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Merge pull request #69717 from gabrielmcg44/add-array-unscaled
Allow `arrayAUC` without scaling
This commit is contained in:
Robert Schulze
GitHub
commit
396abf7636
@ -2088,13 +2088,14 @@ Calculate AUC (Area Under the Curve, which is a concept in machine learning, see
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**Syntax**
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``` sql
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arrayAUC(arr_scores, arr_labels)
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arrayAUC(arr_scores, arr_labels[, scale])
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```
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**Arguments**
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- `arr_scores` — scores prediction model gives.
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- `arr_labels` — labels of samples, usually 1 for positive sample and 0 for negative sample.
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- `scale` - Optional. Wether to return the normalized area. Default value: true. [Bool]
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**Returned value**
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@ -14,6 +14,7 @@ namespace ErrorCodes
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extern const int ILLEGAL_TYPE_OF_ARGUMENT;
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extern const int ILLEGAL_COLUMN;
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extern const int BAD_ARGUMENTS;
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extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
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}
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@ -85,7 +86,8 @@ private:
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const IColumn & scores,
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const IColumn & labels,
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ColumnArray::Offset current_offset,
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ColumnArray::Offset next_offset)
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ColumnArray::Offset next_offset,
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bool scale)
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{
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struct ScoreLabel
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{
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@ -114,10 +116,10 @@ private:
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size_t curr_fp = 0, curr_tp = 0;
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for (size_t i = 0; i < size; ++i)
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{
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// Only increment the area when the score changes
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/// Only increment the area when the score changes
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if (sorted_labels[i].score != prev_score)
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{
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area += (curr_fp - prev_fp) * (curr_tp + prev_tp) / 2.0; // Trapezoidal area under curve (might degenerate to zero or to a rectangle)
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area += (curr_fp - prev_fp) * (curr_tp + prev_tp) / 2.0; /// Trapezoidal area under curve (might degenerate to zero or to a rectangle)
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prev_fp = curr_fp;
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prev_tp = curr_tp;
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prev_score = sorted_labels[i].score;
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@ -131,12 +133,15 @@ private:
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area += (curr_fp - prev_fp) * (curr_tp + prev_tp) / 2.0;
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/// Then normalize it dividing by the area to the area of rectangle.
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/// Then normalize it, if scale is true, dividing by the area to the area of rectangle.
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if (curr_tp == 0 || curr_tp == size)
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return std::numeric_limits<Float64>::quiet_NaN();
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return area / curr_tp / (size - curr_tp);
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if (scale)
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{
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if (curr_tp == 0 || curr_tp == size)
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return std::numeric_limits<Float64>::quiet_NaN();
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return area / curr_tp / (size - curr_tp);
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}
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return area;
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}
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static void vector(
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@ -144,7 +149,8 @@ private:
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const IColumn & labels,
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const ColumnArray::Offsets & offsets,
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PaddedPODArray<Float64> & result,
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size_t input_rows_count)
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size_t input_rows_count,
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bool scale)
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{
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result.resize(input_rows_count);
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@ -152,28 +158,43 @@ private:
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for (size_t i = 0; i < input_rows_count; ++i)
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{
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auto next_offset = offsets[i];
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result[i] = apply(scores, labels, current_offset, next_offset);
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result[i] = apply(scores, labels, current_offset, next_offset, scale);
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current_offset = next_offset;
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}
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}
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public:
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String getName() const override { return name; }
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size_t getNumberOfArguments() const override { return 2; }
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bool isSuitableForShortCircuitArgumentsExecution(const DataTypesWithConstInfo &) const override { return false; }
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DataTypePtr getReturnTypeImpl(const DataTypes & arguments) const override
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bool isVariadic() const override { return true; }
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size_t getNumberOfArguments() const override { return 0; }
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bool isSuitableForShortCircuitArgumentsExecution(const DataTypesWithConstInfo &) const override { return true; }
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DataTypePtr getReturnTypeImpl(const ColumnsWithTypeAndName & arguments) const override
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{
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for (size_t i = 0; i < getNumberOfArguments(); ++i)
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size_t number_of_arguments = arguments.size();
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if (number_of_arguments < 2 || number_of_arguments > 3)
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throw Exception(ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH,
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"Number of arguments for function {} doesn't match: passed {}, should be 2 or 3",
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getName(), number_of_arguments);
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for (size_t i = 0; i < 2; ++i)
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{
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const DataTypeArray * array_type = checkAndGetDataType<DataTypeArray>(arguments[i].get());
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const DataTypeArray * array_type = checkAndGetDataType<DataTypeArray>(arguments[i].type.get());
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if (!array_type)
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throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "All arguments for function {} must be an array.", getName());
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throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "The two first arguments for function {} must be of type Array.", getName());
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const auto & nested_type = array_type->getNestedType();
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if (!isNativeNumber(nested_type) && !isEnum(nested_type))
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throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "{} cannot process values of type {}",
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getName(), nested_type->getName());
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throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "{} cannot process values of type {}", getName(), nested_type->getName());
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}
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if (number_of_arguments == 3)
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{
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if (!isBool(arguments[2].type) || arguments[2].column.get() == nullptr || !isColumnConst(*arguments[2].column))
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throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "Third argument (scale) for function {} must be of type const Bool.", getName());
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}
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return std::make_shared<DataTypeFloat64>();
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@ -181,6 +202,8 @@ public:
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ColumnPtr executeImpl(const ColumnsWithTypeAndName & arguments, const DataTypePtr &, size_t input_rows_count) const override
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{
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size_t number_of_arguments = arguments.size();
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ColumnPtr col1 = arguments[0].column->convertToFullColumnIfConst();
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ColumnPtr col2 = arguments[1].column->convertToFullColumnIfConst();
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@ -197,6 +220,11 @@ public:
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if (!col_array1->hasEqualOffsets(*col_array2))
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throw Exception(ErrorCodes::BAD_ARGUMENTS, "Array arguments for function {} must have equal sizes", getName());
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/// Handle third argument for scale (if passed, otherwise default to true)
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bool scale = true;
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if (number_of_arguments == 3 && input_rows_count > 0)
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scale = arguments[2].column->getBool(0);
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auto col_res = ColumnVector<Float64>::create();
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vector(
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@ -204,7 +232,8 @@ public:
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col_array2->getData(),
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col_array1->getOffsets(),
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col_res->getData(),
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input_rows_count);
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input_rows_count,
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scale);
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return col_res;
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}
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@ -14,3 +14,35 @@
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0.25
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0.125
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0.25
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0.75
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0.75
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0.75
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0.75
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0.75
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0.75
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0.75
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0.75
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0.75
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0.25
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0.25
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0.25
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0.25
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0.25
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0.125
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0.25
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3
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3
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3
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3
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3
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3
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3
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3
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3
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1
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1
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1
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1
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1
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1
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1
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@ -13,4 +13,44 @@ select arrayAUC(cast([-10, -40, -35, -80] as Array(Int32)), [0, 0, 1, 1]);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int64)), [0, 0, 1, 1]);
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select arrayAUC(cast([-0.1, -0.4, -0.35, -0.8] as Array(Float32)) , [0, 0, 1, 1]);
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select arrayAUC([0, 3, 5, 6, 7.5, 8], [1, 0, 1, 0, 0, 0]);
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select arrayAUC([0.1, 0.35, 0.4, 0.8], [1, 0, 1, 0]);
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select arrayAUC([0.1, 0.35, 0.4, 0.8], [1, 0, 1, 0]);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1], true);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast([0, 0, 1, 1] as Array(Int8)), true);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast([-1, -1, 1, 1] as Array(Int8)), true);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast(['false', 'false', 'true', 'true'] as Array(Enum8('false' = 0, 'true' = 1))), true);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast(['false', 'false', 'true', 'true'] as Array(Enum8('false' = -1, 'true' = 1))), true);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt8)), [0, 0, 1, 1], true);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt16)), [0, 0, 1, 1], true);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt32)), [0, 0, 1, 1], true);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt64)), [0, 0, 1, 1], true);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int8)), [0, 0, 1, 1], true);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int16)), [0, 0, 1, 1], true);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int32)), [0, 0, 1, 1], true);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int64)), [0, 0, 1, 1], true);
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select arrayAUC(cast([-0.1, -0.4, -0.35, -0.8] as Array(Float32)) , [0, 0, 1, 1], true);
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select arrayAUC([0, 3, 5, 6, 7.5, 8], [1, 0, 1, 0, 0, 0], true);
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select arrayAUC([0.1, 0.35, 0.4, 0.8], [1, 0, 1, 0], true);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1], false);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast([0, 0, 1, 1] as Array(Int8)), false);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast([-1, -1, 1, 1] as Array(Int8)), false);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast(['false', 'false', 'true', 'true'] as Array(Enum8('false' = 0, 'true' = 1))), false);
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select arrayAUC([0.1, 0.4, 0.35, 0.8], cast(['false', 'false', 'true', 'true'] as Array(Enum8('false' = -1, 'true' = 1))), false);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt8)), [0, 0, 1, 1], false);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt16)), [0, 0, 1, 1], false);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt32)), [0, 0, 1, 1], false);
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select arrayAUC(cast([10, 40, 35, 80] as Array(UInt64)), [0, 0, 1, 1], false);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int8)), [0, 0, 1, 1], false);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int16)), [0, 0, 1, 1], false);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int32)), [0, 0, 1, 1], false);
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select arrayAUC(cast([-10, -40, -35, -80] as Array(Int64)), [0, 0, 1, 1], false);
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select arrayAUC(cast([-0.1, -0.4, -0.35, -0.8] as Array(Float32)) , [0, 0, 1, 1], false);
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select arrayAUC([0, 3, 5, 6, 7.5, 8], [1, 0, 1, 0, 0, 0], false);
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select arrayAUC([0.1, 0.35, 0.4, 0.8], [1, 0, 1, 0], false);
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-- negative tests
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select arrayAUC([0, 0, 1, 1]); -- { serverError NUMBER_OF_ARGUMENTS_DOESNT_MATCH }
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select arrayAUC([0.1, 0.35], [0, 0, 1, 1]); -- { serverError BAD_ARGUMENTS }
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select arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1], materialize(true)); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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select arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1], true, true); -- { serverError NUMBER_OF_ARGUMENTS_DOESNT_MATCH }
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@ -7,3 +7,21 @@ nan
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0.75
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1
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0.75
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nan
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nan
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nan
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0.5
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1
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0
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0.75
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1
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0.75
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0
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0
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0
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0.5
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1
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0
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1.5
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2
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1.5
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@ -12,3 +12,35 @@ SELECT arrayAUC([1, 0], [0, 1]);
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SELECT arrayAUC([0, 0, 1], [0, 1, 1]);
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SELECT arrayAUC([0, 1, 1], [0, 1, 1]);
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SELECT arrayAUC([0, 1, 1], [0, 0, 1]);
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SELECT arrayAUC([], [], true); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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SELECT arrayAUC([1], [1], true);
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SELECT arrayAUC([1], [], true); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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SELECT arrayAUC([], [1], true); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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SELECT arrayAUC([1, 2], [3], true); -- { serverError BAD_ARGUMENTS }
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SELECT arrayAUC([1], [2, 3], true); -- { serverError BAD_ARGUMENTS }
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SELECT arrayAUC([1, 1], [1, 1], true);
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SELECT arrayAUC([1, 1], [0, 0], true);
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SELECT arrayAUC([1, 1], [0, 1], true);
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SELECT arrayAUC([0, 1], [0, 1], true);
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SELECT arrayAUC([1, 0], [0, 1], true);
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SELECT arrayAUC([0, 0, 1], [0, 1, 1], true);
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SELECT arrayAUC([0, 1, 1], [0, 1, 1], true);
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SELECT arrayAUC([0, 1, 1], [0, 0, 1], true);
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SELECT arrayAUC([], [], false); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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SELECT arrayAUC([1], [1], false);
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SELECT arrayAUC([1], [], false); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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SELECT arrayAUC([], [1], false); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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SELECT arrayAUC([1, 2], [3], false); -- { serverError BAD_ARGUMENTS }
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SELECT arrayAUC([1], [2, 3], false); -- { serverError BAD_ARGUMENTS }
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SELECT arrayAUC([1, 1], [1, 1], false);
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SELECT arrayAUC([1, 1], [0, 0], false);
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SELECT arrayAUC([1, 1], [0, 1], false);
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SELECT arrayAUC([0, 1], [0, 1], false);
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SELECT arrayAUC([1, 0], [0, 1], false);
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SELECT arrayAUC([0, 0, 1], [0, 1, 1], false);
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SELECT arrayAUC([0, 1, 1], [0, 1, 1], false);
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SELECT arrayAUC([0, 1, 1], [0, 0, 1], false);
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SELECT arrayAUC([0, 1, 1], [0, 0, 1], false, true); -- { serverError NUMBER_OF_ARGUMENTS_DOESNT_MATCH }
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SELECT arrayAUC([0, 1, 1]); -- { serverError NUMBER_OF_ARGUMENTS_DOESNT_MATCH }
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SELECT arrayAUC([0, 1, 1], [0, 0, 1], 'false'); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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SELECT arrayAUC([0, 1, 1], [0, 0, 1], 4); -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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