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https://issues.apache.org/jira/browse/HIVEMALL-78?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Makoto Yui reassigned HIVEMALL-78:
----------------------------------
Assignee: Makoto Yui (was: Takuya Kitazawa)
> AUC UDAF for BinaryClassificationMetrics
> ----------------------------------------
>
> Key: HIVEMALL-78
> URL: https://issues.apache.org/jira/browse/HIVEMALL-78
> Project: Hivemall
> Issue Type: New Feature
> Reporter: Makoto Yui
> Assignee: Makoto Yui
> Priority: Minor
>
> Support Area Under ROC of Binary Classification Metrics.
> {code:sql}
> -- option 1
> select
> auroc(label, prob) as auroc
> from
> data;
> -- option 2
> WITH roc as (
> select
> roc(label, prob) as tpr, tpr
> from
> data
> )
> select
> auc(fpr, tpr) as auroc -- auc is UDAF, input is sorted by fp asc
> from (
> select
> fpr, tpr
> from
> roc
> DISTRIBUTE BY
> floor(fpr / 0.2) -- 5 bins
> SORT BY
> fpr ASC
> ) t
> {code}
> Reference)
> http://www.citeulike.org/user/myui/article/12615084
> https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/evaluation/BinaryClassificationMetrics.scala
> https://spark.apache.org/docs/latest/mllib-evaluation-metrics.html
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