Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Prune metrics: AUC & ROC 5/n #6572

Merged
merged 10 commits into from
Mar 18, 2021
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 2 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -77,6 +77,8 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/).

[#6515](https://github.com/PyTorchLightning/pytorch-lightning/pull/6515),

[#6572](https://github.com/PyTorchLightning/pytorch-lightning/pull/6572),

)


Expand Down
67 changes: 7 additions & 60 deletions pytorch_lightning/metrics/classification/auc.py
Original file line number Diff line number Diff line change
Expand Up @@ -13,36 +13,14 @@
# limitations under the License.
from typing import Any, Callable, Optional

import torch
from torchmetrics import Metric
from torchmetrics import AUC as _AUC

from pytorch_lightning.metrics.functional.auc import _auc_compute, _auc_update
from pytorch_lightning.utilities import rank_zero_warn
from pytorch_lightning.utilities.deprecation import deprecated


class AUC(Metric):
r"""
Computes Area Under the Curve (AUC) using the trapezoidal rule

Forward accepts two input tensors that should be 1D and have the same number
of elements

Args:
reorder: AUC expects its first input to be sorted. If this is not the case,
setting this argument to ``True`` will use a stable sorting algorithm to
sort the input in decending order
compute_on_step:
Forward only calls ``update()`` and return None if this is set to False.
dist_sync_on_step:
Synchronize metric state across processes at each ``forward()``
before returning the value at the step.
process_group:
Specify the process group on which synchronization is called. default: None (which selects the entire world)
dist_sync_fn:
Callback that performs the allgather operation on the metric state. When ``None``, DDP
will be used to perform the allgather
"""
class AUC(_AUC):

@deprecated(target=_AUC, ver_deprecate="1.3.0", ver_remove="1.5.0")
def __init__(
self,
reorder: bool = False,
Expand All @@ -51,40 +29,9 @@ def __init__(
process_group: Optional[Any] = None,
dist_sync_fn: Callable = None,
):
super().__init__(
compute_on_step=compute_on_step,
dist_sync_on_step=dist_sync_on_step,
process_group=process_group,
dist_sync_fn=dist_sync_fn,
)

self.reorder = reorder

self.add_state("x", default=[], dist_reduce_fx=None)
self.add_state("y", default=[], dist_reduce_fx=None)

rank_zero_warn(
'Metric `AUC` will save all targets and predictions in buffer.'
' For large datasets this may lead to large memory footprint.'
)

def update(self, x: torch.Tensor, y: torch.Tensor):
"""
Update state with predictions and targets.

Args:
x: Predictions from model (probabilities, or labels)
y: Ground truth labels
"""
x, y = _auc_update(x, y)
This implementation refers to :class:`~torchmetrics.AUC`.

self.x.append(x)
self.y.append(y)

def compute(self) -> torch.Tensor:
"""
Computes AUC based on inputs passed in to ``update`` previously.
.. deprecated::
Use :class:`~torchmetrics.AUC`. Will be removed in v1.5.0.
"""
x = torch.cat(self.x, dim=0)
y = torch.cat(self.y, dim=0)
return _auc_compute(x, y, reorder=self.reorder)
158 changes: 7 additions & 151 deletions pytorch_lightning/metrics/classification/auroc.py
Original file line number Diff line number Diff line change
Expand Up @@ -11,95 +11,16 @@
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from distutils.version import LooseVersion
from typing import Any, Callable, Optional

import torch
from torchmetrics import Metric
from torchmetrics import AUROC as _AUROC

from pytorch_lightning.metrics.functional.auroc import _auroc_compute, _auroc_update
from pytorch_lightning.utilities import rank_zero_warn
from pytorch_lightning.utilities.deprecation import deprecated


class AUROC(Metric):
r"""Compute `Area Under the Receiver Operating Characteristic Curve (ROC AUC)
<https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Further_interpretations>`_.
Works for both binary, multilabel and multiclass problems. In the case of
multiclass, the values will be calculated based on a one-vs-the-rest approach.

Forward accepts

- ``preds`` (float tensor): ``(N, ...)`` (binary) or ``(N, C, ...)`` (multiclass) tensor
with probabilities, where C is the number of classes.

- ``target`` (long tensor): ``(N, ...)`` or ``(N, C, ...)`` with integer labels

For non-binary input, if the ``preds`` and ``target`` tensor have the same
size the input will be interpretated as multilabel and if ``preds`` have one
dimension more than the ``target`` tensor the input will be interpretated as
multiclass.

Args:
num_classes: integer with number of classes. Not nessesary to provide
for binary problems.
pos_label: integer determining the positive class. Default is ``None``
which for binary problem is translate to 1. For multiclass problems
this argument should not be set as we iteratively change it in the
range [0,num_classes-1]
average:
- ``'macro'`` computes metric for each class and uniformly averages them
- ``'weighted'`` computes metric for each class and does a weighted-average,
where each class is weighted by their support (accounts for class imbalance)
- ``None`` computes and returns the metric per class
max_fpr:
If not ``None``, calculates standardized partial AUC over the
range [0, max_fpr]. Should be a float between 0 and 1.
compute_on_step:
Forward only calls ``update()`` and return None if this is set to False. default: True
dist_sync_on_step:
Synchronize metric state across processes at each ``forward()``
before returning the value at the step.
process_group:
Specify the process group on which synchronization is called. default: None (which selects the entire world)
dist_sync_fn:
Callback that performs the allgather operation on the metric state. When ``None``, DDP
will be used to perform the allgather

Raises:
ValueError:
If ``average`` is none of ``None``, ``"macro"`` or ``"weighted"``.
ValueError:
If ``max_fpr`` is not a ``float`` in the range ``(0, 1]``.
RuntimeError:
If ``PyTorch version`` is ``below 1.6`` since max_fpr requires ``torch.bucketize``
which is not available below 1.6.
ValueError:
If the mode of data (binary, multi-label, multi-class) changes between batches.

Example (binary case):

>>> from pytorch_lightning.metrics import AUROC
>>> preds = torch.tensor([0.13, 0.26, 0.08, 0.19, 0.34])
>>> target = torch.tensor([0, 0, 1, 1, 1])
>>> auroc = AUROC(pos_label=1)
>>> auroc(preds, target)
tensor(0.5000)

Example (multiclass case):

>>> from pytorch_lightning.metrics import AUROC
>>> preds = torch.tensor([[0.90, 0.05, 0.05],
... [0.05, 0.90, 0.05],
... [0.05, 0.05, 0.90],
... [0.85, 0.05, 0.10],
... [0.10, 0.10, 0.80]])
>>> target = torch.tensor([0, 1, 1, 2, 2])
>>> auroc = AUROC(num_classes=3)
>>> auroc(preds, target)
tensor(0.7778)

"""
class AUROC(_AUROC):

@deprecated(target=_AUROC, ver_deprecate="1.3.0", ver_remove="1.5.0")
def __init__(
self,
num_classes: Optional[int] = None,
Expand All @@ -111,74 +32,9 @@ def __init__(
process_group: Optional[Any] = None,
dist_sync_fn: Callable = None,
):
super().__init__(
compute_on_step=compute_on_step,
dist_sync_on_step=dist_sync_on_step,
process_group=process_group,
dist_sync_fn=dist_sync_fn,
)

self.num_classes = num_classes
self.pos_label = pos_label
self.average = average
self.max_fpr = max_fpr

allowed_average = (None, 'macro', 'weighted')
if self.average not in allowed_average:
raise ValueError(
f'Argument `average` expected to be one of the following: {allowed_average} but got {average}'
)

if self.max_fpr is not None:
if (not isinstance(max_fpr, float) and 0 < max_fpr <= 1):
raise ValueError(f"`max_fpr` should be a float in range (0, 1], got: {max_fpr}")

if LooseVersion(torch.__version__) < LooseVersion('1.6.0'):
raise RuntimeError(
'`max_fpr` argument requires `torch.bucketize` which is not available below PyTorch version 1.6'
)

self.mode = None
self.add_state("preds", default=[], dist_reduce_fx=None)
self.add_state("target", default=[], dist_reduce_fx=None)

rank_zero_warn(
'Metric `AUROC` will save all targets and predictions in buffer.'
' For large datasets this may lead to large memory footprint.'
)

def update(self, preds: torch.Tensor, target: torch.Tensor):
"""
Update state with predictions and targets.
This implementation refers to :class:`~torchmetrics.AUROC`.

Args:
preds: Predictions from model (probabilities, or labels)
target: Ground truth labels
"""
preds, target, mode = _auroc_update(preds, target)

self.preds.append(preds)
self.target.append(target)

if self.mode is not None and self.mode != mode:
raise ValueError(
'The mode of data (binary, multi-label, multi-class) should be constant, but changed'
f' between batches from {self.mode} to {mode}'
)
self.mode = mode

def compute(self) -> torch.Tensor:
"""
Computes AUROC based on inputs passed in to ``update`` previously.
.. deprecated::
Use :class:`~torchmetrics.AUROC`. Will be removed in v1.5.0.
"""
preds = torch.cat(self.preds, dim=0)
target = torch.cat(self.target, dim=0)
return _auroc_compute(
preds,
target,
self.mode,
self.num_classes,
self.pos_label,
self.average,
self.max_fpr,
)
Loading