"""Methods for plotting ROC (receiver operating characteristic) curve.""" import numpy import matplotlib.colors import matplotlib.pyplot as pyplot import util.performance_diagrams as performance_diagrams DEFAULT_LINE_COLOUR = numpy.array([228, 26, 28], dtype=float) / 255 DEFAULT_LINE_WIDTH = 3 DEFAULT_RANDOM_LINE_COLOUR = numpy.full(3, 152. / 255) DEFAULT_RANDOM_LINE_WIDTH = 2 LEVELS_FOR_PEIRCE_CONTOURS = numpy.linspace(0, 1, num=11, dtype=float) FIGURE_WIDTH_INCHES = 10 FIGURE_HEIGHT_INCHES = 10 FONT_SIZE = 20 pyplot.rc('font', size=FONT_SIZE) pyplot.rc('axes', titlesize=FONT_SIZE) pyplot.rc('axes', labelsize=FONT_SIZE) pyplot.rc('xtick', labelsize=FONT_SIZE) pyplot.rc('ytick', labelsize=FONT_SIZE) pyplot.rc('legend', fontsize=FONT_SIZE) pyplot.rc('figure', titlesize=FONT_SIZE) def _get_pofd_pod_grid(pofd_spacing=0.01, pod_spacing=0.01): """Creates grid in POFD-POD space. M = number of rows (unique POD values) in grid N = number of columns (unique POFD values) in grid :param pofd_spacing: Spacing between grid cells in adjacent columns. :param pod_spacing: Spacing between grid cells in adjacent rows. :return: pofd_matrix: M-by-N numpy array of POFD values. :return: pod_matrix: M-by-N numpy array of POD values. """ num_pofd_values = 1 + int(numpy.ceil(1. / pofd_spacing)) num_pod_values = 1 + int(numpy.ceil(1. / pod_spacing)) unique_pofd_values = numpy.linspace(0., 1., num=num_pofd_values) unique_pod_values = numpy.linspace(0., 1., num=num_pod_values)[::-1] return numpy.meshgrid(unique_pofd_values, unique_pod_values) def _get_peirce_colour_scheme(): """Returns colour scheme for Peirce score. :return: colour_map_object: Colour scheme (instance of `matplotlib.colors.ListedColormap`). :return: colour_norm_object: Instance of `matplotlib.colors.BoundaryNorm`, defining the scale of the colour map. """ this_colour_map_object = pyplot.cm.Blues this_colour_norm_object = matplotlib.colors.BoundaryNorm( LEVELS_FOR_PEIRCE_CONTOURS, this_colour_map_object.N) rgba_matrix = this_colour_map_object(this_colour_norm_object( LEVELS_FOR_PEIRCE_CONTOURS )) colour_list = [ rgba_matrix[i, ..., :-1] for i in range(rgba_matrix.shape[0]) ] colour_map_object = matplotlib.colors.ListedColormap(colour_list) colour_map_object.set_under(numpy.array([1, 1, 1])) colour_norm_object = matplotlib.colors.BoundaryNorm( LEVELS_FOR_PEIRCE_CONTOURS, colour_map_object.N) return colour_map_object, colour_norm_object def get_points_in_roc_curve(observed_labels, forecast_probabilities): """Creates points for ROC curve. E = number of examples T = number of binarization thresholds :param observed_labels: length-E numpy array of class labels (integers in 0...1). :param forecast_probabilities: length-E numpy array with forecast probabilities of label = 1. :return: pofd_by_threshold: length-T numpy array of POFD (probability of false detection) values. :return: pod_by_threshold: length-T numpy array of POD (probability of detection) values. """ assert numpy.all(numpy.logical_or( observed_labels == 0, observed_labels == 1 )) assert numpy.all(numpy.logical_and( forecast_probabilities >= 0, forecast_probabilities <= 1 )) observed_labels = observed_labels.astype(int) binarization_thresholds = numpy.linspace(0, 1, num=1001, dtype=float) num_thresholds = len(binarization_thresholds) pofd_by_threshold = numpy.full(num_thresholds, numpy.nan) pod_by_threshold = numpy.full(num_thresholds, numpy.nan) for k in range(num_thresholds): these_forecast_labels = ( forecast_probabilities >= binarization_thresholds[k] ).astype(int) this_num_hits = numpy.sum(numpy.logical_and( these_forecast_labels == 1, observed_labels == 1 )) this_num_false_alarms = numpy.sum(numpy.logical_and( these_forecast_labels == 1, observed_labels == 0 )) this_num_misses = numpy.sum(numpy.logical_and( these_forecast_labels == 0, observed_labels == 1 )) this_num_correct_nulls = numpy.sum(numpy.logical_and( these_forecast_labels == 0, observed_labels == 0 )) try: pofd_by_threshold[k] = ( float(this_num_false_alarms) / (this_num_false_alarms + this_num_correct_nulls) ) except ZeroDivisionError: pass try: pod_by_threshold[k] = ( float(this_num_hits) / (this_num_hits + this_num_misses) ) except ZeroDivisionError: pass pod_by_threshold = numpy.array([1.] + pod_by_threshold.tolist() + [0.]) pofd_by_threshold = numpy.array([1.] + pofd_by_threshold.tolist() + [0.]) return pofd_by_threshold, pod_by_threshold def plot_roc_curve( observed_labels, forecast_probabilities, line_colour=DEFAULT_LINE_COLOUR, line_width=DEFAULT_LINE_WIDTH, random_line_colour=DEFAULT_RANDOM_LINE_COLOUR, random_line_width=DEFAULT_RANDOM_LINE_WIDTH, axes_object=None): """Plots ROC curve. E = number of examples :param observed_labels: length-E numpy array of class labels (integers in 0...1). :param forecast_probabilities: length-E numpy array with forecast probabilities of label = 1. :param line_colour: Colour (in any format accepted by `matplotlib.colors`). :param line_width: Line width (real positive number). :param random_line_colour: Colour of reference line (ROC curve for random predictor). :param random_line_width: Width of reference line (ROC curve for random predictor). :param axes_object: Will plot on these axes (instance of `matplotlib.axes._subplots.AxesSubplot`). If `axes_object is None`, will create new axes. :return: pofd_by_threshold: See doc for `get_points_in_roc_curve`. :return: pod_by_threshold: Same. """ pofd_by_threshold, pod_by_threshold = get_points_in_roc_curve( observed_labels=observed_labels, forecast_probabilities=forecast_probabilities) if axes_object is None: _, axes_object = pyplot.subplots( 1, 1, figsize=(FIGURE_WIDTH_INCHES, FIGURE_HEIGHT_INCHES) ) pofd_matrix, pod_matrix = _get_pofd_pod_grid() peirce_score_matrix = pod_matrix - pofd_matrix colour_map_object, colour_norm_object = _get_peirce_colour_scheme() pyplot.contourf( pofd_matrix, pod_matrix, peirce_score_matrix, LEVELS_FOR_PEIRCE_CONTOURS, cmap=colour_map_object, norm=colour_norm_object, vmin=0., vmax=1., axes=axes_object) # TODO(thunderhoser): Calling private method is a HACK. colour_bar_object = performance_diagrams._add_colour_bar( axes_object=axes_object, colour_map_object=colour_map_object, colour_norm_object=colour_norm_object, values_to_colour=peirce_score_matrix, min_colour_value=0., max_colour_value=1., orientation_string='vertical', extend_min=False, extend_max=False) print(colour_bar_object) colour_bar_object.set_label('Peirce score') random_x_coords = numpy.array([0., 1.]) random_y_coords = numpy.array([0., 1.]) axes_object.plot( random_x_coords, random_y_coords, color=random_line_colour, linestyle='dashed', linewidth=random_line_width) nan_flags = numpy.logical_or( numpy.isnan(pofd_by_threshold), numpy.isnan(pod_by_threshold) ) if not numpy.all(nan_flags): real_indices = numpy.where(numpy.invert(nan_flags))[0] axes_object.plot( pofd_by_threshold[real_indices], pod_by_threshold[real_indices], color=line_colour, linestyle='solid', linewidth=line_width) axes_object.set_xlabel('POFD (probability of false detection)') axes_object.set_ylabel('POD (probability of detection)') axes_object.set_xlim(0., 1.) axes_object.set_ylim(0., 1.) return pofd_by_threshold, pod_by_threshold