FEA add CumulativeAccuracyDisplay

sklearn/metrics/_plot/cap_curve.py

@@ -0,0 +1,334 @@
+import numpy as np
+import matplotlib.pyplot as plt
+
+from sklearn.datasets import make_classification
+from sklearn.linear_model import LogisticRegression
+from sklearn.model_selection import train_test_split
+
+from ...utils._plotting import _BinaryClassifierCurveDisplayMixin
+
+
+class CumulativeAccuracyDisplay(_BinaryClassifierCurveDisplayMixin):
+    """Cumulative Accuracy Profile (CAP) Curve visualization.
+
+    It is recommended to use
+    :func:`~sklearn.metrics.CumulativeAccuracyDisplay.from_estimator` or
+    :func:`~sklearn.metrics.CumulativeAccuracyDisplay.from_predictions` to create
+    a :class:`~sklearn.metrics.CumulativeAccuracyDisplay`. All parameters are
+    stored as attributes.
+
+    Read more in the :ref:`User Guide <visualizations>`.
+
+    Parameters
+    ----------
+    cumulative_true_positives : ndarray
+        Cumulative number of true positives.
+
+    cumulative_total : ndarray
+        Cumulative number of cases examined.
+
+    estimator_name : str, default=None
+        Name of estimator. If None, the estimator name is not shown.
+
+    pos_label : int, float, bool or str, default=None
+        The class considered as the positive class when computing the metrics.
+        By default, `estimators.classes_[1]` is considered as the positive class.
+
+    Attributes
+    ----------
+    line_ : matplotlib Artist
+        CAP Curve.
+
+    ax_ : matplotlib Axes
+        Axes with CAP Curve.
+
+    figure_ : matplotlib Figure
+        Figure containing the curve.
+    """
+
+    def __init__(
+        self,
+        *,
+        cumulative_true_positives,
+        cumulative_total,
+        estimator_name=None,
+        pos_label=None,
+    ):
+        self.estimator_name = estimator_name
+        self.cumulative_true_positives = cumulative_true_positives
+        self.cumulative_total = cumulative_total
+        self.pos_label = pos_label
+
+    def plot(
+        self,
+        ax=None,
+        *,
+        normalize_scale=False,
+        name=None,
+        plot_chance_level=False,
+        chance_level_kw=None,
+        **kwargs,
+    ):
+        """Plot visualization.
+
+        Extra keyword arguments will be passed to matplotlib's ``plot``.
+
+        Parameters
+        ----------
+        ax : matplotlib axes, default=None
+            Axes object to plot on. If `None`, a new figure and axes is created.
+
+        name : str, default=None
+            Name of CAP Curve for labeling. If `None`, use `estimator_name` if
+            not `None`, otherwise no labeling is shown.
+
+        **kwargs : dict
+            Keyword arguments to be passed to matplotlib's `plot`.
+
+        Returns
+        -------
+        display : :class:`~sklearn.metrics.CumulativeAccuracyDisplay`
+            Object that stores computed values.
+        """
+
+        self.ax_, self.figure_, name = self._validate_plot_params(ax=ax, name=name)
+
+        if normalize_scale:
+            self.cumulative_true_positives = (
+                self.cumulative_true_positives / self.cumulative_true_positives[-1]
+            )
+            self.cumulative_total = self.cumulative_total / self.cumulative_total[-1]
+            self.ax_.set_xlim(0, 1)
+            self.ax_.set_ylim(0, 1)
+
+        line_kwargs = {"label": name} if name is not None else {}
+        line_kwargs.update(**kwargs)
+
+        chance_level_line_kw = {
+            "label": "Random Prediction",
+            "color": "k",
+            "linestyle": "--",
+        }
+        if chance_level_kw is not None:
+            chance_level_line_kw.update(**chance_level_kw)
+
+        (self.line_,) = self.ax_.plot(
+            self.cumulative_total, self.cumulative_true_positives, **line_kwargs
+        )
+
+        if plot_chance_level:
+            (self.chance_level_,) = self.ax_.plot(
+                (0, 1), (0, 1), **chance_level_line_kw
+            )
+        else:
+            self.chance_level_ = None
+
+        xlabel = "Total Cases Examined"
+        ylabel = "Cumulative True Positives"
+        self.ax_.set(xlabel=xlabel, ylabel=ylabel, aspect="equal")
+
+        if "label" in line_kwargs:
+            self.ax_.legend(loc="lower right")
+
+        return self
+
+    @classmethod
+    def from_predictions(
+        cls,
+        y_true,
+        y_pred,
+        *,
+        sample_weight=None,
+        pos_label=None,
+        normalize_scale=False,
+        plot_chance_level=False,
+        name=None,
+        ax=None,
+        **kwargs,
+    ):
+        """Plot CAP curve, also known as Gain or Lift Curve,
+            given the true and predicted values.
+
+        Parameters
+        ----------
+        y_true : array-like of shape (n_samples,)
+            True labels.
+
+        y_pred : array-like of shape (n_samples,)
+            Target scores, can either be probability estimates of the positive
+            class, confidence values, or non-thresholded measure of decisions
+            (as returned by “decision_function” on some classifiers).
+
+        sample_weight : array-like of shape (n_samples,), default=None
+            Sample weights.
+
+        pos_label : int, float, bool or str, default=None
+            The label of the positive class. When `pos_label=None`, if `y_true`
+            is in {-1, 1} or {0, 1}, `pos_label` is set to 1, otherwise an
+            error will be raised.
+
+        name : str, default=None
+            Name of CAP curve for labeling. If `None`, name will be set to
+            `"Classifier"`.
+
+        ax : matplotlib axes, default=None
+            Axes object to plot on. If `None`, a new figure and axes is created.
+
+        **kwargs : dict
+            Additional keywords arguments passed to matplotlib `plot` function.
+
+        Returns
+        -------
+        display : :class:`~sklearn.metrics.CumulativeAccuracyDisplay`
+            Object that stores computed values.
+        """
+        # validate and prepare data
+        if pos_label is None:
+            pos_label = 1
+        if sample_weight is None:
+            sample_weight = np.ones_like(y_true, dtype=float)
+
+        # ensure y_true is boolean for positive class identification
+        y_bool = y_true == pos_label
+
+        # sort predictions and true values based on the predictions
+        sorted_indices = np.argsort(y_pred)[::-1]
+        y_true_sorted = y_bool[sorted_indices]
+        sample_weight_sorted = sample_weight[sorted_indices]
+
+        # compute cumulative sums for true positives and all cases
+        cumulative_true_positives = np.cumsum(y_true_sorted * sample_weight_sorted)
+        cumulative_total = np.cumsum(sample_weight_sorted)
+
+        viz = cls(
+            cumulative_true_positives=cumulative_true_positives,
+            cumulative_total=cumulative_total,
+            estimator_name=name,
+            pos_label=pos_label,
+        )
+
+        return viz.plot(
+            ax=ax,
+            name=name,
+            normalize_scale=normalize_scale,
+            plot_chance_level=plot_chance_level,
+            **kwargs,
+        )
+
+    @classmethod
+    def from_estimator(
+        cls,
+        estimator,
+        X,
+        y,
+        *,
+        sample_weight=None,
+        response_method="auto",
+        pos_label=None,
+        normalize_scale=False,
+        plot_chance_level=False,
+        name=None,
+        ax=None,
+        **kwargs,
+    ):
+        """Create a CAP Curve, also known as Gain or Lift Curve,
+            display from an estimator.
+
+        Parameters
+        ----------
+        estimator : estimator instance
+            Fitted classifier or a fitted :class:`~sklearn.pipeline.Pipeline`
+            in which the last estimator is a classifier.
+
+        X : {array-like, sparse matrix} of shape (n_samples, n_features)
+            Input values.
+
+        y : array-like of shape (n_samples,)
+            Target values.
+
+        sample_weight : array-like of shape (n_samples,), default=None
+            Sample weights.
+
+        response_method : {'predict_proba', 'decision_function', 'auto'} \
+                default='auto'
+            Specifies whether to use :term:`predict_proba` or
+            :term:`decision_function` as the target response. If set to 'auto',
+            :term:`predict_proba` is tried first and if it does not exist
+            :term:`decision_function` is tried next.
+
+        pos_label : int, float, bool or str, default=None
+            The class considered as the positive class when computing metrics.
+            By default, `estimators.classes_[1]` is considered as the positive class.
+
+        name : str, default=None
+            Name of CAP Curve for labeling. If `None`, use the name of the estimator.
+
+        ax : matplotlib axes, default=None
+            Axes object to plot on. If `None`, a new figure and axes is created.
+
+        **kwargs : dict
+            Keyword arguments to be passed to matplotlib's `plot`.
+
+        Returns
+        -------
+        display : :class:`~sklearn.metrics.CumulativeAccuracyDisplay`
+            The CAP Curve display.
+        """
+
+        # validate and prepare the prediction scores
+        if response_method == "auto":
+            if hasattr(estimator, "predict_proba"):
+                response_method = "predict_proba"
+            elif hasattr(estimator, "decision_function"):
+                response_method = "decision_function"
+            else:
+                raise ValueError(
+                    "Estimator does not have a predict_proba or decision_function"
+                    " method."
+                )
+
+        if response_method == "predict_proba":
+            probabilities = estimator.predict_proba(X)
+
+            # assuming positive class is the second column
+            if pos_label is None:
+                pos_label = 1
+            class_index = np.where(estimator.classes_ == pos_label)[0][0]
+            y_pred = probabilities[:, class_index]
+        elif response_method == "decision_function":
+            y_pred = estimator.decision_function(X)
+
+        if name is None:
+            name = estimator.__class__.__name__
+
+        return cls.from_predictions(
+            y_true=y,
+            y_pred=y_pred,
+            sample_weight=sample_weight,
+            name=name,
+            normalize_scale=normalize_scale,
+            plot_chance_level=plot_chance_level,
+            ax=ax,
+            pos_label=pos_label,
+            **kwargs,
+        )
+
+
+
+
+X, y = make_classification(n_samples=1000, n_features=20, n_classes=2, random_state=42)
+X_train, X_test, y_train, y_test = train_test_split(
+    X, y, test_size=0.2, random_state=42
+)
+clf = LogisticRegression(max_iter=1000)
+clf.fit(X_train, y_train)
+y_scores = clf.decision_function(X_test)
+
+CumulativeAccuracyDisplay.from_predictions(
+    y_test,
+    y_scores,
+    normalize_scale=True,
+    plot_chance_level=True,
+    name="Logistic Regression",
+)
+plt.show()