smile.validation.metric.FDR Maven / Gradle / Ivy
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/*
* Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
*
* Smile 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.
*
* Smile 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 Smile. If not, see .
*/
package smile.validation.metric;
/**
* The false discovery rate (FDR) is ratio of false positives
* to combined true and false positives, which is actually 1 - precision.
*
* FDR = FP / (TP + FP)
*
*
* @author Haifeng Li
*/
public class FDR implements ClassificationMetric {
private static final long serialVersionUID = 2L;
/** Default instance. */
public final static FDR instance = new FDR();
@Override
public double score(int[] truth, int[] prediction) {
return of(truth, prediction);
}
/**
* Calculates the false discovery rate.
* @param truth the ground truth.
* @param prediction the prediction.
* @return the metric.
*/
public static double of(int[] truth, int[] prediction) {
if (truth.length != prediction.length) {
throw new IllegalArgumentException(String.format("The vector sizes don't match: %d != %d.", truth.length, prediction.length));
}
int fp = 0;
int p = 0;
for (int i = 0; i < truth.length; i++) {
if (truth[i] != 0 && truth[i] != 1) {
throw new IllegalArgumentException("FDR can only be applied to binary classification: " + truth[i]);
}
if (prediction[i] != 0 && prediction[i] != 1) {
throw new IllegalArgumentException("FDR can only be applied to binary classification: " + prediction[i]);
}
if (prediction[i] == 1) {
p++;
if (truth[i] != 1) {
fp++;
}
}
}
return (double) fp / p;
}
@Override
public String toString() {
return "FDR";
}
}