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https://issues.apache.org/jira/browse/FLINK-2157?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14618295#comment-14618295
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ASF GitHub Bot commented on FLINK-2157:
---------------------------------------
Github user tillrohrmann commented on a diff in the pull request:
https://github.com/apache/flink/pull/871#discussion_r34130926
--- Diff:
flink-staging/flink-ml/src/main/scala/org/apache/flink/ml/evaluation/Score.scala
---
@@ -0,0 +1,140 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.evaluation
+
+import org.apache.flink.api.common.typeinfo.TypeInformation
+import org.apache.flink.api.scala._
+import org.apache.flink.ml._
+
+import scala.reflect.ClassTag
+
+/**
+ * Evaluation score
+ *
+ * Takes a whole data set and then computes the evaluation score on them
(obviously, again encoded
+ * in a DataSet)
+ *
+ * @tparam PredictionType output type
+ */
+trait Score[PredictionType] {
+ def evaluate(trueAndPredicted: DataSet[(PredictionType,
PredictionType)]): DataSet[Double]
+}
+
+/** Traits to allow us to determine at runtime if a Score is a loss (lower
is better) or a
+ * performance score (higher is better)
+ */
+trait Loss
+
+trait PerformanceScore
+
+/**
+ * Metrics expressible as a mean of a function taking output pairs as input
+ *
+ * @param scoringFct function to apply to all elements
+ * @tparam PredictionType output type
+ */
+abstract class MeanScore[PredictionType: TypeInformation: ClassTag](
+ scoringFct: (PredictionType, PredictionType) => Double)
+ (implicit yyt: TypeInformation[(PredictionType, PredictionType)])
+ extends Score[PredictionType] with Serializable {
+ def evaluate(trueAndPredicted: DataSet[(PredictionType,
PredictionType)]): DataSet[Double] = {
+ trueAndPredicted.map(yy => scoringFct(yy._1, yy._2)).mean()
+ }
+}
+
+object RegressionScores {
+ /**
+ * Squared loss function
+ *
+ * returns (y1 - y2)'
+ *
+ * @return a Loss object
+ */
+ def squaredLoss = new MeanScore[Double]((y1,y2) => (y1 - y2) * (y1 -
y2)) with Loss
+
+ /**
+ * Zero One Loss Function also usable for score information
+ *
+ * returns 1 if sign of outputs differ and 0 if the signs are equal
+ *
+ * @return a Loss object
+ */
+ def zeroOneSignumLoss = new MeanScore[Double]({ (y1, y2) =>
+ val sy1 = scala.math.signum(y1)
+ val sy2 = scala.math.signum(y2)
+ if (sy1 == sy2) 0 else 1
+ }) with Loss
+
+ /** Calculates the coefficient of determination, $R^2^$
+ *
+ * $R^2^$ indicates how well the data fit the a calculated model
+ * Reference:
[[http://en.wikipedia.org/wiki/Coefficient_of_determination]]
+ */
+ def r2Score = new Score[Double] with PerformanceScore {
+ override def evaluate(trueAndPredicted: DataSet[(Double, Double)]):
DataSet[Double] = {
+ val onlyTrue = trueAndPredicted.map(truthPrediction =>
truthPrediction._1)
+ val meanTruth = onlyTrue.mean()
+
+ val ssRes = trueAndPredicted
+ .map(tp => (tp._1 - tp._2) * (tp._1 - tp._2)).reduce(_ + _)
+ val ssTot = onlyTrue
+ .mapWithBcVariable(meanTruth) {
+ case (truth: Double, meanTruth: Double) => (truth - meanTruth) *
(truth - meanTruth)
+ }.reduce(_ + _)
+
+ val r2 = ssRes
+ .mapWithBcVariable(ssTot) {
+ case (ssRes: Double, ssTot: Double) =>
+ // We avoid dividing by 0 and just assign 0.0
+ if (ssTot == 0.0) {
+ 0.0
+ }
+ else {
+ 1 - (ssRes / ssTot)
+ }
+ }
+ r2
+ }
+ }
+}
+
+object ClassificationScores {
+ /** Calculates the fraction of correct predictions
+ *
+ */
+ def accuracyScore =
+ new MeanScore[Double]((y1, y2) => if (y1 == y2) 1 else 0) with
PerformanceScore
+
+ /**
+ * Zero One Loss Function
+ *
+ * returns 1 if outputs differ and 0 if they are equal
+ *
+ * @tparam T output type
+ * @return a Loss object
+ */
+ def zeroOneLoss[T: TypeInformation: ClassTag] = {
+ // TODO: If T == Double, == comparison could be problematic
--- End diff --
Why is `==` problematic for `Double`?
> Create evaluation framework for ML library
> ------------------------------------------
>
> Key: FLINK-2157
> URL: https://issues.apache.org/jira/browse/FLINK-2157
> Project: Flink
> Issue Type: New Feature
> Components: Machine Learning Library
> Reporter: Till Rohrmann
> Assignee: Theodore Vasiloudis
> Labels: ML
> Fix For: 0.10
>
>
> Currently, FlinkML lacks means to evaluate the performance of trained models.
> It would be great to add some {{Evaluators}} which can calculate some score
> based on the information about true and predicted labels. This could also be
> used for the cross validation to choose the right hyper parameters.
> Possible scores could be F score [1], zero-one-loss score, etc.
> Resources
> [1] [http://en.wikipedia.org/wiki/F1_score]
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