577 lines
22 KiB
Python
577 lines
22 KiB
Python
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# Copyright 2017 The TensorFlow Authors. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# ==============================================================================
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"""Precision--recall curves and TensorFlow operations to create them.
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NOTE: This module is in beta, and its API is subject to change, but the
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data that it stores to disk will be supported forever.
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"""
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import numpy as np
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from tensorboard.plugins.pr_curve import metadata
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# A value that we use as the minimum value during division of counts to prevent
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# division by 0. 1.0 does not work: Certain weights could cause counts below 1.
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_MINIMUM_COUNT = 1e-7
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# The default number of thresholds.
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_DEFAULT_NUM_THRESHOLDS = 201
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def op(
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name,
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labels,
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predictions,
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num_thresholds=None,
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weights=None,
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display_name=None,
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description=None,
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collections=None,
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):
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"""Create a PR curve summary op for a single binary classifier.
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Computes true/false positive/negative values for the given `predictions`
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against the ground truth `labels`, against a list of evenly distributed
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threshold values in `[0, 1]` of length `num_thresholds`.
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Each number in `predictions`, a float in `[0, 1]`, is compared with its
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corresponding boolean label in `labels`, and counts as a single tp/fp/tn/fn
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value at each threshold. This is then multiplied with `weights` which can be
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used to reweight certain values, or more commonly used for masking values.
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Args:
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name: A tag attached to the summary. Used by TensorBoard for organization.
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labels: The ground truth values. A Tensor of `bool` values with arbitrary
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shape.
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predictions: A float32 `Tensor` whose values are in the range `[0, 1]`.
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Dimensions must match those of `labels`.
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num_thresholds: Number of thresholds, evenly distributed in `[0, 1]`, to
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compute PR metrics for. Should be `>= 2`. This value should be a
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constant integer value, not a Tensor that stores an integer.
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weights: Optional float32 `Tensor`. Individual counts are multiplied by this
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value. This tensor must be either the same shape as or broadcastable to
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the `labels` tensor.
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display_name: Optional name for this summary in TensorBoard, as a
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constant `str`. Defaults to `name`.
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description: Optional long-form description for this summary, as a
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constant `str`. Markdown is supported. Defaults to empty.
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collections: Optional list of graph collections keys. The new
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summary op is added to these collections. Defaults to
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`[Graph Keys.SUMMARIES]`.
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Returns:
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A summary operation for use in a TensorFlow graph. The float32 tensor
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produced by the summary operation is of dimension (6, num_thresholds). The
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first dimension (of length 6) is of the order: true positives,
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false positives, true negatives, false negatives, precision, recall.
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"""
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# TODO(nickfelt): remove on-demand imports once dep situation is fixed.
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import tensorflow.compat.v1 as tf
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if num_thresholds is None:
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num_thresholds = _DEFAULT_NUM_THRESHOLDS
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if weights is None:
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weights = 1.0
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dtype = predictions.dtype
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with tf.name_scope(name, values=[labels, predictions, weights]):
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tf.assert_type(labels, tf.bool)
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# We cast to float to ensure we have 0.0 or 1.0.
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f_labels = tf.cast(labels, dtype)
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# Ensure predictions are all in range [0.0, 1.0].
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predictions = tf.minimum(1.0, tf.maximum(0.0, predictions))
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# Get weighted true/false labels.
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true_labels = f_labels * weights
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false_labels = (1.0 - f_labels) * weights
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# Before we begin, flatten predictions.
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predictions = tf.reshape(predictions, [-1])
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# Shape the labels so they are broadcast-able for later multiplication.
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true_labels = tf.reshape(true_labels, [-1, 1])
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false_labels = tf.reshape(false_labels, [-1, 1])
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# To compute TP/FP/TN/FN, we are measuring a binary classifier
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# C(t) = (predictions >= t)
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# at each threshold 't'. So we have
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# TP(t) = sum( C(t) * true_labels )
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# FP(t) = sum( C(t) * false_labels )
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#
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# But, computing C(t) requires computation for each t. To make it fast,
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# observe that C(t) is a cumulative integral, and so if we have
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# thresholds = [t_0, ..., t_{n-1}]; t_0 < ... < t_{n-1}
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# where n = num_thresholds, and if we can compute the bucket function
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# B(i) = Sum( (predictions == t), t_i <= t < t{i+1} )
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# then we get
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# C(t_i) = sum( B(j), j >= i )
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# which is the reversed cumulative sum in tf.cumsum().
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#
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# We can compute B(i) efficiently by taking advantage of the fact that
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# our thresholds are evenly distributed, in that
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# width = 1.0 / (num_thresholds - 1)
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# thresholds = [0.0, 1*width, 2*width, 3*width, ..., 1.0]
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# Given a prediction value p, we can map it to its bucket by
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# bucket_index(p) = floor( p * (num_thresholds - 1) )
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# so we can use tf.scatter_add() to update the buckets in one pass.
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# Compute the bucket indices for each prediction value.
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bucket_indices = tf.cast(
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tf.floor(predictions * (num_thresholds - 1)), tf.int32
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)
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# Bucket predictions.
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tp_buckets = tf.reduce_sum(
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input_tensor=tf.one_hot(bucket_indices, depth=num_thresholds)
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* true_labels,
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axis=0,
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)
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fp_buckets = tf.reduce_sum(
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input_tensor=tf.one_hot(bucket_indices, depth=num_thresholds)
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* false_labels,
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axis=0,
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)
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# Set up the cumulative sums to compute the actual metrics.
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tp = tf.cumsum(tp_buckets, reverse=True, name="tp")
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fp = tf.cumsum(fp_buckets, reverse=True, name="fp")
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# fn = sum(true_labels) - tp
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# = sum(tp_buckets) - tp
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# = tp[0] - tp
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# Similarly,
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# tn = fp[0] - fp
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tn = fp[0] - fp
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fn = tp[0] - tp
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precision = tp / tf.maximum(_MINIMUM_COUNT, tp + fp)
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recall = tp / tf.maximum(_MINIMUM_COUNT, tp + fn)
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return _create_tensor_summary(
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name,
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tp,
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fp,
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tn,
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fn,
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precision,
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recall,
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num_thresholds,
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display_name,
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description,
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collections,
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)
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def pb(
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name,
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labels,
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predictions,
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num_thresholds=None,
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weights=None,
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display_name=None,
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description=None,
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):
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"""Create a PR curves summary protobuf.
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Arguments:
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name: A name for the generated node. Will also serve as a series name in
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TensorBoard.
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labels: The ground truth values. A bool numpy array.
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predictions: A float32 numpy array whose values are in the range `[0, 1]`.
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Dimensions must match those of `labels`.
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num_thresholds: Optional number of thresholds, evenly distributed in
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`[0, 1]`, to compute PR metrics for. When provided, should be an int of
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value at least 2. Defaults to 201.
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weights: Optional float or float32 numpy array. Individual counts are
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multiplied by this value. This tensor must be either the same shape as
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or broadcastable to the `labels` numpy array.
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display_name: Optional name for this summary in TensorBoard, as a `str`.
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Defaults to `name`.
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description: Optional long-form description for this summary, as a `str`.
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Markdown is supported. Defaults to empty.
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"""
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# TODO(nickfelt): remove on-demand imports once dep situation is fixed.
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import tensorflow.compat.v1 as tf # noqa: F401
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if num_thresholds is None:
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num_thresholds = _DEFAULT_NUM_THRESHOLDS
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if weights is None:
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weights = 1.0
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# Compute bins of true positives and false positives.
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bucket_indices = np.int32(np.floor(predictions * (num_thresholds - 1)))
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float_labels = labels.astype(float)
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histogram_range = (0, num_thresholds - 1)
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tp_buckets, _ = np.histogram(
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bucket_indices,
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bins=num_thresholds,
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range=histogram_range,
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weights=float_labels * weights,
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)
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fp_buckets, _ = np.histogram(
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bucket_indices,
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bins=num_thresholds,
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range=histogram_range,
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weights=(1.0 - float_labels) * weights,
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)
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# Obtain the reverse cumulative sum.
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tp = np.cumsum(tp_buckets[::-1])[::-1]
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fp = np.cumsum(fp_buckets[::-1])[::-1]
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tn = fp[0] - fp
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fn = tp[0] - tp
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precision = tp / np.maximum(_MINIMUM_COUNT, tp + fp)
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recall = tp / np.maximum(_MINIMUM_COUNT, tp + fn)
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return raw_data_pb(
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name,
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true_positive_counts=tp,
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false_positive_counts=fp,
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true_negative_counts=tn,
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false_negative_counts=fn,
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precision=precision,
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recall=recall,
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num_thresholds=num_thresholds,
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display_name=display_name,
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description=description,
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)
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def streaming_op(
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name,
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labels,
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predictions,
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num_thresholds=None,
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weights=None,
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metrics_collections=None,
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updates_collections=None,
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display_name=None,
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description=None,
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):
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"""Computes a precision-recall curve summary across batches of data.
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This function is similar to op() above, but can be used to compute the PR
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curve across multiple batches of labels and predictions, in the same style
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as the metrics found in tf.metrics.
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This function creates multiple local variables for storing true positives,
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true negative, etc. accumulated over each batch of data, and uses these local
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variables for computing the final PR curve summary. These variables can be
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updated with the returned update_op.
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Args:
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name: A tag attached to the summary. Used by TensorBoard for organization.
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labels: The ground truth values, a `Tensor` whose dimensions must match
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`predictions`. Will be cast to `bool`.
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predictions: A floating point `Tensor` of arbitrary shape and whose values
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are in the range `[0, 1]`.
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num_thresholds: The number of evenly spaced thresholds to generate for
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computing the PR curve. Defaults to 201.
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weights: Optional `Tensor` whose rank is either 0, or the same rank as
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`labels`, and must be broadcastable to `labels` (i.e., all dimensions must
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be either `1`, or the same as the corresponding `labels` dimension).
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metrics_collections: An optional list of collections that `auc` should be
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added to.
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updates_collections: An optional list of collections that `update_op` should
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be added to.
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display_name: Optional name for this summary in TensorBoard, as a
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constant `str`. Defaults to `name`.
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description: Optional long-form description for this summary, as a
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constant `str`. Markdown is supported. Defaults to empty.
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Returns:
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pr_curve: A string `Tensor` containing a single value: the
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serialized PR curve Tensor summary. The summary contains a
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float32 `Tensor` of dimension (6, num_thresholds). The first
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dimension (of length 6) is of the order: true positives, false
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positives, true negatives, false negatives, precision, recall.
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update_op: An operation that updates the summary with the latest data.
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"""
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# TODO(nickfelt): remove on-demand imports once dep situation is fixed.
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import tensorflow.compat.v1 as tf
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if num_thresholds is None:
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num_thresholds = _DEFAULT_NUM_THRESHOLDS
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thresholds = [i / float(num_thresholds - 1) for i in range(num_thresholds)]
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with tf.name_scope(name, values=[labels, predictions, weights]):
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tp, update_tp = tf.metrics.true_positives_at_thresholds(
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labels=labels,
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predictions=predictions,
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thresholds=thresholds,
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weights=weights,
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)
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fp, update_fp = tf.metrics.false_positives_at_thresholds(
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labels=labels,
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predictions=predictions,
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thresholds=thresholds,
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weights=weights,
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)
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tn, update_tn = tf.metrics.true_negatives_at_thresholds(
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labels=labels,
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predictions=predictions,
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thresholds=thresholds,
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weights=weights,
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)
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fn, update_fn = tf.metrics.false_negatives_at_thresholds(
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labels=labels,
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predictions=predictions,
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thresholds=thresholds,
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weights=weights,
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)
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def compute_summary(tp, fp, tn, fn, collections):
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precision = tp / tf.maximum(_MINIMUM_COUNT, tp + fp)
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recall = tp / tf.maximum(_MINIMUM_COUNT, tp + fn)
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return _create_tensor_summary(
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name,
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tp,
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fp,
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tn,
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fn,
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precision,
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recall,
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num_thresholds,
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display_name,
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description,
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collections,
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)
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pr_curve = compute_summary(tp, fp, tn, fn, metrics_collections)
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update_op = tf.group(update_tp, update_fp, update_tn, update_fn)
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if updates_collections:
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for collection in updates_collections:
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tf.add_to_collection(collection, update_op)
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|
|
|
||
|
|
return pr_curve, update_op
|
||
|
|
|
||
|
|
|
||
|
|
def raw_data_op(
|
||
|
|
name,
|
||
|
|
true_positive_counts,
|
||
|
|
false_positive_counts,
|
||
|
|
true_negative_counts,
|
||
|
|
false_negative_counts,
|
||
|
|
precision,
|
||
|
|
recall,
|
||
|
|
num_thresholds=None,
|
||
|
|
display_name=None,
|
||
|
|
description=None,
|
||
|
|
collections=None,
|
||
|
|
):
|
||
|
|
"""Create an op that collects data for visualizing PR curves.
|
||
|
|
|
||
|
|
Unlike the op above, this one avoids computing precision, recall, and the
|
||
|
|
intermediate counts. Instead, it accepts those tensors as arguments and
|
||
|
|
relies on the caller to ensure that the calculations are correct (and the
|
||
|
|
counts yield the provided precision and recall values).
|
||
|
|
|
||
|
|
This op is useful when a caller seeks to compute precision and recall
|
||
|
|
differently but still use the PR curves plugin.
|
||
|
|
|
||
|
|
Args:
|
||
|
|
name: A tag attached to the summary. Used by TensorBoard for organization.
|
||
|
|
true_positive_counts: A rank-1 tensor of true positive counts. Must contain
|
||
|
|
`num_thresholds` elements and be castable to float32. Values correspond
|
||
|
|
to thresholds that increase from left to right (from 0 to 1).
|
||
|
|
false_positive_counts: A rank-1 tensor of false positive counts. Must
|
||
|
|
contain `num_thresholds` elements and be castable to float32. Values
|
||
|
|
correspond to thresholds that increase from left to right (from 0 to 1).
|
||
|
|
true_negative_counts: A rank-1 tensor of true negative counts. Must contain
|
||
|
|
`num_thresholds` elements and be castable to float32. Values
|
||
|
|
correspond to thresholds that increase from left to right (from 0 to 1).
|
||
|
|
false_negative_counts: A rank-1 tensor of false negative counts. Must
|
||
|
|
contain `num_thresholds` elements and be castable to float32. Values
|
||
|
|
correspond to thresholds that increase from left to right (from 0 to 1).
|
||
|
|
precision: A rank-1 tensor of precision values. Must contain
|
||
|
|
`num_thresholds` elements and be castable to float32. Values correspond
|
||
|
|
to thresholds that increase from left to right (from 0 to 1).
|
||
|
|
recall: A rank-1 tensor of recall values. Must contain `num_thresholds`
|
||
|
|
elements and be castable to float32. Values correspond to thresholds
|
||
|
|
that increase from left to right (from 0 to 1).
|
||
|
|
num_thresholds: Number of thresholds, evenly distributed in `[0, 1]`, to
|
||
|
|
compute PR metrics for. Should be `>= 2`. This value should be a
|
||
|
|
constant integer value, not a Tensor that stores an integer.
|
||
|
|
display_name: Optional name for this summary in TensorBoard, as a
|
||
|
|
constant `str`. Defaults to `name`.
|
||
|
|
description: Optional long-form description for this summary, as a
|
||
|
|
constant `str`. Markdown is supported. Defaults to empty.
|
||
|
|
collections: Optional list of graph collections keys. The new
|
||
|
|
summary op is added to these collections. Defaults to
|
||
|
|
`[Graph Keys.SUMMARIES]`.
|
||
|
|
|
||
|
|
Returns:
|
||
|
|
A summary operation for use in a TensorFlow graph. See docs for the `op`
|
||
|
|
method for details on the float32 tensor produced by this summary.
|
||
|
|
"""
|
||
|
|
# TODO(nickfelt): remove on-demand imports once dep situation is fixed.
|
||
|
|
import tensorflow.compat.v1 as tf
|
||
|
|
|
||
|
|
with tf.name_scope(
|
||
|
|
name,
|
||
|
|
values=[
|
||
|
|
true_positive_counts,
|
||
|
|
false_positive_counts,
|
||
|
|
true_negative_counts,
|
||
|
|
false_negative_counts,
|
||
|
|
precision,
|
||
|
|
recall,
|
||
|
|
],
|
||
|
|
):
|
||
|
|
return _create_tensor_summary(
|
||
|
|
name,
|
||
|
|
true_positive_counts,
|
||
|
|
false_positive_counts,
|
||
|
|
true_negative_counts,
|
||
|
|
false_negative_counts,
|
||
|
|
precision,
|
||
|
|
recall,
|
||
|
|
num_thresholds,
|
||
|
|
display_name,
|
||
|
|
description,
|
||
|
|
collections,
|
||
|
|
)
|
||
|
|
|
||
|
|
|
||
|
|
def raw_data_pb(
|
||
|
|
name,
|
||
|
|
true_positive_counts,
|
||
|
|
false_positive_counts,
|
||
|
|
true_negative_counts,
|
||
|
|
false_negative_counts,
|
||
|
|
precision,
|
||
|
|
recall,
|
||
|
|
num_thresholds=None,
|
||
|
|
display_name=None,
|
||
|
|
description=None,
|
||
|
|
):
|
||
|
|
"""Create a PR curves summary protobuf from raw data values.
|
||
|
|
|
||
|
|
Args:
|
||
|
|
name: A tag attached to the summary. Used by TensorBoard for organization.
|
||
|
|
true_positive_counts: A rank-1 numpy array of true positive counts. Must
|
||
|
|
contain `num_thresholds` elements and be castable to float32.
|
||
|
|
false_positive_counts: A rank-1 numpy array of false positive counts. Must
|
||
|
|
contain `num_thresholds` elements and be castable to float32.
|
||
|
|
true_negative_counts: A rank-1 numpy array of true negative counts. Must
|
||
|
|
contain `num_thresholds` elements and be castable to float32.
|
||
|
|
false_negative_counts: A rank-1 numpy array of false negative counts. Must
|
||
|
|
contain `num_thresholds` elements and be castable to float32.
|
||
|
|
precision: A rank-1 numpy array of precision values. Must contain
|
||
|
|
`num_thresholds` elements and be castable to float32.
|
||
|
|
recall: A rank-1 numpy array of recall values. Must contain `num_thresholds`
|
||
|
|
elements and be castable to float32.
|
||
|
|
num_thresholds: Number of thresholds, evenly distributed in `[0, 1]`, to
|
||
|
|
compute PR metrics for. Should be an int `>= 2`.
|
||
|
|
display_name: Optional name for this summary in TensorBoard, as a `str`.
|
||
|
|
Defaults to `name`.
|
||
|
|
description: Optional long-form description for this summary, as a `str`.
|
||
|
|
Markdown is supported. Defaults to empty.
|
||
|
|
|
||
|
|
Returns:
|
||
|
|
A summary operation for use in a TensorFlow graph. See docs for the `op`
|
||
|
|
method for details on the float32 tensor produced by this summary.
|
||
|
|
"""
|
||
|
|
# TODO(nickfelt): remove on-demand imports once dep situation is fixed.
|
||
|
|
import tensorflow.compat.v1 as tf
|
||
|
|
|
||
|
|
if display_name is None:
|
||
|
|
display_name = name
|
||
|
|
summary_metadata = metadata.create_summary_metadata(
|
||
|
|
display_name=display_name if display_name is not None else name,
|
||
|
|
description=description or "",
|
||
|
|
num_thresholds=num_thresholds,
|
||
|
|
)
|
||
|
|
tf_summary_metadata = tf.SummaryMetadata.FromString(
|
||
|
|
summary_metadata.SerializeToString()
|
||
|
|
)
|
||
|
|
summary = tf.Summary()
|
||
|
|
data = np.stack(
|
||
|
|
(
|
||
|
|
true_positive_counts,
|
||
|
|
false_positive_counts,
|
||
|
|
true_negative_counts,
|
||
|
|
false_negative_counts,
|
||
|
|
precision,
|
||
|
|
recall,
|
||
|
|
)
|
||
|
|
)
|
||
|
|
tensor = tf.make_tensor_proto(np.float32(data), dtype=tf.float32)
|
||
|
|
summary.value.add(
|
||
|
|
tag="%s/pr_curves" % name, metadata=tf_summary_metadata, tensor=tensor
|
||
|
|
)
|
||
|
|
return summary
|
||
|
|
|
||
|
|
|
||
|
|
def _create_tensor_summary(
|
||
|
|
name,
|
||
|
|
true_positive_counts,
|
||
|
|
false_positive_counts,
|
||
|
|
true_negative_counts,
|
||
|
|
false_negative_counts,
|
||
|
|
precision,
|
||
|
|
recall,
|
||
|
|
num_thresholds=None,
|
||
|
|
display_name=None,
|
||
|
|
description=None,
|
||
|
|
collections=None,
|
||
|
|
):
|
||
|
|
"""A private helper method for generating a tensor summary.
|
||
|
|
|
||
|
|
We use a helper method instead of having `op` directly call `raw_data_op`
|
||
|
|
to prevent the scope of `raw_data_op` from being embedded within `op`.
|
||
|
|
|
||
|
|
Arguments are the same as for raw_data_op.
|
||
|
|
|
||
|
|
Returns:
|
||
|
|
A tensor summary that collects data for PR curves.
|
||
|
|
"""
|
||
|
|
# TODO(nickfelt): remove on-demand imports once dep situation is fixed.
|
||
|
|
import tensorflow.compat.v1 as tf
|
||
|
|
|
||
|
|
# Store the number of thresholds within the summary metadata because
|
||
|
|
# that value is constant for all pr curve summaries with the same tag.
|
||
|
|
summary_metadata = metadata.create_summary_metadata(
|
||
|
|
display_name=display_name if display_name is not None else name,
|
||
|
|
description=description or "",
|
||
|
|
num_thresholds=num_thresholds,
|
||
|
|
)
|
||
|
|
|
||
|
|
# Store values within a tensor. We store them in the order:
|
||
|
|
# true positives, false positives, true negatives, false
|
||
|
|
# negatives, precision, and recall.
|
||
|
|
combined_data = tf.stack(
|
||
|
|
[
|
||
|
|
tf.cast(true_positive_counts, tf.float32),
|
||
|
|
tf.cast(false_positive_counts, tf.float32),
|
||
|
|
tf.cast(true_negative_counts, tf.float32),
|
||
|
|
tf.cast(false_negative_counts, tf.float32),
|
||
|
|
tf.cast(precision, tf.float32),
|
||
|
|
tf.cast(recall, tf.float32),
|
||
|
|
]
|
||
|
|
)
|
||
|
|
|
||
|
|
return tf.summary.tensor_summary(
|
||
|
|
name="pr_curves",
|
||
|
|
tensor=combined_data,
|
||
|
|
collections=collections,
|
||
|
|
summary_metadata=summary_metadata,
|
||
|
|
)
|