源地址 https://blog.csdn.net/adminabcd/article/details/46475361
【Precision/Recall的基本概念】
转载自http://www.zhizhihu.com/html/y2010/2137.html。
查准率和查全率是信息检索效率评价的两个定量指标,不仅可以用来评价每次检索的准确性和全面性,也是在信息检索系统评价中衡量系统检索性能的重要方面。
(1)查准率(Precision ratio,简称为P),是指检出的相关文献数占检出文献总数的百分比。查准率反映检索准确性,其补数就是误检率。
查准率=(检索出的相关信息量/检索出的信息总量)*100%
(2)查全率(Recall ratio,简称为R),是指检出的相关文献数占系统中相关文献总数的百分比。查全率反映检索全面性,其补数就是漏检率。
查全率=(检索出的相关信息量/系统中的相关信息总量)*100%
【Precision/Recall曲线的来源】
要评价信息检索系统的性能水平,就必须在一个检索系统中进行多次检索。每进行一次检索,都计算其查准率和查全率,并以此作为坐标值,在平面坐标图上标示出来。通过大量的检索,就可以得到检索系统的性能曲线。
Precision/Recall曲线一般是以每一次计算的查全率为横坐标,每一次计算的查准率为纵坐标。如下图所示:
该图是由100次检索得到的,由图可知:在查全率和查准率之间存在着相反的相互依赖关系–如果提高输出的查全率,就会降低其查准率
【ROC曲线】
ROC曲线的横坐标为false positive rate,纵坐标为true positive rate。
其中
false positive rate=搜索出的不相关信息量/系统中的不相关信息量
true positive rate=搜索到的相关信息量/系统中的相关信息量
如下图所示:
该曲线也是由100次检索得到的,由图可知,false positive rate与true positive rate之间是正相关的。
【Precision/Recall和ROC曲线的一个小实例】
功能函数代码:
function [prec, tpr, fpr, thresh] = prec_rec(score, target, varargin)
% PREC_REC - Compute and plot precision/recall and ROC curves.
%
% PREC_REC(SCORE,TARGET), where SCORE and TARGET are equal-sized vectors,
% and TARGET is binary, plots the corresponding precision-recall graph
% and the ROC curve.
%
% Several options of the form PREC_REC(...,'OPTION_NAME', OPTION_VALUE)
% can be used to modify the default behavior.
% - 'instanceCount': Usually it is assumed that one line in the input
% data corresponds to a single sample. However, it
% might be the case that there are a total of N
% instances with the same SCORE, out of which
% TARGET are classified as positive, and (N -
% TARGET) are classified as negative. Instead of
% using repeated samples with the same SCORE, we
% can summarize these observations by means of this
% option. Thus it requires a vector of the same
% size as TARGET.
% - 'numThresh' : Specify the (maximum) number of score intervals.
% Generally, splits are made such that each
% interval contains about the same number of sample
% lines.
% - 'holdFigure' : [0,1] draw into the current figure, instead of
% creating a new one.
% - 'style' : Style specification for plot command.
% - 'plotROC' : [0,1] Explicitly specify if ROC curve should be
% plotted.
% - 'plotPR' : [0,1] Explicitly specify if precision-recall curve
% should be plotted.
% - 'plotBaseline' : [0,1] Plot a baseline of the random classifier.
%
% By default, when output arguments are specified, as in
% [PREC, TPR, FPR, THRESH] = PREC_REC(...),
% no plot is generated. The arguments are the score thresholds, along
% with the respective precisions, true-positive, and false-positive
% rates.
optargin = size(varargin, 2);
stdargin = nargin - optargin;
if stdargin < 2
error('at least 2 arguments required');
end
%% parse optional arguments(解析可选参数)
num_thresh = -1;
hold_fig = 0;
% 无输出时,画出Precision/Recall和ROC曲线
plot_roc = (nargout <= 0);
plot_pr = (nargout <= 0);
instance_count = -1;
style = '';
plot_baseline = 1;
i = 1;
while (i <= optargin)
if (strcmp(varargin{i}, 'numThresh'))
if (i >= optargin)
error('argument required for %s', varargin{i});
else
num_thresh = varargin{i+1};
i = i + 2;
end
elseif (strcmp(varargin{i}, 'style'))
if (i >= optargin)
error('argument required for %s', varargin{i});
else
style = varargin{i+1};
i = i + 2;
end
elseif (strcmp(varargin{i}, 'instanceCount'))
if (i >= optargin)
error('argument required for %s', varargin{i});
else
instance_count = varargin{i+1};
i = i + 2;
end
elseif (strcmp(varargin{i}, 'holdFigure'))
if (i >= optargin)
error('argument required for %s', varargin{i});
else
if ~isempty(get(0,'CurrentFigure'))
hold_fig = varargin{i+1};
end
i = i + 2;
end
elseif (strcmp(varargin{i}, 'plotROC'))
if (i >= optargin)
error('argument required for %s', varargin{i});
else
plot_roc = varargin{i+1};
i = i + 2;
end
elseif (strcmp(varargin{i}, 'plotPR'))
if (i >= optargin)
error('argument required for %s', varargin{i});
else
plot_pr = varargin{i+1};
i = i + 2;
end
elseif (strcmp(varargin{i}, 'plotBaseline'))
if (i >= optargin)
error('argument required for %s', varargin{i});
else
plot_baseline = varargin{i+1};
i = i + 2;
end
elseif (~ischar(varargin{i}))
error('only two numeric arguments required');
else
error('unknown option: %s', varargin{i});
end
end
%% 数据处理
[nx,ny]=size(score);
if (nx~=1 && ny~=1)
error('first argument must be a vector');
end
[mx,my]=size(target);
if (mx~=1 && my~=1)
error('second argument must be a vector');
end
%convert to colume vector
score = score(:);
target = target(:);
if (length(target) ~= length(score))
error('score and target must have same length');
end
if (instance_count == -1)
% set default for total instances
instance_count = ones(length(score),1);
target = max(min(target(:),1),0); % ensure binary target
else
if numel(instance_count)==1
% scalar
instance_count = instance_count * ones(length(target), 1);
end
[px,py] = size(instance_count);
if (px~=1 && py~=1)
error('instance count must be a vector');
end
instance_count = instance_count(:);
if (length(target) ~= length(instance_count))
error('instance count must have same length as target');
end
target = min(instance_count, target);
end
% set default for number of thresholds
if num_thresh < 0
score_uniq = unique(score);
num_thresh = min(length(score_uniq), 100);
end
% set thresholds
qvals = (1:(num_thresh-1))/num_thresh;
thresh = [min(score) quantile(score,qvals)];
% remove identical bins
thresh = sort(unique(thresh),2,'descend');
%计算总的target中1的个数和0的个数
total_target = sum(target);
total_neg = sum(instance_count - target);
prec = zeros(length(thresh),1);
tpr = zeros(length(thresh),1);
fpr = zeros(length(thresh),1);
for i = 1:length(thresh) //进行多次检索
%找出score值大于阈值的那部分数据target
idx = (score >= thresh(i));
fpr(i) = sum(instance_count(idx) - target(idx)); %计算这部分target中等于0的数目
tpr(i) = sum(target(idx)); %计算这部分target中等于1的数目
% 查准率=搜索到的相关信息量/搜索到的所有信息量
prec(i) = sum(target(idx)) / sum(instance_count(idx));
end
% 查全率=搜索到的相关信息量/系统中的相关信息量
tpr=tpr / total_target;
% 代价=搜索到的不相关信息量/系统中的不相关信息量
fpr = fpr / total_neg;
if (plot_pr || plot_roc)
% draw
if (~hold_fig)
figure
if (plot_pr)
if (plot_roc)
subplot(1,2,1);
end
if (plot_baseline)
target_ratio = total_target / (total_target + total_neg);
plot([0 1], [target_ratio target_ratio], 'k');
end
hold on
hold all
plot([0; tpr], [1 ; prec], style); % add pseudo point to complete curve
xlabel('recall');
ylabel('precision');
title('precision-recall graph');
end
if (plot_roc)
if (plot_pr)
subplot(1,2,2);
end
if (plot_baseline)
plot([0 1], [0 1], 'k');
end
hold on;
hold all;
plot([0; fpr], [0; tpr], style); % add pseudo point to complete curve
xlabel('false positive rate');
ylabel('true positive rate');
title('roc curve');
%axis([0 1 0 1]);
if (plot_roc && plot_pr)
% double the width
rect = get(gcf,'pos');
rect(3) = 2 * rect(3);
set(gcf,'pos',rect);
end
end
else
if (plot_pr)
if (plot_roc)
subplot(1,2,1);
end
plot([0; tpr],[1 ; prec], style); % add pseudo point to complete curve
end
if (plot_roc)
if (plot_pr)
subplot(1,2,2);
end
plot([0; fpr], [0; tpr], style);
end
end
end
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创建具体实例:
clear;
clc;
x1 = rand(1000, 1);
y1 = round(x1 + 0.5*(rand(1000,1) - 0.5)); %取整
prec_rec(x1, y1); % 向量y1代表系统中的信息量,y1的值只能为0或1,y1取值为1代表相关信息量,否则为不相关信息量
% x2 = rand(1000,1);
% y2 = round(x2 + 0.75 * (rand(1000,1)-0.5));
% prec_rec(x2, y2, 'holdFigure', 1);
% legend('baseline','x1/y1','x2/y2','Location','SouthEast');