feat: adds F1 and roc_auc_score

src/metrics/f1.rs

@@ -0,0 +1,44 @@
+use serde::{Deserialize, Serialize};
+
+use crate::linalg::BaseVector;
+use crate::math::num::FloatExt;
+use crate::metrics::precision::Precision;
+use crate::metrics::recall::Recall;
+
+#[derive(Serialize, Deserialize, Debug)]
+pub struct F1 {}
+
+impl F1 {
+    pub fn get_score<T: FloatExt, V: BaseVector<T>>(&self, y_true: &V, y_prod: &V) -> T {
+        if y_true.len() != y_prod.len() {
+            panic!(
+                "The vector sizes don't match: {} != {}",
+                y_true.len(),
+                y_prod.len()
+            );
+        }
+        let beta2 = T::one();
+
+        let p = Precision {}.get_score(y_true, y_prod);
+        let r = Recall {}.get_score(y_true, y_prod);
+
+        (T::one() + beta2) * (p * r) / (beta2 * p + r)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn f1() {
+        let y_pred: Vec<f64> = vec![0., 0., 1., 1., 1., 1.];
+        let y_true: Vec<f64> = vec![0., 1., 1., 0., 1., 0.];
+
+        let score1: f64 = F1 {}.get_score(&y_pred, &y_true);
+        let score2: f64 = F1 {}.get_score(&y_true, &y_true);
+
+        assert!((score1 - 0.57142857).abs() < 1e-8);
+        assert!((score2 - 1.0).abs() < 1e-8);
+    }
+}