fix precision and recall calculations (#338)
* fix precision and recall calculations
This commit is contained in:
+86
-21
@@ -4,7 +4,9 @@
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//!
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//! \\[precision = \frac{tp}{tp + fp}\\]
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//!
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//! where tp (true positive) - correct result, fp (false positive) - unexpected result
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//! where tp (true positive) - correct result, fp (false positive) - unexpected result.
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//! For binary classification, this is precision for the positive class (assumed to be 1.0).
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//! For multiclass, this is macro-averaged precision (average of per-class precisions).
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//!
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//! Example:
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//!
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@@ -19,7 +21,8 @@
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//!
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//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
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//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
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use std::collections::HashSet;
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use std::collections::{HashMap, HashSet};
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use std::marker::PhantomData;
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#[cfg(feature = "serde")]
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@@ -61,33 +64,63 @@ impl<T: RealNumber> Metrics<T> for Precision<T> {
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);
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}
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let mut classes = HashSet::new();
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for i in 0..y_true.shape() {
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classes.insert(y_true.get(i).to_f64_bits());
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}
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let classes = classes.len();
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let n = y_true.shape();
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let mut classes_set: HashSet<u64> = HashSet::new();
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for i in 0..n {
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classes_set.insert(y_true.get(i).to_f64_bits());
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}
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let classes: usize = classes_set.len();
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let mut tp = 0;
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let mut fp = 0;
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for i in 0..y_true.shape() {
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if y_pred.get(i) == y_true.get(i) {
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if classes == 2 {
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if *y_true.get(i) == T::one() {
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// Binary case: precision for positive class (assumed T::one())
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let positive = T::one();
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let mut tp: usize = 0;
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let mut fp_count: usize = 0;
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for i in 0..n {
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let t = *y_true.get(i);
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let p = *y_pred.get(i);
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if p == t {
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if t == positive {
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tp += 1;
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}
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} else {
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tp += 1;
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} else if t != positive {
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fp_count += 1;
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}
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} else if classes == 2 {
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if *y_true.get(i) == T::one() {
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fp += 1;
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}
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if tp + fp_count == 0 {
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0.0
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} else {
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tp as f64 / (tp + fp_count) as f64
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}
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} else {
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fp += 1;
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// Multiclass case: macro-averaged precision
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let mut predicted: HashMap<u64, usize> = HashMap::new();
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let mut tp_map: HashMap<u64, usize> = HashMap::new();
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for i in 0..n {
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let p_bits = y_pred.get(i).to_f64_bits();
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*predicted.entry(p_bits).or_insert(0) += 1;
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if *y_true.get(i) == *y_pred.get(i) {
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*tp_map.entry(p_bits).or_insert(0) += 1;
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}
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}
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let mut precision_sum = 0.0;
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for &bits in &classes_set {
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let pred_count = *predicted.get(&bits).unwrap_or(&0);
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let tp = *tp_map.get(&bits).unwrap_or(&0);
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let prec = if pred_count > 0 {
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tp as f64 / pred_count as f64
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} else {
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0.0
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};
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precision_sum += prec;
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}
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if classes == 0 {
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0.0
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} else {
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precision_sum / classes as f64
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}
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}
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tp as f64 / (tp as f64 + fp as f64)
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}
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}
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@@ -114,7 +147,7 @@ mod tests {
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let y_pred: Vec<f64> = vec![0., 0., 1., 1., 1., 1.];
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let score3: f64 = Precision::new().get_score(&y_true, &y_pred);
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assert!((score3 - 0.6666666666).abs() < 1e-8);
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assert!((score3 - 0.5).abs() < 1e-8);
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}
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#[cfg_attr(
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@@ -132,4 +165,36 @@ mod tests {
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assert!((score1 - 0.333333333).abs() < 1e-8);
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assert!((score2 - 1.0).abs() < 1e-8);
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}
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#[cfg_attr(
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all(target_arch = "wasm32", not(target_os = "wasi")),
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wasm_bindgen_test::wasm_bindgen_test
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)]
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#[test]
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fn precision_multiclass_imbalanced() {
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let y_true: Vec<f64> = vec![0., 0., 1., 2., 2., 2.];
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let y_pred: Vec<f64> = vec![0., 1., 1., 2., 0., 2.];
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let score: f64 = Precision::new().get_score(&y_true, &y_pred);
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let expected = (0.5 + 0.5 + 1.0) / 3.0;
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assert!((score - expected).abs() < 1e-8);
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}
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#[cfg_attr(
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all(target_arch = "wasm32", not(target_os = "wasi")),
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wasm_bindgen_test::wasm_bindgen_test
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)]
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#[test]
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fn precision_multiclass_unpredicted_class() {
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let y_true: Vec<f64> = vec![0., 0., 1., 2., 2., 2., 3.];
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let y_pred: Vec<f64> = vec![0., 1., 1., 2., 0., 2., 0.];
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let score: f64 = Precision::new().get_score(&y_true, &y_pred);
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// Class 0: pred=3, tp=1 -> 1/3 ≈0.333
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// Class 1: pred=2, tp=1 -> 0.5
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// Class 2: pred=2, tp=2 -> 1.0
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// Class 3: pred=0, tp=0 -> 0.0
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let expected = (1.0 / 3.0 + 0.5 + 1.0 + 0.0) / 4.0;
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assert!((score - expected).abs() < 1e-8);
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}
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}
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+62
-22
@@ -4,7 +4,9 @@
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//!
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//! \\[recall = \frac{tp}{tp + fn}\\]
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//!
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//! where tp (true positive) - correct result, fn (false negative) - missing result
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//! where tp (true positive) - correct result, fn (false negative) - missing result.
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//! For binary classification, this is recall for the positive class (assumed to be 1.0).
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//! For multiclass, this is macro-averaged recall (average of per-class recalls).
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//!
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//! Example:
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//!
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@@ -20,8 +22,7 @@
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//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
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//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
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use std::collections::HashSet;
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use std::convert::TryInto;
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use std::collections::{HashMap, HashSet};
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use std::marker::PhantomData;
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#[cfg(feature = "serde")]
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@@ -52,7 +53,7 @@ impl<T: RealNumber> Metrics<T> for Recall<T> {
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}
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}
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/// Calculated recall score
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/// * `y_true` - cround truth (correct) labels.
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/// * `y_true` - ground truth (correct) labels.
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/// * `y_pred` - predicted labels, as returned by a classifier.
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fn get_score(&self, y_true: &dyn ArrayView1<T>, y_pred: &dyn ArrayView1<T>) -> f64 {
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if y_true.shape() != y_pred.shape() {
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@@ -63,32 +64,57 @@ impl<T: RealNumber> Metrics<T> for Recall<T> {
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);
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}
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let mut classes = HashSet::new();
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for i in 0..y_true.shape() {
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classes.insert(y_true.get(i).to_f64_bits());
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}
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let classes: i64 = classes.len().try_into().unwrap();
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let n = y_true.shape();
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let mut classes_set = HashSet::new();
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for i in 0..n {
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classes_set.insert(y_true.get(i).to_f64_bits());
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}
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let classes: usize = classes_set.len();
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let mut tp = 0;
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let mut fne = 0;
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for i in 0..y_true.shape() {
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if y_pred.get(i) == y_true.get(i) {
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if classes == 2 {
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if *y_true.get(i) == T::one() {
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// Binary case: recall for positive class (assumed T::one())
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let positive = T::one();
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let mut tp: usize = 0;
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let mut fn_count: usize = 0;
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for i in 0..n {
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let t = *y_true.get(i);
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let p = *y_pred.get(i);
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if p == t {
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if t == positive {
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tp += 1;
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}
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} else {
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tp += 1;
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} else if t == positive {
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fn_count += 1;
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}
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} else if classes == 2 {
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if *y_true.get(i) != T::one() {
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fne += 1;
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}
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if tp + fn_count == 0 {
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0.0
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} else {
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tp as f64 / (tp + fn_count) as f64
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}
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} else {
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fne += 1;
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// Multiclass case: macro-averaged recall
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let mut support: HashMap<u64, usize> = HashMap::new();
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let mut tp_map: HashMap<u64, usize> = HashMap::new();
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for i in 0..n {
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let t_bits = y_true.get(i).to_f64_bits();
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*support.entry(t_bits).or_insert(0) += 1;
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if *y_true.get(i) == *y_pred.get(i) {
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*tp_map.entry(t_bits).or_insert(0) += 1;
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}
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}
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let mut recall_sum = 0.0;
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for (&bits, &sup) in &support {
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let tp = *tp_map.get(&bits).unwrap_or(&0);
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recall_sum += tp as f64 / sup as f64;
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}
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if support.is_empty() {
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0.0
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} else {
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recall_sum / support.len() as f64
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}
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}
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tp as f64 / (tp as f64 + fne as f64)
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}
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}
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@@ -115,7 +141,7 @@ mod tests {
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let y_pred: Vec<f64> = vec![0., 0., 1., 1., 1., 1.];
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let score3: f64 = Recall::new().get_score(&y_true, &y_pred);
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assert!((score3 - 0.5).abs() < 1e-8);
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assert!((score3 - (2.0 / 3.0)).abs() < 1e-8);
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}
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#[cfg_attr(
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@@ -133,4 +159,18 @@ mod tests {
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assert!((score1 - 0.333333333).abs() < 1e-8);
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assert!((score2 - 1.0).abs() < 1e-8);
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}
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#[cfg_attr(
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all(target_arch = "wasm32", not(target_os = "wasi")),
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wasm_bindgen_test::wasm_bindgen_test
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)]
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#[test]
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fn recall_multiclass_imbalanced() {
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let y_true: Vec<f64> = vec![0., 0., 1., 2., 2., 2.];
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let y_pred: Vec<f64> = vec![0., 1., 1., 2., 0., 2.];
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let score: f64 = Recall::new().get_score(&y_true, &y_pred);
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let expected = (0.5 + 1.0 + (2.0 / 3.0)) / 3.0;
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assert!((score - expected).abs() < 1e-8);
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}
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}
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