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from __future__ import annotations |
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import warnings |
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from typing import TYPE_CHECKING, cast |
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import numpy as np |
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if TYPE_CHECKING: |
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import numpy.typing as npt |
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import torch |
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from monai.utils import Average, look_up_option |
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from .metric import CumulativeIterationMetric |
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class ROCAUCMetric(CumulativeIterationMetric): |
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""" |
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Computes Area Under the Receiver Operating Characteristic Curve (ROC AUC). Referring to: |
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`sklearn.metrics.roc_auc_score <https://scikit-learn.org/stable/modules/generated/ |
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sklearn.metrics.roc_auc_score.html#sklearn.metrics.roc_auc_score>`_. |
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The input `y_pred` and `y` can be a list of `channel-first` Tensor or a `batch-first` Tensor. |
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Example of the typical execution steps of this metric class follows :py:class:`monai.metrics.metric.Cumulative`. |
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Args: |
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average: {``"macro"``, ``"weighted"``, ``"micro"``, ``"none"``} |
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Type of averaging performed if not binary classification. |
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Defaults to ``"macro"``. |
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- ``"macro"``: calculate metrics for each label, and find their unweighted mean. |
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This does not take label imbalance into account. |
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- ``"weighted"``: calculate metrics for each label, and find their average, |
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weighted by support (the number of true instances for each label). |
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- ``"micro"``: calculate metrics globally by considering each element of the label |
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indicator matrix as a label. |
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- ``"none"``: the scores for each class are returned. |
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""" |
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def __init__(self, average: Average | str = Average.MACRO) -> None: |
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super().__init__() |
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self.average = average |
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def _compute_tensor(self, y_pred: torch.Tensor, y: torch.Tensor) -> tuple[torch.Tensor, torch.Tensor]: |
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return y_pred, y |
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def aggregate(self, average: Average | str | None = None) -> np.ndarray | float | npt.ArrayLike: |
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""" |
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Typically `y_pred` and `y` are stored in the cumulative buffers at each iteration, |
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This function reads the buffers and computes the area under the ROC. |
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Args: |
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average: {``"macro"``, ``"weighted"``, ``"micro"``, ``"none"``} |
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Type of averaging performed if not binary classification. Defaults to `self.average`. |
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""" |
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y_pred, y = self.get_buffer() |
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if not isinstance(y_pred, torch.Tensor) or not isinstance(y, torch.Tensor): |
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raise ValueError("y_pred and y must be PyTorch Tensor.") |
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return compute_roc_auc(y_pred=y_pred, y=y, average=average or self.average) |
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def _calculate(y_pred: torch.Tensor, y: torch.Tensor) -> float: |
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if not (y.ndimension() == y_pred.ndimension() == 1 and len(y) == len(y_pred)): |
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raise AssertionError("y and y_pred must be 1 dimension data with same length.") |
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y_unique = y.unique() |
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if len(y_unique) == 1: |
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warnings.warn(f"y values can not be all {y_unique.item()}, skip AUC computation and return `Nan`.") |
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return float("nan") |
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if not y_unique.equal(torch.tensor([0, 1], dtype=y.dtype, device=y.device)): |
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warnings.warn(f"y values must be 0 or 1, but in {y_unique.tolist()}, skip AUC computation and return `Nan`.") |
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return float("nan") |
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n = len(y) |
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indices = y_pred.argsort() |
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y = y[indices].cpu().numpy() |
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y_pred = y_pred[indices].cpu().numpy() |
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nneg = auc = tmp_pos = tmp_neg = 0.0 |
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for i in range(n): |
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y_i = cast(float, y[i]) |
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if i + 1 < n and y_pred[i] == y_pred[i + 1]: |
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tmp_pos += y_i |
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tmp_neg += 1 - y_i |
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continue |
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if tmp_pos + tmp_neg > 0: |
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tmp_pos += y_i |
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tmp_neg += 1 - y_i |
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nneg += tmp_neg |
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auc += tmp_pos * (nneg - tmp_neg / 2) |
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tmp_pos = tmp_neg = 0 |
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continue |
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if y_i == 1: |
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auc += nneg |
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else: |
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nneg += 1 |
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return auc / (nneg * (n - nneg)) |
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def compute_roc_auc( |
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y_pred: torch.Tensor, y: torch.Tensor, average: Average | str = Average.MACRO |
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) -> np.ndarray | float | npt.ArrayLike: |
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"""Computes Area Under the Receiver Operating Characteristic Curve (ROC AUC). Referring to: |
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`sklearn.metrics.roc_auc_score <https://scikit-learn.org/stable/modules/generated/ |
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sklearn.metrics.roc_auc_score.html#sklearn.metrics.roc_auc_score>`_. |
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Args: |
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y_pred: input data to compute, typical classification model output. |
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the first dim must be batch, if multi-classes, it must be in One-Hot format. |
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for example: shape `[16]` or `[16, 1]` for a binary data, shape `[16, 2]` for 2 classes data. |
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y: ground truth to compute ROC AUC metric, the first dim must be batch. |
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if multi-classes, it must be in One-Hot format. |
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for example: shape `[16]` or `[16, 1]` for a binary data, shape `[16, 2]` for 2 classes data. |
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average: {``"macro"``, ``"weighted"``, ``"micro"``, ``"none"``} |
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Type of averaging performed if not binary classification. |
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Defaults to ``"macro"``. |
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- ``"macro"``: calculate metrics for each label, and find their unweighted mean. |
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This does not take label imbalance into account. |
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- ``"weighted"``: calculate metrics for each label, and find their average, |
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weighted by support (the number of true instances for each label). |
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- ``"micro"``: calculate metrics globally by considering each element of the label |
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indicator matrix as a label. |
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- ``"none"``: the scores for each class are returned. |
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Raises: |
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ValueError: When ``y_pred`` dimension is not one of [1, 2]. |
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ValueError: When ``y`` dimension is not one of [1, 2]. |
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ValueError: When ``average`` is not one of ["macro", "weighted", "micro", "none"]. |
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Note: |
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ROCAUC expects y to be comprised of 0's and 1's. `y_pred` must be either prob. estimates or confidence values. |
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""" |
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y_pred_ndim = y_pred.ndimension() |
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y_ndim = y.ndimension() |
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if y_pred_ndim not in (1, 2): |
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raise ValueError( |
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f"Predictions should be of shape (batch_size, num_classes) or (batch_size, ), got {y_pred.shape}." |
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) |
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if y_ndim not in (1, 2): |
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raise ValueError(f"Targets should be of shape (batch_size, num_classes) or (batch_size, ), got {y.shape}.") |
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if y_pred_ndim == 2 and y_pred.shape[1] == 1: |
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y_pred = y_pred.squeeze(dim=-1) |
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y_pred_ndim = 1 |
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if y_ndim == 2 and y.shape[1] == 1: |
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y = y.squeeze(dim=-1) |
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if y_pred_ndim == 1: |
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return _calculate(y_pred, y) |
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if y.shape != y_pred.shape: |
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raise ValueError(f"data shapes of y_pred and y do not match, got {y_pred.shape} and {y.shape}.") |
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average = look_up_option(average, Average) |
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if average == Average.MICRO: |
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return _calculate(y_pred.flatten(), y.flatten()) |
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y, y_pred = y.transpose(0, 1), y_pred.transpose(0, 1) |
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auc_values = [_calculate(y_pred_, y_) for y_pred_, y_ in zip(y_pred, y)] |
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if average == Average.NONE: |
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return auc_values |
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if average == Average.MACRO: |
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return np.mean(auc_values) |
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if average == Average.WEIGHTED: |
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weights = [sum(y_) for y_ in y] |
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return np.average(auc_values, weights=weights) |
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raise ValueError(f'Unsupported average: {average}, available options are ["macro", "weighted", "micro", "none"].') |
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