TensorFlow Precision / Recall / F1 score 和混淆矩阵

Question

我想知道是否有一种方法可以像这样从 scikit learn 包中实现不同的分数功能：

from sklearn.metrics import confusion_matrix
confusion_matrix(y_true, y_pred)

进入张量流模型以获得不同的分数。

with tf.Session(config=tf.ConfigProto(log_device_placement=True)) as sess:
init = tf.initialize_all_variables()
sess.run(init)
for epoch in xrange(1):
        avg_cost = 0.
        total_batch = len(train_arrays) / batch_size
        for batch in range(total_batch):
                train_step.run(feed_dict = {x: train_arrays, y: train_labels})
                avg_cost += sess.run(cost, feed_dict={x: train_arrays, y: train_labels})/total_batch
        if epoch % display_step == 0:
                print "Epoch:", '%04d' % (epoch+1), "cost=", "{:.9f}".format(avg_cost)

print "Optimization Finished!"
correct_prediction = tf.equal(tf.argmax(pred, 1), tf.argmax(y, 1))
# Calculate accuracy
accuracy = tf.reduce_mean(tf.cast(correct_prediction, "float"))
print "Accuracy:", batch, accuracy.eval({x: test_arrays, y: test_labels})

我是否必须再次运行会话才能获得预测？

Answer 1

您实际上并不需要 sklearn 来计算精度/召回率/f1 分数。通过查看公式，您可以轻松地以 TF 方式表达它们：

现在，如果您将 actual 和 predicted 值作为 0/1 的向量，您可以使用 tf.count_nonzero 计算 TP、TN、FP、FN：

TP = tf.count_nonzero(predicted * actual)
TN = tf.count_nonzero((predicted - 1) * (actual - 1))
FP = tf.count_nonzero(predicted * (actual - 1))
FN = tf.count_nonzero((predicted - 1) * actual)

现在您的指标很容易计算：

precision = TP / (TP + FP)
recall = TP / (TP + FN)
f1 = 2 * precision * recall / (precision + recall)

Answer 2

多标签案例

以前的答案没有指定如何处理多标签情况，所以这里是一个实现 tensorflow 中三种类型的多标签 f1 分数的版本：微、宏和加权（根据 scikit -学习）

更新（2018 年 6 月 6 日）：我写了一个 blog post 关于如何计算 流式多标签 f1 分数，以防它对任何人有帮助（它更长过程，不想超载这个答案）

f1s = [0, 0, 0]

y_true = tf.cast(y_true, tf.float64)
y_pred = tf.cast(y_pred, tf.float64)

for i, axis in enumerate([None, 0]):
    TP = tf.count_nonzero(y_pred * y_true, axis=axis)
    FP = tf.count_nonzero(y_pred * (y_true - 1), axis=axis)
    FN = tf.count_nonzero((y_pred - 1) * y_true, axis=axis)

    precision = TP / (TP + FP)
    recall = TP / (TP + FN)
    f1 = 2 * precision * recall / (precision + recall)

    f1s[i] = tf.reduce_mean(f1)

weights = tf.reduce_sum(y_true, axis=0)
weights /= tf.reduce_sum(weights)

f1s[2] = tf.reduce_sum(f1 * weights)

micro, macro, weighted = f1s

---

正确性

def tf_f1_score(y_true, y_pred):
    """Computes 3 different f1 scores, micro macro
    weighted.
    micro: f1 score accross the classes, as 1
    macro: mean of f1 scores per class
    weighted: weighted average of f1 scores per class,
            weighted from the support of each class


    Args:
        y_true (Tensor): labels, with shape (batch, num_classes)
        y_pred (Tensor): model's predictions, same shape as y_true

    Returns:
        tuple(Tensor): (micro, macro, weighted)
                    tuple of the computed f1 scores
    """

    f1s = [0, 0, 0]

    y_true = tf.cast(y_true, tf.float64)
    y_pred = tf.cast(y_pred, tf.float64)

    for i, axis in enumerate([None, 0]):
        TP = tf.count_nonzero(y_pred * y_true, axis=axis)
        FP = tf.count_nonzero(y_pred * (y_true - 1), axis=axis)
        FN = tf.count_nonzero((y_pred - 1) * y_true, axis=axis)

        precision = TP / (TP + FP)
        recall = TP / (TP + FN)
        f1 = 2 * precision * recall / (precision + recall)

        f1s[i] = tf.reduce_mean(f1)

    weights = tf.reduce_sum(y_true, axis=0)
    weights /= tf.reduce_sum(weights)

    f1s[2] = tf.reduce_sum(f1 * weights)

    micro, macro, weighted = f1s
    return micro, macro, weighted


def compare(nb, dims):
    labels = (np.random.randn(nb, dims) > 0.5).astype(int)
    predictions = (np.random.randn(nb, dims) > 0.5).astype(int)

    stime = time()
    mic = f1_score(labels, predictions, average='micro')
    mac = f1_score(labels, predictions, average='macro')
    wei = f1_score(labels, predictions, average='weighted')

    print('sklearn in {:.4f}:\n    micro: {:.8f}\n    macro: {:.8f}\n    weighted: {:.8f}'.format(
        time() - stime, mic, mac, wei
    ))

    gtime = time()
    tf.reset_default_graph()
    y_true = tf.Variable(labels)
    y_pred = tf.Variable(predictions)
    micro, macro, weighted = tf_f1_score(y_true, y_pred)
    with tf.Session() as sess:
        tf.global_variables_initializer().run(session=sess)
        stime = time()
        mic, mac, wei = sess.run([micro, macro, weighted])
        print('tensorflow in {:.4f} ({:.4f} with graph time):\n    micro: {:.8f}\n    macro: {:.8f}\n    weighted: {:.8f}'.format(
            time() - stime, time()-gtime,  mic, mac, wei
        ))

compare(10 ** 6, 10)

输出：

>> rows: 10^6 dimensions: 10
sklearn in 2.3939:
    micro: 0.30890287
    macro: 0.30890275
    weighted: 0.30890279
tensorflow in 0.2465 (3.3246 with graph time):
    micro: 0.30890287
    macro: 0.30890275
    weighted: 0.30890279

Answer 3

使用 tf.contrib.metrics 中提供的指标 API，例如：

labels = ...
predictions = ...

accuracy, update_op_acc = tf.contrib.metrics.streaming_accuracy(labels, predictions)
error, update_op_error = tf.contrib.metrics.streaming_mean_absolute_error(labels, predictions)

sess.run(tf.local_variables_initializer())
for batch in range(num_batches):
  sess.run([update_op_acc, update_op_error])
accuracy, mean_absolute_error = sess.run([accuracy, mean_absolute_error])

Answer 4

由于我没有足够的声誉来为萨尔瓦多·达利斯添加评论，所以这是要走的路：

tf.count_nonzero 将您的值转换为tf.int64，除非另有说明。使用：

argmax_prediction = tf.argmax(prediction, 1)
argmax_y = tf.argmax(y, 1)

TP = tf.count_nonzero(argmax_prediction * argmax_y, dtype=tf.float32)
TN = tf.count_nonzero((argmax_prediction - 1) * (argmax_y - 1), dtype=tf.float32)
FP = tf.count_nonzero(argmax_prediction * (argmax_y - 1), dtype=tf.float32)
FN = tf.count_nonzero((argmax_prediction - 1) * argmax_y, dtype=tf.float32)

真是个好主意。

Answer 5

也许这个例子会告诉你：

    pred = multilayer_perceptron(x, weights, biases)
    correct_prediction = tf.equal(tf.argmax(pred, 1), tf.argmax(y, 1))
    accuracy = tf.reduce_mean(tf.cast(correct_prediction, "float"))

    with tf.Session() as sess:
    init = tf.initialize_all_variables()
    sess.run(init)
    for epoch in xrange(150):
            for i in xrange(total_batch):
                    train_step.run(feed_dict = {x: train_arrays, y: train_labels})
                    avg_cost += sess.run(cost, feed_dict={x: train_arrays, y: train_labels})/total_batch         
            if epoch % display_step == 0:
                    print "Epoch:", '%04d' % (epoch+1), "cost=", "{:.9f}".format(avg_cost)

    #metrics
    y_p = tf.argmax(pred, 1)
    val_accuracy, y_pred = sess.run([accuracy, y_p], feed_dict={x:test_arrays, y:test_label})

    print "validation accuracy:", val_accuracy
    y_true = np.argmax(test_label,1)
    print "Precision", sk.metrics.precision_score(y_true, y_pred)
    print "Recall", sk.metrics.recall_score(y_true, y_pred)
    print "f1_score", sk.metrics.f1_score(y_true, y_pred)
    print "confusion_matrix"
    print sk.metrics.confusion_matrix(y_true, y_pred)
    fpr, tpr, tresholds = sk.metrics.roc_curve(y_true, y_pred)