mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-11-21 15:12:02 +00:00
Merge 19788e571e
into 44b4bd38b9
This commit is contained in:
commit
c79c82fd94
@ -1211,6 +1211,7 @@ arrayReverse
|
||||
arrayReverseFill
|
||||
arrayReverseSort
|
||||
arrayReverseSplit
|
||||
arrayRocAUC
|
||||
arrayRotateLeft
|
||||
arrayRotateRight
|
||||
arrayShiftLeft
|
||||
|
@ -2121,16 +2121,18 @@ Result:
|
||||
```
|
||||
|
||||
|
||||
## arrayAUC
|
||||
## arrayRocAUC
|
||||
|
||||
Calculate AUC (Area Under the Curve, which is a concept in machine learning, see more details: <https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Area_under_the_curve>).
|
||||
Calculate AUC (Area Under the Curve) for the Receiver Operating Characteristic (ROC) curve. The AUC is a concept in machine learning, see more details: <https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Area_under_the_curve>.
|
||||
|
||||
**Syntax**
|
||||
|
||||
``` sql
|
||||
arrayAUC(arr_scores, arr_labels[, scale])
|
||||
arrayRocAUC(arr_scores, arr_labels[, scale])
|
||||
```
|
||||
|
||||
Alias: `arrayAUC`
|
||||
|
||||
**Arguments**
|
||||
|
||||
- `arr_scores` — scores prediction model gives.
|
||||
@ -2139,22 +2141,22 @@ arrayAUC(arr_scores, arr_labels[, scale])
|
||||
|
||||
**Returned value**
|
||||
|
||||
Returns AUC value with type Float64.
|
||||
Returns ROC AUC value with type Float64.
|
||||
|
||||
**Example**
|
||||
|
||||
Query:
|
||||
|
||||
``` sql
|
||||
select arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
select arrayRocAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
```
|
||||
|
||||
Result:
|
||||
|
||||
``` text
|
||||
┌─arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1])─┐
|
||||
│ 0.75 │
|
||||
└───────────────────────────────────────────────┘
|
||||
┌─arrayRocAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1])─┐
|
||||
│ 0.75 │
|
||||
└──────────────────────────────────────────────────┘
|
||||
```
|
||||
|
||||
## arrayMap(func, arr1, ...)
|
||||
|
@ -1617,16 +1617,18 @@ SELECT arrayCumSum([1, 1, 1, 1]) AS res
|
||||
└──────────────┘
|
||||
```
|
||||
|
||||
## arrayAUC {#arrayauc}
|
||||
## arrayRocAUC {#arrayrocauc}
|
||||
|
||||
Вычисляет площадь под кривой.
|
||||
|
||||
**Синтаксис**
|
||||
|
||||
``` sql
|
||||
arrayAUC(arr_scores, arr_labels)
|
||||
arrayRocAUC(arr_scores, arr_labels)
|
||||
```
|
||||
|
||||
Синоним: `arrayAUC`.
|
||||
|
||||
**Аргументы**
|
||||
|
||||
- `arr_scores` — оценка, которую дает модель предсказания.
|
||||
@ -1643,15 +1645,15 @@ arrayAUC(arr_scores, arr_labels)
|
||||
Запрос:
|
||||
|
||||
``` sql
|
||||
SELECT arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
SELECT arrayRocAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
```
|
||||
|
||||
Результат:
|
||||
|
||||
``` text
|
||||
┌─arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1])─┐
|
||||
│ 0.75 │
|
||||
└────────────────────────────────────────---──┘
|
||||
┌─arrayRocAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1])─┐
|
||||
│ 0.75 │
|
||||
└──────────────────────────────────────────────────┘
|
||||
```
|
||||
|
||||
## arrayProduct {#arrayproduct}
|
||||
|
@ -1186,16 +1186,18 @@ SELECT arrayZip(['a', 'b', 'c'], [5, 2, 1]);
|
||||
└──────────────────────────────────────┘
|
||||
```
|
||||
|
||||
## arrayAUC {#arrayauc}
|
||||
## arrayRocAUC {#arrayrocauc}
|
||||
|
||||
计算AUC (ROC曲线下的面积,这是机器学习中的一个概念,更多细节请查看:https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Area_under_the_curve)。
|
||||
|
||||
**语法**
|
||||
|
||||
``` sql
|
||||
arrayAUC(arr_scores, arr_labels)
|
||||
arrayRocAUC(arr_scores, arr_labels)
|
||||
```
|
||||
|
||||
别名: `arrayAUC`.
|
||||
|
||||
**参数**
|
||||
|
||||
- `arr_scores` — 分数预测模型给出。
|
||||
@ -1210,15 +1212,15 @@ arrayAUC(arr_scores, arr_labels)
|
||||
查询语句:
|
||||
|
||||
``` sql
|
||||
select arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
select arrayRocAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
```
|
||||
|
||||
结果:
|
||||
|
||||
``` text
|
||||
┌─arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1])─┐
|
||||
│ 0.75 │
|
||||
└───────────────────────────────────────────────┘
|
||||
┌─arrayRocAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1])─┐
|
||||
│ 0.75 │
|
||||
└──────────────────────────────────────────────────┘
|
||||
```
|
||||
|
||||
## arrayMap(func, arr1, ...) {#array-map}
|
||||
|
@ -58,7 +58,7 @@ namespace ErrorCodes
|
||||
* TPR_raw = countIf(score > score_i, label = positive) = count positive labels above certain score
|
||||
*
|
||||
* Let's look at the example:
|
||||
* arrayAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
* arrayRocAUC([0.1, 0.4, 0.35, 0.8], [0, 0, 1, 1]);
|
||||
*
|
||||
* 1. We have pairs: (-, 0.1), (-, 0.4), (+, 0.35), (+, 0.8)
|
||||
*
|
||||
@ -75,11 +75,11 @@ namespace ErrorCodes
|
||||
* The "curve" will be present by a line that moves one step either towards right or top on each threshold change.
|
||||
*/
|
||||
|
||||
class FunctionArrayAUC : public IFunction
|
||||
class FunctionArrayRocAUC : public IFunction
|
||||
{
|
||||
public:
|
||||
static constexpr auto name = "arrayAUC";
|
||||
static FunctionPtr create(ContextPtr) { return std::make_shared<FunctionArrayAUC>(); }
|
||||
static constexpr auto name = "arrayRocAUC";
|
||||
static FunctionPtr create(ContextPtr) { return std::make_shared<FunctionArrayRocAUC>(); }
|
||||
|
||||
private:
|
||||
static Float64 apply(
|
||||
@ -245,9 +245,11 @@ public:
|
||||
};
|
||||
|
||||
|
||||
REGISTER_FUNCTION(ArrayAUC)
|
||||
REGISTER_FUNCTION(ArrayRocAUC)
|
||||
{
|
||||
factory.registerFunction<FunctionArrayAUC>();
|
||||
factory.registerFunction<FunctionArrayRocAUC>();
|
||||
/// Backward compatibility, also the ROC AUC is the more commonly used AUC
|
||||
factory.registerAlias("arrayAUC", "arrayRocAUC");
|
||||
}
|
||||
|
||||
}
|
@ -1215,7 +1215,6 @@
|
||||
"argMinSimpleState"
|
||||
"argMinState"
|
||||
"array"
|
||||
"arrayAUC"
|
||||
"arrayAll"
|
||||
"arrayAvg"
|
||||
"arrayCompact"
|
||||
@ -1265,6 +1264,7 @@
|
||||
"arrayReverseFill"
|
||||
"arrayReverseSort"
|
||||
"arrayReverseSplit"
|
||||
"arrayRocAUC"
|
||||
"arrayRotateLeft"
|
||||
"arrayRotateRight"
|
||||
"arrayShiftLeft"
|
||||
|
@ -528,7 +528,6 @@
|
||||
"argMinSimpleState"
|
||||
"argMinState"
|
||||
"array"
|
||||
"arrayAUC"
|
||||
"arrayAll"
|
||||
"arrayAvg"
|
||||
"arrayCompact"
|
||||
@ -578,6 +577,7 @@
|
||||
"arrayReverseFill"
|
||||
"arrayReverseSort"
|
||||
"arrayReverseSplit"
|
||||
"arrayRocAUC"
|
||||
"arrayRotateLeft"
|
||||
"arrayRotateRight"
|
||||
"arrayShiftLeft"
|
||||
|
@ -18,7 +18,6 @@
|
||||
"array"
|
||||
"Array"
|
||||
"arrayAll"
|
||||
"arrayAUC"
|
||||
"arrayCompact"
|
||||
"arrayConcat"
|
||||
"arrayCount"
|
||||
@ -46,6 +45,7 @@
|
||||
"arrayPopFront"
|
||||
"arrayPushBack"
|
||||
"arrayPushFront"
|
||||
"arrayRocAUC"
|
||||
"arrayReduce"
|
||||
"arrayReduceInRanges"
|
||||
"arrayResize"
|
||||
|
@ -1,4 +0,0 @@
|
||||
<test>
|
||||
|
||||
<query>SELECT avg(ifNotFinite(arrayAUC(arrayMap(x -> rand(x) / 0x100000000, range(2 + rand() % 100)), arrayMap(x -> rand(x) % 2, range(2 + rand() % 100))), 0)) FROM numbers(100000)</query>
|
||||
</test>
|
4
tests/performance/array_roc_auc.xml
Normal file
4
tests/performance/array_roc_auc.xml
Normal file
@ -0,0 +1,4 @@
|
||||
<test>
|
||||
|
||||
<query>SELECT avg(ifNotFinite(arrayRocAUC(arrayMap(x -> rand(x) / 0x100000000, range(2 + rand() % 100)), arrayMap(x -> rand(x) % 2, range(2 + rand() % 100))), 0)) FROM numbers(100000)</query>
|
||||
</test>
|
@ -90,7 +90,6 @@ alphaTokens
|
||||
and
|
||||
appendTrailingCharIfAbsent
|
||||
array
|
||||
arrayAUC
|
||||
arrayAll
|
||||
arrayAvg
|
||||
arrayCompact
|
||||
@ -135,6 +134,7 @@ arrayReverse
|
||||
arrayReverseFill
|
||||
arrayReverseSort
|
||||
arrayReverseSplit
|
||||
arrayRocAUC
|
||||
arraySlice
|
||||
arraySort
|
||||
arraySplit
|
||||
|
@ -1283,6 +1283,7 @@ arrayReverse
|
||||
arrayReverseFill
|
||||
arrayReverseSort
|
||||
arrayReverseSplit
|
||||
arrayRocAUC
|
||||
arrayRotateLeft
|
||||
arrayRotateRight
|
||||
arrayShiftLeft
|
||||
|
Loading…
Reference in New Issue
Block a user