ML/DL常用评估方法

import bisect
from sklearn import metrics
from sklearn.metrics import precision_recall_curve

# 创建一个单独的Metircs.py文件
def calc_auc(y_true, y_pred): # y_pred：[0,1]之间任何数
    return metrics.roc_auc_score(y_true, y_pred)


def calc_ks(y_true, y_pred): # y_pred：[0,1]之间任何数
    fpr, tpr, thresholds = metrics.roc_curve(y_true, y_pred)
    return max(tpr - fpr)


def calc_acc(y_true, y_pred): # y_pred：{0,1} 必须事先通过阈值转变为0,1
    return metrics.accuracy_score(y_true, y_pred)


def calc_f1(y_true, y_pred): # y_pred：{0,1} 必须事先通过阈值转变为0,1
    return metrics.recall_score(y_true, y_pred), metrics.precision_score(y_true, y_pred), metrics.f1_score(y_true, y_pred)

# 召回率大于0.9时的准确率
def precision_at_r9(y_true, y_pred):
    p, r, tresholds = precision_recall_curve(y_true, y_pred)
    ind = bisect.bisect(r, 0.9)
    if ind >= len(p)-1:
        return r[-2], p[-2], tresholds[-1]
    else:
        return r[ind], p[ind], tresholds[ind]

# 准确率大于0.9时的召回率
def recall_at_p9(y_true, y_pred):
    p, r, tresholds = precision_recall_curve(y_true, y_pred)
    ind = bisect.bisect(p, 0.9)
    if ind >= len(p)-1:
        return r[-2], p[-2], tresholds[-1]
    else:
        return r[ind], p[ind], tresholds[ind]

NDCG@K

def get_dcg(y_pred, y_true, k):
    # 注意y_pred与y_true必须是一一对应的，而且y_pred越大越接近label=1(用相关性的说法就是，与label=1越相关)
    df = pd.DataFrame({"y_pred": y_pred, "y_true": y_true})
    df = df.sort_values(by="y_pred", ascending=False)  # 对y_pred进行降序排列，越排在前面的，越接近label=1
    df = df.iloc[0:k, :]  # 取前K个
    dcg = (2 ** df["y_true"] - 1) / np.log2(np.arange(1, df["y_true"].count() + 1) + 1)  # 位置从1开始计数
    dcg = np.sum(dcg)
    return dcg


def calc_ndcg(y_true, y_pred, k):
    dcg = get_dcg(y_pred, y_true, k)
    idcg = get_dcg(y_true, y_true, k)
    ndcg = dcg / idcg
    return ndcg

Recall@K,Precision@K

def calc_f1(y_true, y_pred, k):  
    df = pd.DataFrame({"y_pred": y_pred, "y_true": y_true})
    df = df.sort_values(by="y_pred", ascending=False)  # 对y_pred进行降序排列，越排在前面的，越接近label=1
    df = df.iloc[0:k, :]  # 取前K个
    y_true = np.array(df["y_true"])
    y_pred = np.round(np.array(df["y_pred"])) # y_pred：{0,1} 必须事先通过阈值转变为0,1
    return recall_score(y_true, y_pred), precision_score(y_true, y_pred), f1_score(y_true, y_pred)