1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Drawing;
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25 | using System.Linq;
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26 | using System.Text;
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27 | using System.Windows.Forms;
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28 | using System.Windows.Forms.DataVisualization.Charting;
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29 | using HeuristicLab.Common;
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30 | using HeuristicLab.MainForm;
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31 | using HeuristicLab.MainForm.WindowsForms;
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32 | namespace HeuristicLab.Problems.DataAnalysis.Classification.Views {
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33 | [View("ROC Curves View")]
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34 | [Content(typeof(SymbolicClassificationSolution))]
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35 | public partial class RocCurvesView : AsynchronousContentView {
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36 | private const string xAxisTitle = "False Positive Rate";
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37 | private const string yAxisTitle = "True Positive Rate";
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38 | private const string TrainingSamples = "Training";
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39 | private const string TestSamples = "Test";
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40 | private Dictionary<string, List<ROCPoint>> cachedRocPoints;
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41 |
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42 | public RocCurvesView() {
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43 | InitializeComponent();
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44 |
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45 | cachedRocPoints = new Dictionary<string, List<ROCPoint>>();
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46 |
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47 | cmbSamples.Items.Add(TrainingSamples);
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48 | cmbSamples.Items.Add(TestSamples);
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49 | cmbSamples.SelectedIndex = 0;
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50 |
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51 | chart.ChartAreas[0].AxisX.Minimum = 0.0;
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52 | chart.ChartAreas[0].AxisX.Maximum = 1.0;
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53 | chart.ChartAreas[0].AxisX.MajorGrid.Interval = 0.2;
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54 | chart.ChartAreas[0].AxisY.Minimum = 0.0;
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55 | chart.ChartAreas[0].AxisY.Maximum = 1.0;
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56 | chart.ChartAreas[0].AxisY.MajorGrid.Interval = 0.2;
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57 |
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58 | chart.ChartAreas[0].AxisX.Title = xAxisTitle;
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59 | chart.ChartAreas[0].AxisY.Title = yAxisTitle;
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60 | }
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61 |
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62 | public new SymbolicClassificationSolution Content {
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63 | get { return (SymbolicClassificationSolution)base.Content; }
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64 | set { base.Content = value; }
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65 | }
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66 |
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67 | protected override void RegisterContentEvents() {
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68 | base.RegisterContentEvents();
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69 | Content.EstimatedValuesChanged += new EventHandler(Content_EstimatedValuesChanged);
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70 | Content.ProblemDataChanged += new EventHandler(Content_ProblemDataChanged);
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71 | }
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72 | protected override void DeregisterContentEvents() {
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73 | base.DeregisterContentEvents();
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74 | Content.EstimatedValuesChanged -= new EventHandler(Content_EstimatedValuesChanged);
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75 | Content.ProblemDataChanged -= new EventHandler(Content_ProblemDataChanged);
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76 | }
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77 |
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78 | private void Content_EstimatedValuesChanged(object sender, EventArgs e) {
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79 | UpdateChart();
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80 | }
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81 | private void Content_ProblemDataChanged(object sender, EventArgs e) {
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82 | UpdateChart();
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83 | }
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84 |
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85 | protected override void OnContentChanged() {
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86 | base.OnContentChanged();
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87 | chart.Series.Clear();
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88 | if (Content != null) UpdateChart();
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89 | }
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90 |
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91 | private void UpdateChart() {
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92 | if (InvokeRequired) Invoke((Action)UpdateChart);
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93 | else {
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94 | chart.Series.Clear();
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95 | chart.Annotations.Clear();
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96 | cachedRocPoints.Clear();
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97 |
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98 | int slices = 100;
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99 | IEnumerable<int> rows;
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100 |
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101 | if (cmbSamples.SelectedItem.ToString() == TrainingSamples) {
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102 | rows = Content.ProblemData.TrainingIndizes;
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103 | } else if (cmbSamples.SelectedItem.ToString() == TestSamples) {
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104 | rows = Content.ProblemData.TestIndizes;
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105 | } else throw new InvalidOperationException();
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106 |
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107 | double[] estimatedValues = Content.GetEstimatedValues(rows).ToArray();
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108 | double[] targetClassValues = Content.ProblemData.Dataset.GetEnumeratedVariableValues(Content.ProblemData.TargetVariable.Value, rows).ToArray();
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109 | double minThreshold = estimatedValues.Min();
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110 | double maxThreshold = estimatedValues.Max();
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111 | double thresholdIncrement = (maxThreshold - minThreshold) / slices;
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112 | minThreshold -= thresholdIncrement;
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113 | maxThreshold += thresholdIncrement;
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114 |
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115 | List<double> classValues = Content.ProblemData.SortedClassValues.ToList();
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116 |
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117 | foreach (double classValue in classValues) {
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118 | List<ROCPoint> rocPoints = new List<ROCPoint>();
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119 | int positives = targetClassValues.Where(c => c.IsAlmost(classValue)).Count();
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120 | int negatives = targetClassValues.Length - positives;
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121 |
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122 | for (double lowerThreshold = minThreshold; lowerThreshold < maxThreshold; lowerThreshold += thresholdIncrement) {
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123 | for (double upperThreshold = lowerThreshold + thresholdIncrement; upperThreshold < maxThreshold; upperThreshold += thresholdIncrement) {
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124 | int truePositives = 0;
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125 | int falsePositives = 0;
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126 |
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127 | for (int row = 0; row < estimatedValues.Length; row++) {
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128 | if (lowerThreshold < estimatedValues[row] && estimatedValues[row] < upperThreshold) {
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129 | if (targetClassValues[row].IsAlmost(classValue)) truePositives++;
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130 | else falsePositives++;
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131 | }
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132 | }
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133 |
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134 | double truePositiveRate = ((double)truePositives) / positives;
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135 | double falsePositiveRate = ((double)falsePositives) / negatives;
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136 |
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137 | ROCPoint rocPoint = new ROCPoint(truePositiveRate, falsePositiveRate, lowerThreshold, upperThreshold);
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138 | if (!rocPoints.Any(x => x.truePositiveRate >= rocPoint.truePositiveRate && x.falsePositiveRate <= rocPoint.falsePositiveRate)) {
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139 | rocPoints.RemoveAll(x => x.falsePositiveRate >= rocPoint.falsePositiveRate && x.truePositiveRate <= rocPoint.truePositiveRate);
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140 | rocPoints.Add(rocPoint);
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141 | }
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142 | }
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143 | }
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144 |
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145 | string className = Content.ProblemData.ClassNames.ElementAt(classValues.IndexOf(classValue));
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146 | cachedRocPoints[className] = rocPoints.OrderBy(x => x.falsePositiveRate).ToList(); ;
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147 |
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148 | Series series = new Series(className);
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149 | series.ChartType = SeriesChartType.Line;
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150 | series.MarkerStyle = MarkerStyle.Diamond;
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151 | series.MarkerSize = 5;
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152 | chart.Series.Add(series);
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153 | FillSeriesWithDataPoints(series, cachedRocPoints[className]);
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154 |
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155 | double auc = CalculateAreaUnderCurve(series);
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156 | series.LegendToolTip = "AUC: " + auc;
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157 | }
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158 | }
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159 | }
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160 |
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161 | private void FillSeriesWithDataPoints(Series series, IEnumerable<ROCPoint> rocPoints) {
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162 | series.Points.Add(new DataPoint(0, 0));
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163 | foreach (ROCPoint rocPoint in rocPoints) {
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164 | DataPoint point = new DataPoint();
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165 | point.XValue = rocPoint.falsePositiveRate;
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166 | point.YValues[0] = rocPoint.truePositiveRate;
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167 | point.Tag = rocPoint;
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168 |
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169 | StringBuilder sb = new StringBuilder();
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170 | sb.AppendLine("True Positive Rate: " + rocPoint.truePositiveRate);
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171 | sb.AppendLine("False Positive Rate: " + rocPoint.falsePositiveRate);
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172 | sb.AppendLine("Upper Threshold: " + rocPoint.upperThreshold);
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173 | sb.AppendLine("Lower Threshold: " + rocPoint.lowerThreshold);
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174 | point.ToolTip = sb.ToString();
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175 |
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176 | series.Points.Add(point);
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177 | }
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178 | series.Points.Add(new DataPoint(1, 1));
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179 | }
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180 |
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181 | private double CalculateAreaUnderCurve(Series series) {
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182 | if (series.Points.Count < 1) throw new ArgumentException("Could not calculate area under curve if less than 1 data points were given.");
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183 |
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184 | double auc = 0.0;
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185 | for (int i = 1; i < series.Points.Count; i++) {
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186 | double width = series.Points[i].XValue - series.Points[i - 1].XValue;
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187 | double y1 = series.Points[i - 1].YValues[0];
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188 | double y2 = series.Points[i].YValues[0];
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189 |
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190 | auc += (y1 + y2) * width / 2;
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191 | }
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192 |
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193 | return auc;
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194 | }
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195 |
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196 | private void cmbSamples_SelectedIndexChanged(object sender, System.EventArgs e) {
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197 | if (Content != null)
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198 | UpdateChart();
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199 | }
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200 |
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201 |
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202 | #region show / hide series
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203 | private void ToggleSeries(Series series) {
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204 | if (series.Points.Count == 0)
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205 | FillSeriesWithDataPoints(series, cachedRocPoints[series.Name]);
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206 | else
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207 | series.Points.Clear();
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208 | }
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209 | private void chart_MouseDown(object sender, MouseEventArgs e) {
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210 | HitTestResult result = chart.HitTest(e.X, e.Y);
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211 | if (result.ChartElementType == ChartElementType.LegendItem) {
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212 | if (result.Series != null) ToggleSeries(result.Series);
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213 | }
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214 | }
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215 | private void chart_CustomizeLegend(object sender, CustomizeLegendEventArgs e) {
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216 | foreach (LegendItem legendItem in e.LegendItems) {
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217 | var series = chart.Series[legendItem.SeriesName];
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218 | if (series != null) {
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219 | bool seriesIsInvisible = series.Points.Count == 0;
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220 | foreach (LegendCell cell in legendItem.Cells)
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221 | cell.ForeColor = seriesIsInvisible ? Color.Gray : Color.Black;
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222 | }
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223 | }
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224 | }
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225 | private void chart_MouseMove(object sender, MouseEventArgs e) {
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226 | HitTestResult result = chart.HitTest(e.X, e.Y);
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227 | if (result.ChartElementType == ChartElementType.LegendItem)
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228 | this.Cursor = Cursors.Hand;
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229 | else
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230 | this.Cursor = Cursors.Default;
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231 |
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232 | string newTooltipText = string.Empty;
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233 | if (result.ChartElementType == ChartElementType.DataPoint)
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234 | newTooltipText = ((DataPoint)result.Object).ToolTip;
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235 |
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236 | string oldTooltipText = this.toolTip.GetToolTip(chart);
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237 | if (newTooltipText != oldTooltipText)
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238 | this.toolTip.SetToolTip(chart, newTooltipText);
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239 | }
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240 | #endregion
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241 |
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242 |
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243 | private class ROCPoint {
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244 | public ROCPoint(double truePositiveRate, double falsePositiveRate, double lowerThreshold, double upperThreshold) {
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245 | this.truePositiveRate = truePositiveRate;
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246 | this.falsePositiveRate = falsePositiveRate;
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247 | this.lowerThreshold = lowerThreshold;
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248 | this.upperThreshold = upperThreshold;
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249 |
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250 | }
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251 | public double truePositiveRate { get; private set; }
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252 | public double falsePositiveRate { get; private set; }
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253 | public double lowerThreshold { get; private set; }
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254 | public double upperThreshold { get; private set; }
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255 | }
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256 |
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257 | }
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258 | }
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