Created
March 3, 2016 22:25
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Confusion Metrics written in tensorflow format
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# from https://cloud.google.com/solutions/machine-learning-with-financial-time-series-data | |
def tf_confusion_metrics(model, actual_classes, session, feed_dict): | |
predictions = tf.argmax(model, 1) | |
actuals = tf.argmax(actual_classes, 1) | |
ones_like_actuals = tf.ones_like(actuals) | |
zeros_like_actuals = tf.zeros_like(actuals) | |
ones_like_predictions = tf.ones_like(predictions) | |
zeros_like_predictions = tf.zeros_like(predictions) | |
tp_op = tf.reduce_sum( | |
tf.cast( | |
tf.logical_and( | |
tf.equal(actuals, ones_like_actuals), | |
tf.equal(predictions, ones_like_predictions) | |
), | |
"float" | |
) | |
) | |
tn_op = tf.reduce_sum( | |
tf.cast( | |
tf.logical_and( | |
tf.equal(actuals, zeros_like_actuals), | |
tf.equal(predictions, zeros_like_predictions) | |
), | |
"float" | |
) | |
) | |
fp_op = tf.reduce_sum( | |
tf.cast( | |
tf.logical_and( | |
tf.equal(actuals, zeros_like_actuals), | |
tf.equal(predictions, ones_like_predictions) | |
), | |
"float" | |
) | |
) | |
fn_op = tf.reduce_sum( | |
tf.cast( | |
tf.logical_and( | |
tf.equal(actuals, ones_like_actuals), | |
tf.equal(predictions, zeros_like_predictions) | |
), | |
"float" | |
) | |
) | |
tp, tn, fp, fn = \ | |
session.run( | |
[tp_op, tn_op, fp_op, fn_op], | |
feed_dict | |
) | |
tpr = float(tp)/(float(tp) + float(fn)) | |
fpr = float(fp)/(float(tp) + float(fn)) | |
accuracy = (float(tp) + float(tn))/(float(tp) + float(fp) + float(fn) + float(tn)) | |
recall = tpr | |
precision = float(tp)/(float(tp) + float(fp)) | |
f1_score = (2 * (precision * recall)) / (precision + recall) | |
print 'Precision = ', precision | |
print 'Recall = ', recall | |
print 'F1 Score = ', f1_score | |
print 'Accuracy = ', accuracy |
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The
fpr
is wrong. It should befpr = float(fp)/(float(fp) + float(tn))
https://en.wikipedia.org/wiki/False_positive_rate