Module org.elasticsearch.xcore

Package org.elasticsearch.xpack.core.ml.dataframe.evaluation.outlierdetection

Class AucRoc

java.lang.Object

org.elasticsearch.xpack.core.ml.dataframe.evaluation.common.AbstractAucRoc

org.elasticsearch.xpack.core.ml.dataframe.evaluation.outlierdetection.AucRoc

All Implemented Interfaces:

NamedWriteable, Writeable, ToXContent, ToXContentObject, EvaluationMetric

public class AucRoc
extends AbstractAucRoc

Area under the curve (AUC) of the receiver operating characteristic (ROC). The ROC curve is a plot of the TPR (true positive rate) against the FPR (false positive rate) over a varying threshold. This particular implementation is making use of ES aggregations to calculate the curve. It then uses the trapezoidal rule to calculate the AUC. In particular, in order to calculate the ROC, we get percentiles of TP and FP against the predicted probability. We call those Rate-Threshold curves. We then scan ROC points from each Rate-Threshold curve against the other using interpolation. This gives us an approximation of the ROC curve that has the advantage of being efficient and resilient to some edge cases. When this is used for multi-class classification, it will calculate the ROC curve of each class versus the rest.

Nested Class Summary

Nested classes/interfaces inherited from class org.elasticsearch.xpack.core.ml.dataframe.evaluation.common.AbstractAucRoc

AbstractAucRoc.AucRocPoint, AbstractAucRoc.Result

Nested classes/interfaces inherited from interface org.elasticsearch.xcontent.ToXContent

ToXContent.DelegatingMapParams, ToXContent.MapParams, ToXContent.Params

Nested classes/interfaces inherited from interface org.elasticsearch.common.io.stream.Writeable

Writeable.Reader<V>, Writeable.Writer<V>

Field Summary

Fields

Modifier and Type	Field	Description
static final ParseField	INCLUDE_CURVE
static final ConstructingObjectParser<AucRoc,Void>	PARSER

Fields inherited from class org.elasticsearch.xpack.core.ml.dataframe.evaluation.common.AbstractAucRoc

NAME

Fields inherited from interface org.elasticsearch.xcontent.ToXContent

EMPTY, EMPTY_PARAMS

Constructor Summary

Constructors

Constructor	Description
AucRoc(Boolean includeCurve)
AucRoc(StreamInput in)

Method Summary

Modifier and Type	Method	Description
Tuple<List<AggregationBuilder>,List<PipelineAggregationBuilder>>	aggs(EvaluationParameters parameters, EvaluationFields evaluationFields)	Builds the aggregation that collect required data to compute the metric
boolean	equals(Object o)
static AucRoc	fromXContent(XContentParser parser)
Set<String>	getRequiredFields()	Returns the set of fields that this metric requires in order to be calculated.
Optional<EvaluationMetricResult>	getResult()	Gets the evaluation result for this metric.
String	getWriteableName()
int	hashCode()
void	process(InternalAggregations aggs)	Processes given aggregations as a step towards computing result
XContentBuilder	toXContent(XContentBuilder builder, ToXContent.Params params)
void	writeTo(StreamOutput out)

Methods inherited from class org.elasticsearch.xpack.core.ml.dataframe.evaluation.common.AbstractAucRoc

buildAucRocCurve, calculateAucScore, getName, percentilesArray

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.elasticsearch.xcontent.ToXContentObject

isFragment

Field Details

INCLUDE_CURVE

public static final ParseField INCLUDE_CURVE

PARSER

public static final ConstructingObjectParser<AucRoc,Void> PARSER

Constructor Details

AucRoc

public AucRoc(Boolean includeCurve)

AucRoc

public AucRoc(StreamInput in)
       throws IOException

Throws:

IOException

Method Details

fromXContent

public static AucRoc fromXContent(XContentParser parser)

getWriteableName

public String getWriteableName()

writeTo

public void writeTo(StreamOutput out)
             throws IOException

Throws:

IOException

toXContent

public XContentBuilder toXContent(XContentBuilder builder,
 ToXContent.Params params)
                           throws IOException

Throws:

IOException

getRequiredFields

public Set<String> getRequiredFields()

Description copied from interface: EvaluationMetric

Returns the set of fields that this metric requires in order to be calculated.

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

aggs

public Tuple<List<AggregationBuilder>,List<PipelineAggregationBuilder>> aggs(EvaluationParameters parameters,
 EvaluationFields evaluationFields)

Description copied from interface: EvaluationMetric

Builds the aggregation that collect required data to compute the metric

Parameters:

parameters - settings that may be needed by aggregations

evaluationFields - fields that may be needed by aggregations

Returns:

the aggregations required to compute the metric

process

public void process(InternalAggregations aggs)

Description copied from interface: EvaluationMetric

Processes given aggregations as a step towards computing result

Parameters:

aggs - aggregations from SearchResponse

getResult

public Optional<EvaluationMetricResult> getResult()

Description copied from interface: EvaluationMetric

Gets the evaluation result for this metric.

Returns:

Optional.empty() if the result is not available yet, Optional.of(result) otherwise