评估指标 - 基于 RDD 的 API

spark.mllib 提供了一些机器学习算法,可用于从数据中学习并做出预测。 当这些算法应用于构建机器学习模型时,需要根据某些标准评估模型的性能,这取决于应用程序及其要求。 spark.mllib 还提供了一套指标,用于评估机器学习模型的性能。

特定的机器学习算法属于更广泛的机器学习应用类型,如分类、回归、聚类等。这些类型中的每一种都有完善的性能评估指标,本节将详细介绍当前 spark.mllib 中可用的指标。

分类模型评估

虽然有许多不同类型的分类算法,但分类模型的评估都遵循相似的原则。 在 监督分类问题中,每个数据点都存在一个真实的输出和一个模型生成的预测输出。 因此,每个数据点的结果都可以分配到以下四个类别之一

这四个数字是大多数分类器评估指标的构建块。 考虑分类器评估的一个基本点是,纯粹的准确性(即,预测正确还是不正确)通常不是一个好的指标。 原因是数据集可能高度不平衡。 例如,如果一个模型旨在从 95% 的数据点不是欺诈且 5% 的数据点是欺诈的数据集中预测欺诈,那么无论输入如何,预测不是欺诈的朴素分类器将达到 95% 的准确率。 因此,通常使用 精确率和召回率 等指标,因为它们考虑了错误的类型。 在大多数应用程序中,精确率和召回率之间存在一些期望的平衡,可以通过将两者组合成一个指标来捕获,称为 F 度量

二元分类

二元分类器用于将给定数据集的元素分成两个可能的组之一(例如,欺诈或非欺诈),是多类分类的一个特例。 大多数二元分类指标可以推广到多类分类指标。

阈值调优

重要的是要理解,许多分类模型实际上会为每个类别输出一个“分数”(通常是概率),其中较高的分数表示较高的可能性。 在二元情况下,该模型可以为每个类别输出一个概率:$P(Y=1|X)$ 和 $P(Y=0|X)$。 除了简单地采用更高的概率之外,在某些情况下,可能需要对模型进行调整,以便它仅在概率非常高时才预测一个类别(例如,仅当模型预测欺诈的概率 >90% 时才阻止信用卡交易)。 因此,存在一个预测阈值,该阈值根据模型输出的概率确定预测的类别。

调整预测阈值将改变模型的精确率和召回率,这是模型优化的重要组成部分。 为了可视化精确率、召回率和其他指标如何随阈值变化,通常的做法是将相互竞争的指标绘制在一起,并按阈值进行参数化。 P-R 曲线绘制不同阈值值的(精确率,召回率)点,而 接收者操作特征或 ROC 曲线绘制(召回率,假阳性率)点。

可用指标

指标定义
精确率(阳性预测值) $PPV=\frac{TP}{TP + FP}$
召回率(真阳性率) $TPR=\frac{TP}{P}=\frac{TP}{TP + FN}$
F 度量 $F(\beta) = \left(1 + \beta^2\right) \cdot \left(\frac{PPV \cdot TPR} {\beta^2 \cdot PPV + TPR}\right)$
接收者操作特征 (ROC) $FPR(T)=\int^\infty_{T} P_0(T)\,dT \\ TPR(T)=\int^\infty_{T} P_1(T)\,dT$
ROC 曲线下面积 $AUROC=\int^1_{0} \frac{TP}{P} d\left(\frac{FP}{N}\right)$
精确率-召回率曲线下面积 $AUPRC=\int^1_{0} \frac{TP}{TP+FP} d\left(\frac{TP}{P}\right)$

示例

以下代码片段说明了如何加载样本数据集、对数据训练二元分类算法,并通过几个二元评估指标评估算法的性能。

有关 API 的更多详细信息,请参阅 BinaryClassificationMetrics Python 文档LogisticRegressionWithLBFGS Python 文档

from pyspark.mllib.classification import LogisticRegressionWithLBFGS
from pyspark.mllib.evaluation import BinaryClassificationMetrics
from pyspark.mllib.util import MLUtils

# Several of the methods available in scala are currently missing from pyspark
# Load training data in LIBSVM format
data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_binary_classification_data.txt")

# Split data into training (60%) and test (40%)
training, test = data.randomSplit([0.6, 0.4], seed=11)
training.cache()

# Run training algorithm to build the model
model = LogisticRegressionWithLBFGS.train(training)

# Compute raw scores on the test set
predictionAndLabels = test.map(lambda lp: (float(model.predict(lp.features)), lp.label))

# Instantiate metrics object
metrics = BinaryClassificationMetrics(predictionAndLabels)

# Area under precision-recall curve
print("Area under PR = %s" % metrics.areaUnderPR)

# Area under ROC curve
print("Area under ROC = %s" % metrics.areaUnderROC)
在 Spark 仓库中的 "examples/src/main/python/mllib/binary_classification_metrics_example.py" 中查找完整的示例代码。

有关 API 的详细信息,请参阅 LogisticRegressionWithLBFGS Scala 文档BinaryClassificationMetrics Scala 文档

import org.apache.spark.mllib.classification.LogisticRegressionWithLBFGS
import org.apache.spark.mllib.evaluation.BinaryClassificationMetrics
import org.apache.spark.mllib.regression.LabeledPoint
import org.apache.spark.mllib.util.MLUtils

// Load training data in LIBSVM format
val data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_binary_classification_data.txt")

// Split data into training (60%) and test (40%)
val Array(training, test) = data.randomSplit(Array(0.6, 0.4), seed = 11L)
training.cache()

// Run training algorithm to build the model
val model = new LogisticRegressionWithLBFGS()
  .setNumClasses(2)
  .run(training)

// Clear the prediction threshold so the model will return probabilities
model.clearThreshold

// Compute raw scores on the test set
val predictionAndLabels = test.map { case LabeledPoint(label, features) =>
  val prediction = model.predict(features)
  (prediction, label)
}

// Instantiate metrics object
val metrics = new BinaryClassificationMetrics(predictionAndLabels)

// Precision by threshold
val precision = metrics.precisionByThreshold
precision.collect.foreach { case (t, p) =>
  println(s"Threshold: $t, Precision: $p")
}

// Recall by threshold
val recall = metrics.recallByThreshold
recall.collect.foreach { case (t, r) =>
  println(s"Threshold: $t, Recall: $r")
}

// Precision-Recall Curve
val PRC = metrics.pr

// F-measure
val f1Score = metrics.fMeasureByThreshold
f1Score.collect.foreach { case (t, f) =>
  println(s"Threshold: $t, F-score: $f, Beta = 1")
}

val beta = 0.5
val fScore = metrics.fMeasureByThreshold(beta)
fScore.collect.foreach { case (t, f) =>
  println(s"Threshold: $t, F-score: $f, Beta = 0.5")
}

// AUPRC
val auPRC = metrics.areaUnderPR
println(s"Area under precision-recall curve = $auPRC")

// Compute thresholds used in ROC and PR curves
val thresholds = precision.map(_._1)

// ROC Curve
val roc = metrics.roc

// AUROC
val auROC = metrics.areaUnderROC
println(s"Area under ROC = $auROC")
在 Spark 仓库中的 "examples/src/main/scala/org/apache/spark/examples/mllib/BinaryClassificationMetricsExample.scala" 中查找完整的示例代码。

有关 API 的详细信息,请参阅 LogisticRegressionModel Java 文档LogisticRegressionWithLBFGS Java 文档

import scala.Tuple2;

import org.apache.spark.api.java.*;
import org.apache.spark.mllib.classification.LogisticRegressionModel;
import org.apache.spark.mllib.classification.LogisticRegressionWithLBFGS;
import org.apache.spark.mllib.evaluation.BinaryClassificationMetrics;
import org.apache.spark.mllib.regression.LabeledPoint;
import org.apache.spark.mllib.util.MLUtils;

String path = "data/mllib/sample_binary_classification_data.txt";
JavaRDD<LabeledPoint> data = MLUtils.loadLibSVMFile(sc, path).toJavaRDD();

// Split initial RDD into two... [60% training data, 40% testing data].
JavaRDD<LabeledPoint>[] splits =
  data.randomSplit(new double[]{0.6, 0.4}, 11L);
JavaRDD<LabeledPoint> training = splits[0].cache();
JavaRDD<LabeledPoint> test = splits[1];

// Run training algorithm to build the model.
LogisticRegressionModel model = new LogisticRegressionWithLBFGS()
  .setNumClasses(2)
  .run(training.rdd());

// Clear the prediction threshold so the model will return probabilities
model.clearThreshold();

// Compute raw scores on the test set.
JavaPairRDD<Object, Object> predictionAndLabels = test.mapToPair(p ->
  new Tuple2<>(model.predict(p.features()), p.label()));

// Get evaluation metrics.
BinaryClassificationMetrics metrics =
  new BinaryClassificationMetrics(predictionAndLabels.rdd());

// Precision by threshold
JavaRDD<Tuple2<Object, Object>> precision = metrics.precisionByThreshold().toJavaRDD();
System.out.println("Precision by threshold: " + precision.collect());

// Recall by threshold
JavaRDD<?> recall = metrics.recallByThreshold().toJavaRDD();
System.out.println("Recall by threshold: " + recall.collect());

// F Score by threshold
JavaRDD<?> f1Score = metrics.fMeasureByThreshold().toJavaRDD();
System.out.println("F1 Score by threshold: " + f1Score.collect());

JavaRDD<?> f2Score = metrics.fMeasureByThreshold(2.0).toJavaRDD();
System.out.println("F2 Score by threshold: " + f2Score.collect());

// Precision-recall curve
JavaRDD<?> prc = metrics.pr().toJavaRDD();
System.out.println("Precision-recall curve: " + prc.collect());

// Thresholds
JavaRDD<Double> thresholds = precision.map(t -> Double.parseDouble(t._1().toString()));

// ROC Curve
JavaRDD<?> roc = metrics.roc().toJavaRDD();
System.out.println("ROC curve: " + roc.collect());

// AUPRC
System.out.println("Area under precision-recall curve = " + metrics.areaUnderPR());

// AUROC
System.out.println("Area under ROC = " + metrics.areaUnderROC());

// Save and load model
model.save(sc, "target/tmp/LogisticRegressionModel");
LogisticRegressionModel.load(sc, "target/tmp/LogisticRegressionModel");
在 Spark 仓库中的 "examples/src/main/java/org/apache/spark/examples/mllib/JavaBinaryClassificationMetricsExample.java" 中查找完整的示例代码。

多类分类

多类分类描述了一个分类问题,其中每个数据点都有 $M \gt 2$ 个可能的标签($M=2$ 的情况是二元分类问题)。 例如,将手写样本分类为数字 0 到 9,有 10 个可能的类别。

对于多类指标,阳性和阴性的概念略有不同。 预测和标签仍然可以是阳性或阴性,但必须在特定类别的上下文中考虑它们。 每个标签和预测都采用多个类别之一的值,因此据说它们对于其特定类别是阳性的,对于所有其他类别是阴性的。 因此,每当预测和标签匹配时,就会发生真阳性,而当预测和标签都不采用给定类别的值时,就会发生真阴性。 通过此约定,给定数据样本可以有多个真阴性。 从先前阳性和阴性标签的定义可以很容易地扩展假阴性和假阳性。

基于标签的指标

与只有两个可能标签的二元分类相反,多类分类问题有许多可能的标签,因此引入了基于标签的指标的概念。 准确率衡量所有标签的精确率 - 任何类别被正确预测(真阳性)的次数,并由数据点数归一化。 按标签划分的精确率仅考虑一个类别,并衡量特定标签被正确预测的次数,并由该标签在输出中出现的次数归一化。

可用指标

将类别或标签集定义为

\[L = \{\ell_0, \ell_1, \ldots, \ell_{M-1} \}\]

真实的输出向量 $\mathbf{y}$ 由 $N$ 个元素组成

\[\mathbf{y}_0, \mathbf{y}_1, \ldots, \mathbf{y}_{N-1} \in L\]

多类预测算法生成 $N$ 个元素的预测向量 $\hat{\mathbf{y}}$

\[\hat{\mathbf{y}}_0, \hat{\mathbf{y}}_1, \ldots, \hat{\mathbf{y}}_{N-1} \in L\]

对于本节,修改后的 delta 函数 $\hat{\delta}(x)$ 将证明是有用的

\[\hat{\delta}(x) = \begin{cases}1 & \text{如果 $x = 0$}, \\ 0 & \text{否则}.\end{cases}\]
指标定义
混淆矩阵 $C_{ij} = \sum_{k=0}^{N-1} \hat{\delta}(\mathbf{y}_k-\ell_i) \cdot \hat{\delta}(\hat{\mathbf{y}}_k - \ell_j)\\ \\ \left( \begin{array}{ccc} \sum_{k=0}^{N-1} \hat{\delta}(\mathbf{y}_k-\ell_1) \cdot \hat{\delta}(\hat{\mathbf{y}}_k - \ell_1) & \ldots & \sum_{k=0}^{N-1} \hat{\delta}(\mathbf{y}_k-\ell_1) \cdot \hat{\delta}(\hat{\mathbf{y}}_k - \ell_N) \\ \vdots & \ddots & \vdots \\ \sum_{k=0}^{N-1} \hat{\delta}(\mathbf{y}_k-\ell_N) \cdot \hat{\delta}(\hat{\mathbf{y}}_k - \ell_1) & \ldots & \sum_{k=0}^{N-1} \hat{\delta}(\mathbf{y}_k-\ell_N) \cdot \hat{\delta}(\hat{\mathbf{y}}_k - \ell_N) \end{array} \right)$
准确率 $ACC = \frac{TP}{TP + FP} = \frac{1}{N}\sum_{i=0}^{N-1} \hat{\delta}\left(\hat{\mathbf{y}}_i - \mathbf{y}_i\right)$
按标签的精确率 $PPV(\ell) = \frac{TP}{TP + FP} = \frac{\sum_{i=0}^{N-1} \hat{\delta}(\hat{\mathbf{y}}_i - \ell) \cdot \hat{\delta}(\mathbf{y}_i - \ell)} {\sum_{i=0}^{N-1} \hat{\delta}(\hat{\mathbf{y}}_i - \ell)}$
按标签的召回率 $TPR(\ell)=\frac{TP}{P} = \frac{\sum_{i=0}^{N-1} \hat{\delta}(\hat{\mathbf{y}}_i - \ell) \cdot \hat{\delta}(\mathbf{y}_i - \ell)} {\sum_{i=0}^{N-1} \hat{\delta}(\mathbf{y}_i - \ell)}$
按标签的 F-measure $F(\beta, \ell) = \left(1 + \beta^2\right) \cdot \left(\frac{PPV(\ell) \cdot TPR(\ell)} {\beta^2 \cdot PPV(\ell) + TPR(\ell)}\right)$
加权精确率 $PPV_{w}= \frac{1}{N} \sum\nolimits_{\ell \in L} PPV(\ell) \cdot \sum_{i=0}^{N-1} \hat{\delta}(\mathbf{y}_i-\ell)$
加权召回率 $TPR_{w}= \frac{1}{N} \sum\nolimits_{\ell \in L} TPR(\ell) \cdot \sum_{i=0}^{N-1} \hat{\delta}(\mathbf{y}_i-\ell)$
加权 F-measure $F_{w}(\beta)= \frac{1}{N} \sum\nolimits_{\ell \in L} F(\beta, \ell) \cdot \sum_{i=0}^{N-1} \hat{\delta}(\mathbf{y}_i-\ell)$

示例

以下代码片段说明了如何加载示例数据集、在数据上训练多类分类算法,以及通过多个多类分类评估指标来评估算法的性能。

有关 API 的更多详细信息,请参阅MulticlassMetrics Python 文档

from pyspark.mllib.classification import LogisticRegressionWithLBFGS
from pyspark.mllib.util import MLUtils
from pyspark.mllib.evaluation import MulticlassMetrics

# Load training data in LIBSVM format
data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_multiclass_classification_data.txt")

# Split data into training (60%) and test (40%)
training, test = data.randomSplit([0.6, 0.4], seed=11)
training.cache()

# Run training algorithm to build the model
model = LogisticRegressionWithLBFGS.train(training, numClasses=3)

# Compute raw scores on the test set
predictionAndLabels = test.map(lambda lp: (float(model.predict(lp.features)), lp.label))

# Instantiate metrics object
metrics = MulticlassMetrics(predictionAndLabels)

# Overall statistics
precision = metrics.precision(1.0)
recall = metrics.recall(1.0)
f1Score = metrics.fMeasure(1.0)
print("Summary Stats")
print("Precision = %s" % precision)
print("Recall = %s" % recall)
print("F1 Score = %s" % f1Score)

# Statistics by class
labels = data.map(lambda lp: lp.label).distinct().collect()
for label in sorted(labels):
    print("Class %s precision = %s" % (label, metrics.precision(label)))
    print("Class %s recall = %s" % (label, metrics.recall(label)))
    print("Class %s F1 Measure = %s" % (label, metrics.fMeasure(label, beta=1.0)))

# Weighted stats
print("Weighted recall = %s" % metrics.weightedRecall)
print("Weighted precision = %s" % metrics.weightedPrecision)
print("Weighted F(1) Score = %s" % metrics.weightedFMeasure())
print("Weighted F(0.5) Score = %s" % metrics.weightedFMeasure(beta=0.5))
print("Weighted false positive rate = %s" % metrics.weightedFalsePositiveRate)
在 Spark repo 中的 "examples/src/main/python/mllib/multi_class_metrics_example.py" 中查找完整的示例代码。

有关 API 的详细信息,请参阅MulticlassMetrics Scala 文档

import org.apache.spark.mllib.classification.LogisticRegressionWithLBFGS
import org.apache.spark.mllib.evaluation.MulticlassMetrics
import org.apache.spark.mllib.regression.LabeledPoint
import org.apache.spark.mllib.util.MLUtils

// Load training data in LIBSVM format
val data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_multiclass_classification_data.txt")

// Split data into training (60%) and test (40%)
val Array(training, test) = data.randomSplit(Array(0.6, 0.4), seed = 11L)
training.cache()

// Run training algorithm to build the model
val model = new LogisticRegressionWithLBFGS()
  .setNumClasses(3)
  .run(training)

// Compute raw scores on the test set
val predictionAndLabels = test.map { case LabeledPoint(label, features) =>
  val prediction = model.predict(features)
  (prediction, label)
}

// Instantiate metrics object
val metrics = new MulticlassMetrics(predictionAndLabels)

// Confusion matrix
println("Confusion matrix:")
println(metrics.confusionMatrix)

// Overall Statistics
val accuracy = metrics.accuracy
println("Summary Statistics")
println(s"Accuracy = $accuracy")

// Precision by label
val labels = metrics.labels
labels.foreach { l =>
  println(s"Precision($l) = " + metrics.precision(l))
}

// Recall by label
labels.foreach { l =>
  println(s"Recall($l) = " + metrics.recall(l))
}

// False positive rate by label
labels.foreach { l =>
  println(s"FPR($l) = " + metrics.falsePositiveRate(l))
}

// F-measure by label
labels.foreach { l =>
  println(s"F1-Score($l) = " + metrics.fMeasure(l))
}

// Weighted stats
println(s"Weighted precision: ${metrics.weightedPrecision}")
println(s"Weighted recall: ${metrics.weightedRecall}")
println(s"Weighted F1 score: ${metrics.weightedFMeasure}")
println(s"Weighted false positive rate: ${metrics.weightedFalsePositiveRate}")
在 Spark repo 中的 "examples/src/main/scala/org/apache/spark/examples/mllib/MulticlassMetricsExample.scala" 中查找完整的示例代码。

有关 API 的详细信息,请参阅MulticlassMetrics Java 文档

import scala.Tuple2;

import org.apache.spark.api.java.*;
import org.apache.spark.mllib.classification.LogisticRegressionModel;
import org.apache.spark.mllib.classification.LogisticRegressionWithLBFGS;
import org.apache.spark.mllib.evaluation.MulticlassMetrics;
import org.apache.spark.mllib.regression.LabeledPoint;
import org.apache.spark.mllib.util.MLUtils;
import org.apache.spark.mllib.linalg.Matrix;

String path = "data/mllib/sample_multiclass_classification_data.txt";
JavaRDD<LabeledPoint> data = MLUtils.loadLibSVMFile(sc, path).toJavaRDD();

// Split initial RDD into two... [60% training data, 40% testing data].
JavaRDD<LabeledPoint>[] splits = data.randomSplit(new double[]{0.6, 0.4}, 11L);
JavaRDD<LabeledPoint> training = splits[0].cache();
JavaRDD<LabeledPoint> test = splits[1];

// Run training algorithm to build the model.
LogisticRegressionModel model = new LogisticRegressionWithLBFGS()
  .setNumClasses(3)
  .run(training.rdd());

// Compute raw scores on the test set.
JavaPairRDD<Object, Object> predictionAndLabels = test.mapToPair(p ->
  new Tuple2<>(model.predict(p.features()), p.label()));

// Get evaluation metrics.
MulticlassMetrics metrics = new MulticlassMetrics(predictionAndLabels.rdd());

// Confusion matrix
Matrix confusion = metrics.confusionMatrix();
System.out.println("Confusion matrix: \n" + confusion);

// Overall statistics
System.out.println("Accuracy = " + metrics.accuracy());

// Stats by labels
for (int i = 0; i < metrics.labels().length; i++) {
  System.out.format("Class %f precision = %f\n", metrics.labels()[i],metrics.precision(
    metrics.labels()[i]));
  System.out.format("Class %f recall = %f\n", metrics.labels()[i], metrics.recall(
    metrics.labels()[i]));
  System.out.format("Class %f F1 score = %f\n", metrics.labels()[i], metrics.fMeasure(
    metrics.labels()[i]));
}

//Weighted stats
System.out.format("Weighted precision = %f\n", metrics.weightedPrecision());
System.out.format("Weighted recall = %f\n", metrics.weightedRecall());
System.out.format("Weighted F1 score = %f\n", metrics.weightedFMeasure());
System.out.format("Weighted false positive rate = %f\n", metrics.weightedFalsePositiveRate());

// Save and load model
model.save(sc, "target/tmp/LogisticRegressionModel");
LogisticRegressionModel sameModel = LogisticRegressionModel.load(sc,
  "target/tmp/LogisticRegressionModel");
在 Spark repo 中的 "examples/src/main/java/org/apache/spark/examples/mllib/JavaMulticlassClassificationMetricsExample.java" 中查找完整的示例代码。

多标签分类

多标签分类问题涉及将数据集中的每个样本映射到一组类标签。 在这种类型的分类问题中,标签不是互斥的。 例如,当将一组新闻文章分类为主题时,单个文章可能同时包含科学和政治。

由于标签不是互斥的,因此预测和真实标签现在是标签的向量,而不是标签向量。 因此,多标签指标将精确率、召回率等基本概念扩展到对集的操作。 例如,现在当预测集中存在给定类,并且该类存在于特定数据点的真实标签集中时,就会出现该类的真阳性。

可用指标

这里我们定义一组包含 N 个文档的集合 $D$

\[D = \left\{d_0, d_1, ..., d_{N-1}\right\}\]

定义 $L_0, L_1, …, L_{N-1}$ 为标签集的集合,定义 $P_0, P_1, …, P_{N-1}$ 为预测集的集合,其中 $L_i$ 和 $P_i$ 分别对应于文档 $d_i$ 的标签集和预测集。

所有唯一标签的集合由下式给出

\[L = \bigcup_{k=0}^{N-1} L_k\]

以下集合 $A$ 上的指标函数 $I_A(x)$ 的定义将是必要的

\[I_A(x) = \begin{cases}1 & \text{如果 $x \in A$}, \\ 0 & \text{否则}.\end{cases}\]
指标定义
精确率$\frac{1}{N} \sum_{i=0}^{N-1} \frac{\left|P_i \cap L_i\right|}{\left|P_i\right|}$
召回率$\frac{1}{N} \sum_{i=0}^{N-1} \frac{\left|L_i \cap P_i\right|}{\left|L_i\right|}$
准确率 $\frac{1}{N} \sum_{i=0}^{N - 1} \frac{\left|L_i \cap P_i \right|} {\left|L_i\right| + \left|P_i\right| - \left|L_i \cap P_i \right|}$
按标签的精确率$PPV(\ell)=\frac{TP}{TP + FP}= \frac{\sum_{i=0}^{N-1} I_{P_i}(\ell) \cdot I_{L_i}(\ell)} {\sum_{i=0}^{N-1} I_{P_i}(\ell)}$
按标签的召回率$TPR(\ell)=\frac{TP}{P}= \frac{\sum_{i=0}^{N-1} I_{P_i}(\ell) \cdot I_{L_i}(\ell)} {\sum_{i=0}^{N-1} I_{L_i}(\ell)}$
按标签的 F1-measure$F1(\ell) = 2 \cdot \left(\frac{PPV(\ell) \cdot TPR(\ell)} {PPV(\ell) + TPR(\ell)}\right)$
汉明损失 $\frac{1}{N \cdot \left|L\right|} \sum_{i=0}^{N - 1} \left|L_i\right| + \left|P_i\right| - 2\left|L_i \cap P_i\right|$
子集准确率 $\frac{1}{N} \sum_{i=0}^{N-1} I_{\{L_i\}}(P_i)$
F1 Measure $\frac{1}{N} \sum_{i=0}^{N-1} 2 \frac{\left|P_i \cap L_i\right|}{\left|P_i\right| \cdot \left|L_i\right|}$
微平均精确率 $\frac{TP}{TP + FP}=\frac{\sum_{i=0}^{N-1} \left|P_i \cap L_i\right|} {\sum_{i=0}^{N-1} \left|P_i \cap L_i\right| + \sum_{i=0}^{N-1} \left|P_i - L_i\right|}$
微平均召回率 $\frac{TP}{TP + FN}=\frac{\sum_{i=0}^{N-1} \left|P_i \cap L_i\right|} {\sum_{i=0}^{N-1} \left|P_i \cap L_i\right| + \sum_{i=0}^{N-1} \left|L_i - P_i\right|}$
微平均 F1 Measure $2 \cdot \frac{TP}{2 \cdot TP + FP + FN}=2 \cdot \frac{\sum_{i=0}^{N-1} \left|P_i \cap L_i\right|}{2 \cdot \sum_{i=0}^{N-1} \left|P_i \cap L_i\right| + \sum_{i=0}^{N-1} \left|L_i - P_i\right| + \sum_{i=0}^{N-1} \left|P_i - L_i\right|}$

示例

以下代码片段说明了如何评估多标签分类器的性能。 这些示例使用以下所示的用于多标签分类的虚假预测和标签数据。

文档预测

预测类别

真实类别

有关 API 的更多详细信息,请参阅MultilabelMetrics Python 文档

from pyspark.mllib.evaluation import MultilabelMetrics

scoreAndLabels = sc.parallelize([
    ([0.0, 1.0], [0.0, 2.0]),
    ([0.0, 2.0], [0.0, 1.0]),
    ([], [0.0]),
    ([2.0], [2.0]),
    ([2.0, 0.0], [2.0, 0.0]),
    ([0.0, 1.0, 2.0], [0.0, 1.0]),
    ([1.0], [1.0, 2.0])])

# Instantiate metrics object
metrics = MultilabelMetrics(scoreAndLabels)

# Summary stats
print("Recall = %s" % metrics.recall())
print("Precision = %s" % metrics.precision())
print("F1 measure = %s" % metrics.f1Measure())
print("Accuracy = %s" % metrics.accuracy)

# Individual label stats
labels = scoreAndLabels.flatMap(lambda x: x[1]).distinct().collect()
for label in labels:
    print("Class %s precision = %s" % (label, metrics.precision(label)))
    print("Class %s recall = %s" % (label, metrics.recall(label)))
    print("Class %s F1 Measure = %s" % (label, metrics.f1Measure(label)))

# Micro stats
print("Micro precision = %s" % metrics.microPrecision)
print("Micro recall = %s" % metrics.microRecall)
print("Micro F1 measure = %s" % metrics.microF1Measure)

# Hamming loss
print("Hamming loss = %s" % metrics.hammingLoss)

# Subset accuracy
print("Subset accuracy = %s" % metrics.subsetAccuracy)
在 Spark repo 中的 "examples/src/main/python/mllib/multi_label_metrics_example.py" 中查找完整的示例代码。

有关 API 的详细信息,请参阅MultilabelMetrics Scala 文档

import org.apache.spark.mllib.evaluation.MultilabelMetrics
import org.apache.spark.rdd.RDD

val scoreAndLabels: RDD[(Array[Double], Array[Double])] = sc.parallelize(
  Seq((Array(0.0, 1.0), Array(0.0, 2.0)),
    (Array(0.0, 2.0), Array(0.0, 1.0)),
    (Array.empty[Double], Array(0.0)),
    (Array(2.0), Array(2.0)),
    (Array(2.0, 0.0), Array(2.0, 0.0)),
    (Array(0.0, 1.0, 2.0), Array(0.0, 1.0)),
    (Array(1.0), Array(1.0, 2.0))), 2)

// Instantiate metrics object
val metrics = new MultilabelMetrics(scoreAndLabels)

// Summary stats
println(s"Recall = ${metrics.recall}")
println(s"Precision = ${metrics.precision}")
println(s"F1 measure = ${metrics.f1Measure}")
println(s"Accuracy = ${metrics.accuracy}")

// Individual label stats
metrics.labels.foreach(label =>
  println(s"Class $label precision = ${metrics.precision(label)}"))
metrics.labels.foreach(label => println(s"Class $label recall = ${metrics.recall(label)}"))
metrics.labels.foreach(label => println(s"Class $label F1-score = ${metrics.f1Measure(label)}"))

// Micro stats
println(s"Micro recall = ${metrics.microRecall}")
println(s"Micro precision = ${metrics.microPrecision}")
println(s"Micro F1 measure = ${metrics.microF1Measure}")

// Hamming loss
println(s"Hamming loss = ${metrics.hammingLoss}")

// Subset accuracy
println(s"Subset accuracy = ${metrics.subsetAccuracy}")
在 Spark repo 中的 "examples/src/main/scala/org/apache/spark/examples/mllib/MultiLabelMetricsExample.scala" 中查找完整的示例代码。

有关 API 的详细信息,请参阅MultilabelMetrics Java 文档

import java.util.Arrays;
import java.util.List;

import scala.Tuple2;

import org.apache.spark.api.java.*;
import org.apache.spark.mllib.evaluation.MultilabelMetrics;
import org.apache.spark.SparkConf;

List<Tuple2<double[], double[]>> data = Arrays.asList(
  new Tuple2<>(new double[]{0.0, 1.0}, new double[]{0.0, 2.0}),
  new Tuple2<>(new double[]{0.0, 2.0}, new double[]{0.0, 1.0}),
  new Tuple2<>(new double[]{}, new double[]{0.0}),
  new Tuple2<>(new double[]{2.0}, new double[]{2.0}),
  new Tuple2<>(new double[]{2.0, 0.0}, new double[]{2.0, 0.0}),
  new Tuple2<>(new double[]{0.0, 1.0, 2.0}, new double[]{0.0, 1.0}),
  new Tuple2<>(new double[]{1.0}, new double[]{1.0, 2.0})
);
JavaRDD<Tuple2<double[], double[]>> scoreAndLabels = sc.parallelize(data);

// Instantiate metrics object
MultilabelMetrics metrics = new MultilabelMetrics(scoreAndLabels.rdd());

// Summary stats
System.out.format("Recall = %f\n", metrics.recall());
System.out.format("Precision = %f\n", metrics.precision());
System.out.format("F1 measure = %f\n", metrics.f1Measure());
System.out.format("Accuracy = %f\n", metrics.accuracy());

// Stats by labels
for (int i = 0; i < metrics.labels().length - 1; i++) {
  System.out.format("Class %1.1f precision = %f\n", metrics.labels()[i], metrics.precision(
    metrics.labels()[i]));
  System.out.format("Class %1.1f recall = %f\n", metrics.labels()[i], metrics.recall(
    metrics.labels()[i]));
  System.out.format("Class %1.1f F1 score = %f\n", metrics.labels()[i], metrics.f1Measure(
    metrics.labels()[i]));
}

// Micro stats
System.out.format("Micro recall = %f\n", metrics.microRecall());
System.out.format("Micro precision = %f\n", metrics.microPrecision());
System.out.format("Micro F1 measure = %f\n", metrics.microF1Measure());

// Hamming loss
System.out.format("Hamming loss = %f\n", metrics.hammingLoss());

// Subset accuracy
System.out.format("Subset accuracy = %f\n", metrics.subsetAccuracy());
在 Spark repo 中的 "examples/src/main/java/org/apache/spark/examples/mllib/JavaMultiLabelClassificationMetricsExample.java" 中查找完整的示例代码。

排名系统

排序算法(通常被认为是推荐系统)的作用是根据某些训练数据,向用户返回一组相关的项目或文档。相关性的定义可能会有所不同,并且通常是特定于应用程序的。排序系统指标旨在量化这些排名或推荐在各种环境中的有效性。某些指标将一组推荐文档与一组真实的相关文档进行比较,而其他指标可能会显式地包含数值评分。

可用指标

排序系统通常处理一组 $M$ 用户

\[U = \left\{u_0, u_1, ..., u_{M-1}\right\}\]

每个用户 ($u_i$) 具有一组 $N_i$ 真实相关的文档

\[D_i = \left\{d_0, d_1, ..., d_{N_i-1}\right\}\]

以及一份按相关性降序排列的 $Q_i$ 推荐文档列表

\[R_i = \left[r_0, r_1, ..., r_{Q_i-1}\right]\]

排序系统的目标是为每个用户生成最相关的文档集。 可以使用以下列出的指标来衡量集合的相关性和算法的有效性。

有必要定义一个函数,该函数在提供推荐文档和一组真实相关的文档的情况下,返回推荐文档的相关性分数。

\[rel_D(r) = \begin{cases}1 & \text{如果 $r \in D$}, \\ 0 & \text{否则}.\end{cases}\]
指标定义注释
Precision at k $p(k)=\frac{1}{M} \sum_{i=0}^{M-1} {\frac{1}{k} \sum_{j=0}^{\text{min}(Q_i, k) - 1} rel_{D_i}(R_i(j))}$ Precision at k 是一种衡量前 k 个推荐文档中有多少在真实相关文档的集合中,并在所有用户中平均的值。 在此指标中,不考虑推荐的顺序。
Mean Average Precision $MAP=\frac{1}{M} \sum_{i=0}^{M-1} {\frac{1}{N_i} \sum_{j=0}^{Q_i-1} \frac{rel_{D_i}(R_i(j))}{j + 1}}$ MAP 是一种衡量有多少推荐文档在真实相关文档的集合中的度量,其中考虑了推荐的顺序(即,对高度相关的文档的惩罚更高)。
Normalized Discounted Cumulative Gain $NDCG(k)=\frac{1}{M} \sum_{i=0}^{M-1} {\frac{1}{IDCG(D_i, k)}\sum_{j=0}^{n-1} \frac{rel_{D_i}(R_i(j))}{\text{log}(j+2)}} \\ \text{Where} \\ \hspace{5 mm} n = \text{min}\left(\text{max}\left(Q_i, N_i\right),k\right) \\ \hspace{5 mm} IDCG(D, k) = \sum_{j=0}^{\text{min}(\left|D\right|, k) - 1} \frac{1}{\text{log}(j+2)}$ NDCG at k 是一种衡量前 k 个推荐文档中有多少在真实相关文档的集合中,并在所有用户中平均的值。 与 precision at k 相比,此指标考虑了推荐的顺序(假设文档按相关性降序排列)。

示例

以下代码片段说明了如何加载示例数据集、在数据上训练交替最小二乘推荐模型,以及通过多个排序指标评估推荐器的性能。 下面提供了该方法的简要概述。

MovieLens 评分等级为 1-5

因此,如果预测的评级小于 3,我们不应推荐电影。 为了将评级映射到置信度分数,我们使用

这种映射意味着未观察到的条目通常介于还可以和相当糟糕之间。 在非正权重扩展世界中,0 的语义与“从未交互过”相同。

有关 API 的更多详细信息,请参阅RegressionMetrics Python 文档RankingMetrics Python 文档

from pyspark.mllib.recommendation import ALS, Rating
from pyspark.mllib.evaluation import RegressionMetrics

# Read in the ratings data
lines = sc.textFile("data/mllib/sample_movielens_data.txt")

def parseLine(line):
    fields = line.split("::")
    return Rating(int(fields[0]), int(fields[1]), float(fields[2]) - 2.5)
ratings = lines.map(lambda r: parseLine(r))

# Train a model on to predict user-product ratings
model = ALS.train(ratings, 10, 10, 0.01)

# Get predicted ratings on all existing user-product pairs
testData = ratings.map(lambda p: (p.user, p.product))
predictions = model.predictAll(testData).map(lambda r: ((r.user, r.product), r.rating))

ratingsTuple = ratings.map(lambda r: ((r.user, r.product), r.rating))
scoreAndLabels = predictions.join(ratingsTuple).map(lambda tup: tup[1])

# Instantiate regression metrics to compare predicted and actual ratings
metrics = RegressionMetrics(scoreAndLabels)

# Root mean squared error
print("RMSE = %s" % metrics.rootMeanSquaredError)

# R-squared
print("R-squared = %s" % metrics.r2)
在 Spark repo 中的 "examples/src/main/python/mllib/ranking_metrics_example.py" 中查找完整的示例代码。

有关 API 的详细信息,请参阅RegressionMetrics Scala 文档RankingMetrics Scala 文档

import org.apache.spark.mllib.evaluation.{RankingMetrics, RegressionMetrics}
import org.apache.spark.mllib.recommendation.{ALS, Rating}

// Read in the ratings data
val ratings = spark.read.textFile("data/mllib/sample_movielens_data.txt").rdd.map { line =>
  val fields = line.split("::")
  Rating(fields(0).toInt, fields(1).toInt, fields(2).toDouble - 2.5)
}.cache()

// Map ratings to 1 or 0, 1 indicating a movie that should be recommended
val binarizedRatings = ratings.map(r => Rating(r.user, r.product,
  if (r.rating > 0) 1.0 else 0.0)).cache()

// Summarize ratings
val numRatings = ratings.count()
val numUsers = ratings.map(_.user).distinct().count()
val numMovies = ratings.map(_.product).distinct().count()
println(s"Got $numRatings ratings from $numUsers users on $numMovies movies.")

// Build the model
val numIterations = 10
val rank = 10
val lambda = 0.01
val model = ALS.train(ratings, rank, numIterations, lambda)

// Define a function to scale ratings from 0 to 1
def scaledRating(r: Rating): Rating = {
  val scaledRating = math.max(math.min(r.rating, 1.0), 0.0)
  Rating(r.user, r.product, scaledRating)
}

// Get sorted top ten predictions for each user and then scale from [0, 1]
val userRecommended = model.recommendProductsForUsers(10).map { case (user, recs) =>
  (user, recs.map(scaledRating))
}

// Assume that any movie a user rated 3 or higher (which maps to a 1) is a relevant document
// Compare with top ten most relevant documents
val userMovies = binarizedRatings.groupBy(_.user)
val relevantDocuments = userMovies.join(userRecommended).map { case (user, (actual,
predictions)) =>
  (predictions.map(_.product), actual.filter(_.rating > 0.0).map(_.product).toArray)
}

// Instantiate metrics object
val metrics = new RankingMetrics(relevantDocuments)

// Precision at K
Array(1, 3, 5).foreach { k =>
  println(s"Precision at $k = ${metrics.precisionAt(k)}")
}

// Mean average precision
println(s"Mean average precision = ${metrics.meanAveragePrecision}")

// Mean average precision at k
println(s"Mean average precision at 2 = ${metrics.meanAveragePrecisionAt(2)}")

// Normalized discounted cumulative gain
Array(1, 3, 5).foreach { k =>
  println(s"NDCG at $k = ${metrics.ndcgAt(k)}")
}

// Recall at K
Array(1, 3, 5).foreach { k =>
  println(s"Recall at $k = ${metrics.recallAt(k)}")
}

// Get predictions for each data point
val allPredictions = model.predict(ratings.map(r => (r.user, r.product))).map(r => ((r.user,
  r.product), r.rating))
val allRatings = ratings.map(r => ((r.user, r.product), r.rating))
val predictionsAndLabels = allPredictions.join(allRatings).map { case ((user, product),
(predicted, actual)) =>
  (predicted, actual)
}

// Get the RMSE using regression metrics
val regressionMetrics = new RegressionMetrics(predictionsAndLabels)
println(s"RMSE = ${regressionMetrics.rootMeanSquaredError}")

// R-squared
println(s"R-squared = ${regressionMetrics.r2}")
在 Spark repo 中的 "examples/src/main/scala/org/apache/spark/examples/mllib/RankingMetricsExample.scala" 中查找完整的示例代码。

有关 API 的详细信息,请参阅RegressionMetrics Java 文档RankingMetrics Java 文档

import java.util.*;

import scala.Tuple2;

import org.apache.spark.api.java.*;
import org.apache.spark.mllib.evaluation.RegressionMetrics;
import org.apache.spark.mllib.evaluation.RankingMetrics;
import org.apache.spark.mllib.recommendation.ALS;
import org.apache.spark.mllib.recommendation.MatrixFactorizationModel;
import org.apache.spark.mllib.recommendation.Rating;

String path = "data/mllib/sample_movielens_data.txt";
JavaRDD<String> data = sc.textFile(path);
JavaRDD<Rating> ratings = data.map(line -> {
    String[] parts = line.split("::");
    return new Rating(Integer.parseInt(parts[0]), Integer.parseInt(parts[1]), Double
        .parseDouble(parts[2]) - 2.5);
  });
ratings.cache();

// Train an ALS model
MatrixFactorizationModel model = ALS.train(JavaRDD.toRDD(ratings), 10, 10, 0.01);

// Get top 10 recommendations for every user and scale ratings from 0 to 1
JavaRDD<Tuple2<Object, Rating[]>> userRecs = model.recommendProductsForUsers(10).toJavaRDD();
JavaRDD<Tuple2<Object, Rating[]>> userRecsScaled = userRecs.map(t -> {
    Rating[] scaledRatings = new Rating[t._2().length];
    for (int i = 0; i < scaledRatings.length; i++) {
      double newRating = Math.max(Math.min(t._2()[i].rating(), 1.0), 0.0);
      scaledRatings[i] = new Rating(t._2()[i].user(), t._2()[i].product(), newRating);
    }
    return new Tuple2<>(t._1(), scaledRatings);
  });
JavaPairRDD<Object, Rating[]> userRecommended = JavaPairRDD.fromJavaRDD(userRecsScaled);

// Map ratings to 1 or 0, 1 indicating a movie that should be recommended
JavaRDD<Rating> binarizedRatings = ratings.map(r -> {
    double binaryRating;
    if (r.rating() > 0.0) {
      binaryRating = 1.0;
    } else {
      binaryRating = 0.0;
    }
    return new Rating(r.user(), r.product(), binaryRating);
  });

// Group ratings by common user
JavaPairRDD<Object, Iterable<Rating>> userMovies = binarizedRatings.groupBy(Rating::user);

// Get true relevant documents from all user ratings
JavaPairRDD<Object, List<Integer>> userMoviesList = userMovies.mapValues(docs -> {
    List<Integer> products = new ArrayList<>();
    for (Rating r : docs) {
      if (r.rating() > 0.0) {
        products.add(r.product());
      }
    }
    return products;
  });

// Extract the product id from each recommendation
JavaPairRDD<Object, List<Integer>> userRecommendedList = userRecommended.mapValues(docs -> {
    List<Integer> products = new ArrayList<>();
    for (Rating r : docs) {
      products.add(r.product());
    }
    return products;
  });
JavaRDD<Tuple2<List<Integer>, List<Integer>>> relevantDocs = userMoviesList.join(
  userRecommendedList).values();

// Instantiate the metrics object
RankingMetrics<Integer> metrics = RankingMetrics.of(relevantDocs);

// Precision, NDCG and Recall at k
Integer[] kVector = {1, 3, 5};
for (Integer k : kVector) {
  System.out.format("Precision at %d = %f\n", k, metrics.precisionAt(k));
  System.out.format("NDCG at %d = %f\n", k, metrics.ndcgAt(k));
  System.out.format("Recall at %d = %f\n", k, metrics.recallAt(k));
}

// Mean average precision
System.out.format("Mean average precision = %f\n", metrics.meanAveragePrecision());

//Mean average precision at k
System.out.format("Mean average precision at 2 = %f\n", metrics.meanAveragePrecisionAt(2));

// Evaluate the model using numerical ratings and regression metrics
JavaRDD<Tuple2<Object, Object>> userProducts =
    ratings.map(r -> new Tuple2<>(r.user(), r.product()));

JavaPairRDD<Tuple2<Integer, Integer>, Object> predictions = JavaPairRDD.fromJavaRDD(
  model.predict(JavaRDD.toRDD(userProducts)).toJavaRDD().map(r ->
    new Tuple2<>(new Tuple2<>(r.user(), r.product()), r.rating())));
JavaRDD<Tuple2<Object, Object>> ratesAndPreds =
  JavaPairRDD.fromJavaRDD(ratings.map(r ->
    new Tuple2<Tuple2<Integer, Integer>, Object>(
      new Tuple2<>(r.user(), r.product()),
      r.rating())
  )).join(predictions).values();

// Create regression metrics object
RegressionMetrics regressionMetrics = new RegressionMetrics(ratesAndPreds.rdd());

// Root mean squared error
System.out.format("RMSE = %f\n", regressionMetrics.rootMeanSquaredError());

// R-squared
System.out.format("R-squared = %f\n", regressionMetrics.r2());
在 Spark repo 中的 "examples/src/main/java/org/apache/spark/examples/mllib/JavaRankingMetricsExample.java" 中查找完整的示例代码。

回归模型评估

回归分析用于从多个自变量预测连续输出变量。

可用指标

指标定义
均方误差 (MSE) 均方误差 (MSE): $MSE = \frac{\sum_{i=0}^{N-1} (\mathbf{y}_i - \hat{\mathbf{y}}_i)^2}{N}$
均方根误差 (RMSE) $RMSE = \sqrt{\frac{\sum_{i=0}^{N-1} (\mathbf{y}_i - \hat{\mathbf{y}}_i)^2}{N}}$
平均绝对误差 (MAE) $MAE=\frac{1}{N}\sum_{i=0}^{N-1} \left|\mathbf{y}_i - \hat{\mathbf{y}}_i\right|$
决定系数 $(R^2)$ $R^2=1 - \frac{MSE}{\text{VAR}(\mathbf{y}) \cdot (N-1)}=1-\frac{\sum_{i=0}^{N-1} (\mathbf{y}_i - \hat{\mathbf{y}}_i)^2}{\sum_{i=0}^{N-1}(\mathbf{y}_i-\bar{\mathbf{y}})^2}$
解释方差 $1 - \frac{\text{VAR}(\mathbf{y} - \mathbf{\hat{y}})}{\text{VAR}(\mathbf{y})}$