalTime/1000);

    }
}