initial working implementation

This commit is contained in:
Emmanuel Dias 2024-11-16 17:07:01 -03:00
parent e944c6a221
commit 17e7b287a2
3 changed files with 202 additions and 0 deletions

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#include <DataTypes/DataTypesNumber.h>
#include <DataTypes/DataTypeArray.h>
#include <Columns/ColumnVector.h>
#include <Columns/ColumnArray.h>
#include <Functions/FunctionHelpers.h>
#include <Functions/FunctionFactory.h>
namespace DB
{
namespace ErrorCodes
{
extern const int ILLEGAL_TYPE_OF_ARGUMENT;
extern const int ILLEGAL_COLUMN;
extern const int BAD_ARGUMENTS;
extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
}
/** The function takes two arrays: scores and labels.
*/
class FunctionArrayPrAUC : public IFunction
{
public:
static constexpr auto name = "arrayPrAUC";
static FunctionPtr create(ContextPtr) { return std::make_shared<FunctionArrayPrAUC>(); }
private:
static Float64 apply(
const IColumn & scores,
const IColumn & labels,
ColumnArray::Offset current_offset,
ColumnArray::Offset next_offset,
bool scale)
{
struct ScoreLabel
{
Float64 score;
bool label;
};
size_t size = next_offset - current_offset;
PODArrayWithStackMemory<ScoreLabel, 1024> sorted_labels(size);
for (size_t i = 0; i < size; ++i)
{
bool label = labels.getFloat64(current_offset + i) > 0;
sorted_labels[i].score = scores.getFloat64(current_offset + i);
sorted_labels[i].label = label;
}
/// Sorting scores in descending order to traverse the Precision Recall curve from left to right
std::sort(sorted_labels.begin(), sorted_labels.end(), [](const auto & lhs, const auto & rhs) { return lhs.score > rhs.score; });
Float64 area = 0.0;
Float64 prev_score = sorted_labels[0].score;
Float64 curr_precision = 1.0;
size_t prev_tp = 0;
size_t curr_fp = 0, curr_tp = 0;
for (size_t i = 0; i < size; ++i)
{
/// Only increment the area when the score changes
if (sorted_labels[i].score != prev_score)
{
curr_precision = (curr_tp + curr_fp) > 0 ? static_cast<Float64>(curr_tp) / (curr_tp + curr_fp) : 1.0;
/// Sum precision * recall rectangle. Since recall is (TP / (TP + FN)) and TP + FN = fixed, we can divide by size later.
area += curr_precision * (curr_tp - prev_tp);
prev_tp = curr_tp;
prev_score = sorted_labels[i].score;
}
if (sorted_labels[i].label)
curr_tp += 1; /// The curve moves one step up.
else
curr_fp += 1; /// The curve moves one step right.
}
curr_precision = static_cast<Float64>(curr_tp) / (curr_tp + curr_fp);
area += curr_precision * (curr_tp - prev_tp);
if (scale) /// It doesn't make sense to not normalize
{
if (curr_tp == 0)
return std::numeric_limits<Float64>::quiet_NaN();
return area / curr_tp;
}
return area;
}
static void vector(
const IColumn & scores,
const IColumn & labels,
const ColumnArray::Offsets & offsets,
PaddedPODArray<Float64> & result,
size_t input_rows_count,
bool scale)
{
result.resize(input_rows_count);
ColumnArray::Offset current_offset = 0;
for (size_t i = 0; i < input_rows_count; ++i)
{
auto next_offset = offsets[i];
result[i] = apply(scores, labels, current_offset, next_offset, scale);
current_offset = next_offset;
}
}
public:
String getName() const override { return name; }
bool isVariadic() const override { return true; }
size_t getNumberOfArguments() const override { return 0; }
bool isSuitableForShortCircuitArgumentsExecution(const DataTypesWithConstInfo &) const override { return true; }
DataTypePtr getReturnTypeImpl(const ColumnsWithTypeAndName & arguments) const override
{
size_t number_of_arguments = arguments.size();
if (number_of_arguments < 2 || number_of_arguments > 3)
throw Exception(ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH,
"Number of arguments for function {} doesn't match: passed {}, should be 2 or 3",
getName(), number_of_arguments);
for (size_t i = 0; i < 2; ++i)
{
const DataTypeArray * array_type = checkAndGetDataType<DataTypeArray>(arguments[i].type.get());
if (!array_type)
throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "The two first arguments for function {} must be of type Array.", getName());
const auto & nested_type = array_type->getNestedType();
if (!isNativeNumber(nested_type) && !isEnum(nested_type))
throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "{} cannot process values of type {}", getName(), nested_type->getName());
}
if (number_of_arguments == 3)
{
if (!isBool(arguments[2].type) || arguments[2].column.get() == nullptr || !isColumnConst(*arguments[2].column))
throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "Third argument (scale) for function {} must be of type const Bool.", getName());
}
return std::make_shared<DataTypeFloat64>();
}
DataTypePtr getReturnTypeForDefaultImplementationForDynamic() const override
{
return std::make_shared<DataTypeFloat64>();
}
ColumnPtr executeImpl(const ColumnsWithTypeAndName & arguments, const DataTypePtr &, size_t input_rows_count) const override
{
size_t number_of_arguments = arguments.size();
ColumnPtr col1 = arguments[0].column->convertToFullColumnIfConst();
ColumnPtr col2 = arguments[1].column->convertToFullColumnIfConst();
const ColumnArray * col_array1 = checkAndGetColumn<ColumnArray>(col1.get());
if (!col_array1)
throw Exception(ErrorCodes::ILLEGAL_COLUMN,
"Illegal column {} of first argument of function {}", arguments[0].column->getName(), getName());
const ColumnArray * col_array2 = checkAndGetColumn<ColumnArray>(col2.get());
if (!col_array2)
throw Exception(ErrorCodes::ILLEGAL_COLUMN,
"Illegal column {} of second argument of function {}", arguments[1].column->getName(), getName());
if (!col_array1->hasEqualOffsets(*col_array2))
throw Exception(ErrorCodes::BAD_ARGUMENTS, "Array arguments for function {} must have equal sizes", getName());
/// Handle third argument for scale (if passed, otherwise default to true)
bool scale = true;
if (number_of_arguments == 3 && input_rows_count > 0)
scale = arguments[2].column->getBool(0);
auto col_res = ColumnVector<Float64>::create();
vector(
col_array1->getData(),
col_array2->getData(),
col_array1->getOffsets(),
col_res->getData(),
input_rows_count,
scale);
return col_res;
}
};
REGISTER_FUNCTION(ArrayPrAUC)
{
factory.registerFunction<FunctionArrayPrAUC>();
}
}

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0.83333333
0.80555555

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SELECT FLOOR(arrayPrAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]), 8);
SELECT FLOOR(arrayPrAUC([0.1, 0.4, 0.4, 0.35, 0.8], [0, 0, 1, 1, 1]), 8);