function [recall, precision, info] = vl_pr(labels, scores, varargin) %VL_PR Precision-recall curve. % [RECALL, PRECISION] = VL_PR(LABELS, SCORES) computes the % precision-recall (PR) curve. LABELS are the ground truth labels, % greather than zero for a positive sample and smaller than zero for % a negative one. SCORES are the scores of the samples obtained from % a classifier, where lager scores should correspond to positive % samples. % % Samples are ranked by decreasing scores, starting from rank 1. % PRECISION(K) and RECALL(K) are the precison and recall when % samples of rank smaller or equal to K-1 are predicted to be % positive and the remaining to be negative. So for example % PRECISION(3) is the percentage of positive samples among the two % samples with largest score. PRECISION(1) is the precision when no % samples are predicted to be positive and is conventionally set to % the value 1. % % Set to zero the lables of samples that should be ignored in the % evaluation. Set to -INF the scores of samples which are not % retrieved. If there are samples with -INF score, then the PR curve % may have maximum recall smaller than 1, unless the INCLUDEINF % option is used (see below). The options NUMNEGATIVES and % NUMPOSITIVES can be used to add additional surrogate samples with % -INF score (see below). % % [RECALL, PRECISION, INFO] = VL_PR(...) returns an additional % structure INFO with the following fields: % % info.auc:: % The area under the precision-recall curve. If the INTERPOLATE % option is set to FALSE, then trapezoidal interpolation is used % to integrate the PR curve. If the INTERPOLATE option is set to % TRUE, then the curve is piecewise constant and no other % approximation is introduced in the calculation of the area. In % the latter case, INFO.AUC is the same as INFO.AP. % % info.ap:: % Average precision as defined by TREC. This is the average of the % precision observed each time a new positive sample is % recalled. In this calculation, any sample with -INF score % (unless INCLUDEINF is used) and any additional positive induced % by NUMPOSITIVES has precision equal to zero. If the INTERPOLATE % option is set to true, the AP is computed from the interpolated % precision and the result is the same as INFO.AUC. Note that AP % as defined by TREC normally does not use interpolation [1]. % % info.ap_interp_11:: % 11-points interpolated average precision as defined by TREC. % This is the average of the maximum precision for recall levels % greather than 0.0, 0.1, 0.2, ..., 1.0. This measure was used in % the PASCAL VOC challenge up to the 2008 edition. % % info.auc_pa08:: % Deprecated. It is the same of INFO.AP_INTERP_11. % % VL_PR(...) with no output arguments plots the PR curve in the % current axis. % % VL_PR() accepts the following options: % % Interpolate:: false % If set to true, use interpolated precision. The interpolated % precision is defined as the maximum precision for a given recall % level and onwards. Here it is implemented as the culumative % maximum from low to high scores of the precision. % % NumPositives:: [] % NumNegatives:: [] % If set to a number, pretend that LABELS contains this may % positive/negative labels. NUMPOSITIVES/NUMNEGATIVES cannot be % smaller than the actual number of positive/negative entrires in % LABELS. The additional positive/negative labels are appended to % the end of the sequence, as if they had -INF scores (not % retrieved). This is useful to evaluate large retrieval systems % for which one stores ony a handful of top results for efficiency % reasons. % % IncludeInf:: false % If set to true, data with -INF score SCORES is included in the % evaluation and the maximum recall is 1 even if -INF scores are % present. This option does not include any additional positive or % negative data introduced by specifying NUMPOSITIVES and % NUMNEGATIVES. % % Stable:: false % If set to true, RECALL and PRECISION are returned the same order % of LABELS and SCORES rather than being sorted by decreasing % score (increasing recall). Samples with -INF scores are assigned % RECALL and PRECISION equal to NaN. % % NormalizePrior:: [] % If set to a scalar, reweights positive and negative labels so % that the fraction of positive ones is equal to the specified % value. This computes the normalised PR curves of [2] % % About the PR curve:: % This section uses the same symbols used in the documentation of % the VL_ROC() function. In addition to those quantities, define: % % PRECISION(S) = TP(S) / (TP(S) + FP(S)) % RECALL(S) = TPR(S) = TP(S) / P % % The precision is the fraction of positivie predictions which are % correct, and the recall is the fraction of positive labels that % have been correctly classified (recalled). Notice that the recall % is also equal to the true positive rate for the ROC curve (see % VL_ROC()). % % REFERENCES: % [1] C. D. Manning, P. Raghavan, and H. Schutze. An Introduction to % Information Retrieval. Cambridge University Press, 2008. % [2] D. Hoiem, Y. Chodpathumwan, and Q. Dai. Diagnosing error in % object detectors. In Proc. ECCV, 2012. % % See also VL_ROC(), VL_HELP(). % Author: Andrea Vedaldi % Copyright (C) 2007-12 Andrea Vedaldi and Brian Fulkerson. % All rights reserved. % % This file is part of the VLFeat library and is made available under % the terms of the BSD license (see the COPYING file). % TP and FP are the vectors of true positie and false positve label % counts for decreasing scores, P and N are the total number of % positive and negative labels. Note that if certain options are used % some labels may actually not be stored explicitly by LABELS, so P+N % can be larger than the number of element of LABELS. [tp, fp, p, n, perm, varargin] = vl_tpfp(labels, scores, varargin{:}) ; opts.stable = false ; opts.interpolate = false ; opts.normalizePrior = [] ; opts = vl_argparse(opts,varargin) ; % compute precision and recall small = 1e-10 ; recall = tp / max(p, small) ; if isempty(opts.normalizePrior) precision = max(tp, small) ./ max(tp + fp, small) ; else a = opts.normalizePrior ; precision = max(tp * a/max(p,small), small) ./ ... max(tp * a/max(p,small) + fp * (1-a)/max(n,small), small) ; end % interpolate precision if needed if opts.interpolate precision = fliplr(vl_cummax(fliplr(precision))) ; end % -------------------------------------------------------------------- % Additional info % -------------------------------------------------------------------- if nargout > 2 || nargout == 0 % area under the curve using trapezoid interpolation if ~opts.interpolate if numel(precision) > 1 info.auc = 0.5 * sum((precision(1:end-1) + precision(2:end)) .* diff(recall)) ; else info.auc = 0 ; end end % average precision (for each recalled positive sample) sel = find(diff(recall)) + 1 ; info.ap = sum(precision(sel)) / p ; if opts.interpolate info.auc = info.ap ; end % TREC 11 points average interpolated precision info.ap_interp_11 = 0.0 ; for rc = linspace(0,1,11) pr = max([0, precision(recall >= rc)]) ; info.ap_interp_11 = info.ap_interp_11 + pr / 11 ; end % legacy definition info.auc_pa08 = info.ap_interp_11 ; end % -------------------------------------------------------------------- % Plot % -------------------------------------------------------------------- if nargout == 0 cla ; hold on ; plot(recall,precision,'linewidth',2) ; if isempty(opts.normalizePrior) randomPrecision = p / (p + n) ; else randomPrecision = opts.normalizePrior ; end spline([0 1], [1 1] * randomPrecision, 'r--', 'linewidth', 2) ; axis square ; grid on ; xlim([0 1]) ; xlabel('recall') ; ylim([0 1]) ; ylabel('precision') ; title(sprintf('PR (AUC: %.2f%%, AP: %.2f%%, AP11: %.2f%%)', ... info.auc * 100, ... info.ap * 100, ... info.ap_interp_11 * 100)) ; if opts.interpolate legend('PR interp.', 'PR rand.', 'Location', 'SouthEast') ; else legend('PR', 'PR rand.', 'Location', 'SouthEast') ; end clear recall precision info ; end % -------------------------------------------------------------------- % Stable output % -------------------------------------------------------------------- if opts.stable precision(1) = [] ; recall(1) = [] ; precision_ = precision ; recall_ = recall ; precision = NaN(size(precision)) ; recall = NaN(size(recall)) ; precision(perm) = precision_ ; recall(perm) = recall_ ; end % -------------------------------------------------------------------- function h = spline(x,y,spec,varargin) % -------------------------------------------------------------------- prop = vl_linespec2prop(spec) ; h = line(x,y,prop{:},varargin{:}) ;