#region License Information /* HeuristicLab * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; using System.Drawing; using System.Linq; using System.Text; using System.Windows.Forms; using System.Windows.Forms.DataVisualization.Charting; using HeuristicLab.Common; using HeuristicLab.MainForm; using HeuristicLab.MainForm.WindowsForms; namespace HeuristicLab.Problems.DataAnalysis.Views { [View("ROC Curves")] [Content(typeof(IDiscriminantFunctionClassificationSolution))] public partial class DiscriminantFunctionClassificationRocCurvesView : DataAnalysisSolutionEvaluationView { private const string xAxisTitle = "False Positive Rate"; private const string yAxisTitle = "True Positive Rate"; private const string TrainingSamples = "Training"; private const string TestSamples = "Test"; private Dictionary> cachedRocPoints; public DiscriminantFunctionClassificationRocCurvesView() { InitializeComponent(); cachedRocPoints = new Dictionary>(); cmbSamples.Items.Add(TrainingSamples); cmbSamples.Items.Add(TestSamples); cmbSamples.SelectedIndex = 0; chart.CustomizeAllChartAreas(); chart.ChartAreas[0].AxisX.Minimum = 0.0; chart.ChartAreas[0].AxisX.Maximum = 1.0; chart.ChartAreas[0].AxisX.MajorGrid.Interval = 0.2; chart.ChartAreas[0].AxisY.Minimum = 0.0; chart.ChartAreas[0].AxisY.Maximum = 1.0; chart.ChartAreas[0].AxisY.MajorGrid.Interval = 0.2; chart.ChartAreas[0].AxisX.Title = xAxisTitle; chart.ChartAreas[0].AxisY.Title = yAxisTitle; } public new IDiscriminantFunctionClassificationSolution Content { get { return (IDiscriminantFunctionClassificationSolution)base.Content; } set { base.Content = value; } } protected override void RegisterContentEvents() { base.RegisterContentEvents(); Content.ModelChanged += new EventHandler(Content_ModelChanged); Content.ProblemDataChanged += new EventHandler(Content_ProblemDataChanged); } protected override void DeregisterContentEvents() { base.DeregisterContentEvents(); Content.ModelChanged -= new EventHandler(Content_ModelChanged); Content.ProblemDataChanged -= new EventHandler(Content_ProblemDataChanged); } private void Content_ModelChanged(object sender, EventArgs e) { UpdateChart(); } private void Content_ProblemDataChanged(object sender, EventArgs e) { UpdateChart(); } protected override void OnContentChanged() { base.OnContentChanged(); chart.Series.Clear(); if (Content != null) UpdateChart(); } private void UpdateChart() { if (InvokeRequired) Invoke((Action)UpdateChart); else { chart.Series.Clear(); chart.Annotations.Clear(); cachedRocPoints.Clear(); int slices = 100; IEnumerable rows; if (cmbSamples.SelectedItem.ToString() == TrainingSamples) { rows = Content.ProblemData.TrainingIndices; } else if (cmbSamples.SelectedItem.ToString() == TestSamples) { rows = Content.ProblemData.TestIndices; } else throw new InvalidOperationException(); double[] estimatedValues = Content.GetEstimatedValues(rows).ToArray(); double[] targetClassValues = Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.TargetVariable, rows).ToArray(); double minThreshold = estimatedValues.Min(); double maxThreshold = estimatedValues.Max(); double thresholdIncrement = (maxThreshold - minThreshold) / slices; minThreshold -= thresholdIncrement; maxThreshold += thresholdIncrement; List classValues = Content.ProblemData.ClassValues.ToList(); foreach (double classValue in classValues) { List rocPoints = new List(); int positives = targetClassValues.Where(c => c.IsAlmost(classValue)).Count(); int negatives = targetClassValues.Length - positives; for (double lowerThreshold = minThreshold; lowerThreshold < maxThreshold; lowerThreshold += thresholdIncrement) { for (double upperThreshold = lowerThreshold + thresholdIncrement; upperThreshold < maxThreshold; upperThreshold += thresholdIncrement) { //only adapt lower threshold for binary classification problems and upper class prediction if (classValues.Count == 2 && classValue == classValues[1]) upperThreshold = double.PositiveInfinity; int truePositives = 0; int falsePositives = 0; for (int row = 0; row < estimatedValues.Length; row++) { if (lowerThreshold < estimatedValues[row] && estimatedValues[row] < upperThreshold) { if (targetClassValues[row].IsAlmost(classValue)) truePositives++; else falsePositives++; } } double truePositiveRate = ((double)truePositives) / positives; double falsePositiveRate = ((double)falsePositives) / negatives; ROCPoint rocPoint = new ROCPoint(truePositiveRate, falsePositiveRate, lowerThreshold, upperThreshold); if (!rocPoints.Any(x => x.TruePositiveRate >= rocPoint.TruePositiveRate && x.FalsePositiveRate <= rocPoint.FalsePositiveRate)) { rocPoints.RemoveAll(x => x.FalsePositiveRate >= rocPoint.FalsePositiveRate && x.TruePositiveRate <= rocPoint.TruePositiveRate); rocPoints.Add(rocPoint); } } //only adapt upper threshold for binary classification problems and upper class prediction if (classValues.Count == 2 && classValue == classValues[0]) lowerThreshold = double.PositiveInfinity; } string className = Content.ProblemData.ClassNames.ElementAt(classValues.IndexOf(classValue)); cachedRocPoints[className] = rocPoints.OrderBy(x => x.FalsePositiveRate).ToList(); ; Series series = new Series(className); series.ChartType = SeriesChartType.Line; series.MarkerStyle = MarkerStyle.Diamond; series.MarkerSize = 5; chart.Series.Add(series); FillSeriesWithDataPoints(series, cachedRocPoints[className]); double auc = CalculateAreaUnderCurve(series); series.LegendToolTip = "AUC: " + auc; } } } private void FillSeriesWithDataPoints(Series series, IEnumerable rocPoints) { series.Points.Add(new DataPoint(0, 0)); foreach (ROCPoint rocPoint in rocPoints) { DataPoint point = new DataPoint(); point.XValue = rocPoint.FalsePositiveRate; point.YValues[0] = rocPoint.TruePositiveRate; point.Tag = rocPoint; StringBuilder sb = new StringBuilder(); sb.AppendLine("True Positive Rate: " + rocPoint.TruePositiveRate); sb.AppendLine("False Positive Rate: " + rocPoint.FalsePositiveRate); sb.AppendLine("Upper Threshold: " + rocPoint.UpperThreshold); sb.AppendLine("Lower Threshold: " + rocPoint.LowerThreshold); point.ToolTip = sb.ToString(); series.Points.Add(point); } series.Points.Add(new DataPoint(1, 1)); } private double CalculateAreaUnderCurve(Series series) { if (series.Points.Count < 1) throw new ArgumentException("Could not calculate area under curve if less than 1 data points were given."); double auc = 0.0; for (int i = 1; i < series.Points.Count; i++) { double width = series.Points[i].XValue - series.Points[i - 1].XValue; double y1 = series.Points[i - 1].YValues[0]; double y2 = series.Points[i].YValues[0]; auc += (y1 + y2) * width / 2; } return auc; } private void cmbSamples_SelectedIndexChanged(object sender, System.EventArgs e) { if (Content != null) UpdateChart(); } #region show / hide series private void ToggleSeries(Series series) { if (series.Points.Count == 0) FillSeriesWithDataPoints(series, cachedRocPoints[series.Name]); else series.Points.Clear(); } private void chart_MouseDown(object sender, MouseEventArgs e) { HitTestResult result = chart.HitTest(e.X, e.Y); if (result.ChartElementType == ChartElementType.LegendItem) { if (result.Series != null) ToggleSeries(result.Series); } } private void chart_CustomizeLegend(object sender, CustomizeLegendEventArgs e) { foreach (LegendItem legendItem in e.LegendItems) { var series = chart.Series[legendItem.SeriesName]; if (series != null) { bool seriesIsInvisible = series.Points.Count == 0; foreach (LegendCell cell in legendItem.Cells) cell.ForeColor = seriesIsInvisible ? Color.Gray : Color.Black; } } } private void chart_MouseMove(object sender, MouseEventArgs e) { HitTestResult result = chart.HitTest(e.X, e.Y); if (result.ChartElementType == ChartElementType.LegendItem) this.Cursor = Cursors.Hand; else this.Cursor = Cursors.Default; string newTooltipText = string.Empty; if (result.ChartElementType == ChartElementType.DataPoint) newTooltipText = ((DataPoint)result.Object).ToolTip; string oldTooltipText = this.toolTip.GetToolTip(chart); if (newTooltipText != oldTooltipText) this.toolTip.SetToolTip(chart, newTooltipText); } #endregion private class ROCPoint { public ROCPoint(double truePositiveRate, double falsePositiveRate, double lowerThreshold, double upperThreshold) { this.TruePositiveRate = truePositiveRate; this.FalsePositiveRate = falsePositiveRate; this.LowerThreshold = lowerThreshold; this.UpperThreshold = upperThreshold; } public double TruePositiveRate { get; private set; } public double FalsePositiveRate { get; private set; } public double LowerThreshold { get; private set; } public double UpperThreshold { get; private set; } } } }