# Copyright (c) Microsoft Corporation. All rights reserved. # Licensed under the MIT License. import numpy as np from ._group_metric_result import GroupMetricResult from ._input_manipulations import _convert_to_ndarray_and_squeeze _MESSAGE_SIZE_MISMATCH = "Array {0} is not the same size as {1}" def metric_by_group(metric_function, y_true, y_pred, group_membership, sample_weight=None, **kwargs): r"""Apply a metric to each subgroup of a set of data. :param metric_function: Function ``(y_true, y_pred, sample_weight=None, \*\*kwargs)`` :param y_true: Array of ground-truth values :param y_pred: Array of predicted values :param group_membership: Array Indicating the group to which each input value belongs :param sample_weight: Optional weights to apply to each input value :param \*\*kwargs: Optional arguments to be passed to the `metric_function` :return: Object containing the result of applying ``metric_function`` to the entire dataset and to each group identified in ``group_membership``. If the ``metric_function`` returns a scalar, then additional fields are populated :rtype: :class:`GroupMetricResult` """ _check_array_sizes(y_true, y_pred, 'y_true', 'y_pred') _check_array_sizes(y_true, group_membership, 'y_true', 'group_membership') if sample_weight is not None: _check_array_sizes(y_true, sample_weight, 'y_true', 'sample_weight') result = GroupMetricResult() # Make everything a numpy array # This allows for fast slicing of the groups y_a = _convert_to_ndarray_and_squeeze(y_true) y_p = _convert_to_ndarray_and_squeeze(y_pred) g_d = _convert_to_ndarray_and_squeeze(group_membership) s_w = None if sample_weight is not None: s_w = _convert_to_ndarray_and_squeeze(sample_weight) # Evaluate the overall metric with the numpy arrays # This ensures consistency in how metric_function is called if s_w is not None: result.overall = metric_function(y_a, y_p, sample_weight=s_w, **kwargs) else: result.overall = metric_function(y_a, y_p, **kwargs) groups = np.unique(group_membership) for group in groups: group_indices = (group == g_d) group_actual = y_a[group_indices] group_predict = y_p[group_indices] group_weight = None if s_w is not None: group_weight = s_w[group_indices] result.by_group[group] = metric_function(group_actual, group_predict, sample_weight=group_weight, **kwargs) else: result.by_group[group] = metric_function(group_actual, group_predict, **kwargs) return result def make_group_metric(metric_function): """Turn a regular metric into a grouped metric. :param metric_function: The function to be wrapped. This must have signature ``(y_true, y_pred, sample_weight, **kwargs)`` :type metric_function: func :return: A wrapped version of the supplied metric_function. It will have signature ``(y_true, y_pred, group_membership, sample_weight, **kwargs)`` :rtype: func """ def wrapper(y_true, y_pred, group_membership, sample_weight=None, **kwargs): return metric_by_group(metric_function, y_true, y_pred, group_membership, sample_weight, **kwargs) # Improve the name of the returned function wrapper.__name__ = "group_{0}".format(metric_function.__name__) return wrapper def _check_array_sizes(a, b, a_name, b_name): if len(a) != len(b): raise ValueError(_MESSAGE_SIZE_MISMATCH.format(b_name, a_name))