Multilabel evaluation metics and tests: macro precision and recall av…

…eraged by docs, micro and per-class precision and recall averaged by class

mllib/src/main/scala/org/apache/spark/mllib/evaluation/MultilabelMetrics.scala

@@ -0,0 +1,74 @@
+package org.apache.spark.mllib.evaluation
+
+import org.apache.spark.Logging
+import org.apache.spark.rdd.RDD
+import org.apache.spark.SparkContext._
+
+
+class MultilabelMetrics(predictionAndLabels:RDD[(Set[Double], Set[Double])]) extends Logging{
+
+  private lazy val numDocs = predictionAndLabels.count()
+
+  lazy val macroPrecisionDoc = (predictionAndLabels.map{ case(predictions, labels) =>
+    if (predictions.size >0)
+      predictions.intersect(labels).size.toDouble / predictions.size else 0}.fold(0.0)(_ + _)) / numDocs
+
+  lazy val macroRecallDoc = (predictionAndLabels.map{ case(predictions, labels) =>
+    predictions.intersect(labels).size.toDouble / labels.size}.fold(0.0)(_ + _)) / numDocs
+
+  lazy val microPrecisionDoc = {
+    val (sumTp, sumPredictions) = predictionAndLabels.map{ case(predictions, labels) =>
+      (predictions.intersect(labels).size, predictions.size)}.
+      fold((0, 0)){ case((tp1, predictions1), (tp2, predictions2)) =>
+      (tp1 + tp2, predictions1 + predictions2)}
+    sumTp.toDouble / sumPredictions
+  }
+
+  lazy val microRecallDoc = {
+    val (sumTp, sumLabels) = predictionAndLabels.map{ case(predictions, labels) =>
+      (predictions.intersect(labels).size, labels.size)}.
+      fold((0, 0)){ case((tp1, labels1), (tp2, labels2)) =>
+      (tp1 + tp2, labels1 + labels2)}
+    sumTp.toDouble / sumLabels
+  }
+
+  private lazy val tpPerClass = predictionAndLabels.flatMap{ case(predictions, labels) =>
+    predictions.intersect(labels).map(category => (category, 1))}.reduceByKey(_ + _).collectAsMap()
+
+  private lazy val fpPerClass = predictionAndLabels.flatMap{ case(predictions, labels) =>
+    predictions.diff(labels).map(category => (category, 1))}.reduceByKey(_ + _).collectAsMap()
+
+  private lazy val fnPerClass = predictionAndLabels.flatMap{ case(predictions, labels) =>
+    labels.diff(predictions).map(category => (category, 1))}.reduceByKey(_ + _).collectAsMap()
+
+  def precisionClass(label: Double) = if((tpPerClass(label) + fpPerClass.getOrElse(label, 0)) == 0) 0 else
+    tpPerClass(label).toDouble / (tpPerClass(label) + fpPerClass.getOrElse(label, 0))
+
+  def recallClass(label: Double) = if((tpPerClass(label) + fnPerClass.getOrElse(label, 0)) == 0) 0 else
+    tpPerClass(label).toDouble / (tpPerClass(label) + fnPerClass.getOrElse(label, 0))
+
+  def f1MeasureClass(label: Double) = {
+    val precision = precisionClass(label)
+    val recall = recallClass(label)
+    if((precision + recall) == 0) 0 else 2 * precision * recall / (precision + recall)
+  }
+
+  private lazy val sumTp = tpPerClass.foldLeft(0L){ case(sumTp, (_, tp)) => sumTp + tp}
+
+  lazy val microPrecisionClass = {
+    val sumFp = fpPerClass.foldLeft(0L){ case(sumFp, (_, fp)) => sumFp + fp}
+    sumTp.toDouble / (sumTp + sumFp)
+  }
+
+  lazy val microRecallClass = {
+    val sumFn = fnPerClass.foldLeft(0.0){ case(sumFn, (_, fn)) => sumFn + fn}
+    sumTp.toDouble / (sumTp + sumFn)
+  }
+
+  lazy val microF1MeasureClass = {
+    val precision = microPrecisionClass
+    val recall = microRecallClass
+    if((precision + recall) == 0) 0 else 2 * precision * recall / (precision + recall)
+  }
+
+}

mllib/src/test/scala/org/apache/spark/mllib/evaluation/MultilabelMetricsSuite.scala

@@ -0,0 +1,81 @@
+package org.apache.spark.mllib.evaluation
+
+import org.apache.spark.mllib.util.LocalSparkContext
+import org.apache.spark.rdd.RDD
+import org.scalatest.FunSuite
+
+
+class MultilabelMetricsSuite extends FunSuite with LocalSparkContext {
+  test("Multilabel evaluation metrics") {
+    /*
+    * Documents true labels (5x class0, 3x class1, 4x class2):
+    * doc 0 - predict 0, 1 - class 0, 2
+    * doc 1 - predict 0, 2 - class 0, 1
+    * doc 2 - predict none - class 0
+    * doc 3 - predict 2 - class 2
+    * doc 4 - predict 2, 0 - class 2, 0
+    * doc 5 - predict 0, 1, 2 - class 0, 1
+    * doc 6 - predict 1 - class 1, 2
+    *
+    * predicted classes
+    * class 0 - doc 0, 1, 4, 5 (total 4)
+    * class 1 - doc 0, 5, 6 (total 3)
+    * class 2 - doc 1, 3, 4, 5 (total 4)
+    *
+    * true classes
+    * class 0 - doc 0, 1, 2, 4, 5 (total 5)
+    * class 1 - doc 1, 5, 6 (total 3)
+    * class 2 - doc 0, 3, 4, 6 (total 4)
+    *
+    */
+    val scoreAndLabels:RDD[(Set[Double], Set[Double])] = sc.parallelize(
+      Seq((Set(0.0, 1.0), Set(0.0, 2.0)),
+        (Set(0.0, 2.0), Set(0.0, 1.0)),
+        (Set(), Set(0.0)),
+        (Set(2.0), Set(2.0)),
+        (Set(2.0, 0.0), Set(2.0, 0.0)),
+        (Set(0.0, 1.0, 2.0), Set(0.0, 1.0)),
+        (Set(1.0), Set(1.0, 2.0))), 2)
+    val metrics = new MultilabelMetrics(scoreAndLabels)
+    val delta = 0.00001
+    val precision0 = 4.0 / (4 + 0)
+    val precision1 = 2.0 / (2 + 1)
+    val precision2 = 2.0 / (2 + 2)
+    val recall0 = 4.0 / (4 + 1)
+    val recall1 = 2.0 / (2 + 1)
+    val recall2 = 2.0 / (2 + 2)
+    val f1measure0 = 2 * precision0 * recall0 / (precision0 + recall0)
+    val f1measure1 = 2 * precision1 * recall1 / (precision1 + recall1)
+    val f1measure2 = 2 * precision2 * recall2 / (precision2 + recall2)
+    val microPrecisionClass = (4.0 + 2.0 + 2.0) / (4 + 0 + 2 + 1 + 2 + 2)
+    val microRecallClass = (4.0 + 2.0 + 2.0) / (4 + 1 + 2 + 1 + 2 + 2)
+    val microF1MeasureClass = 2 * microPrecisionClass * microRecallClass / (microPrecisionClass + microRecallClass)
+
+    val macroPrecisionDoc = 1.0 / 7 * (1.0 / 2 + 1.0 / 2 + 0 + 1.0 / 1 + 2.0 / 2 + 2.0 / 3 + 1.0 / 1.0)
+    val macroRecallDoc = 1.0 / 7 * (1.0 / 2 + 1.0 / 2 + 0 / 1 + 1.0 / 1 + 2.0 / 2 + 2.0 / 2 + 1.0 / 2)
+
+    println("Ev" + metrics.macroPrecisionDoc)
+    println(macroPrecisionDoc)
+    println("Ev" + metrics.macroRecallDoc)
+    println(macroRecallDoc)
+    assert(math.abs(metrics.precisionClass(0.0) - precision0) < delta)
+    assert(math.abs(metrics.precisionClass(1.0) - precision1) < delta)
+    assert(math.abs(metrics.precisionClass(2.0) - precision2) < delta)
+    assert(math.abs(metrics.recallClass(0.0) - recall0) < delta)
+    assert(math.abs(metrics.recallClass(1.0) - recall1) < delta)
+    assert(math.abs(metrics.recallClass(2.0) - recall2) < delta)
+    assert(math.abs(metrics.f1MeasureClass(0.0) - f1measure0) < delta)
+    assert(math.abs(metrics.f1MeasureClass(1.0) - f1measure1) < delta)
+    assert(math.abs(metrics.f1MeasureClass(2.0) - f1measure2) < delta)
+
+    assert(math.abs(metrics.microPrecisionClass - microPrecisionClass) < delta)
+    assert(math.abs(metrics.microRecallClass - microRecallClass) < delta)
+    assert(math.abs(metrics.microF1MeasureClass - microF1MeasureClass) < delta)
+
+    assert(math.abs(metrics.macroPrecisionDoc - macroPrecisionDoc) < delta)
+    assert(math.abs(metrics.macroRecallDoc - macroRecallDoc) < delta)
+
+
+  }
+
+}