GitHub user takuti opened a pull request:
https://github.com/apache/incubator-hivemall/pull/52
[HIVEMALL-78] Implement AUC UDAF for binary classification
## What changes were proposed in this pull request?
In addition to current `auc(array, array)` for ranking (myui/hivemall#326),
this patch supports `auc(double, double)` for binary classification.
## What type of PR is it?
Feature
## What is the Jira issue?
https://issues.apache.org/jira/browse/HIVEMALL-78
## How was this patch tested?
Created unit test for the UDAF, and passed:
```
$ mvn -Dtest=hivemall.evaluation.AUCUDAFTest test
```
Moreover, I have launched manual tests by the following queries:
```sql
with data as (
select 0.5 as prob, 0 as label
union all
select 0.3 as prob, 1 as label
union all
select 0.2 as prob, 0 as label
union all
select 0.8 as prob, 1 as label
union all
select 0.7 as prob, 1 as label
), data_ordered as (
select prob, label
from data
order by prob desc
)
select auc(prob, label)
from (
select prob, label
from data_ordered
distribute by floor(prob / 0.2)
) t;
```
```sql
with data as (
select 0.5 as prob, 0 as label
union all
select 0.3 as prob, 1 as label
union all
select 0.2 as prob, 0 as label
union all
select 0.8 as prob, 1 as label
union all
select 0.7 as prob, 1 as label
), data_ordered as (
select prob, label
from data
order by prob desc
)
select auc(prob, label)
from data_ordered;
```
Both showed `AUC=0.83333`. This result is same as [scikit-learn's
roc_auc_score()](http://scikit-learn.org/stable/modules/generated/sklearn.metrics.roc_auc_score.html):
```
>>> roc_auc_score([0,1,0,1,1],[0.5,0.3,0.2,0.8,0.7])
0.83333333333333326
```
## How to use this feature?
See above queries. Input data needs to be ordered by scores in a descending
order.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/takuti/incubator-hivemall auc
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/incubator-hivemall/pull/52.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #52
----
commit e60ff231e07aa515666ec7f4863ed1c8401e0e27
Author: Takuya Kitazawa <[email protected]>
Date: 2017-02-28T06:08:33Z
Implement AUCUDAF
commit 4756f463700740af0bd51ab7a25e383649a2d504
Author: Takuya Kitazawa <[email protected]>
Date: 2017-02-28T06:09:18Z
Add unit test of AUCUDAF for classification
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