org.apache.mahout.math.stats

Class GlobalOnlineAuc

java.lang.Object

org.apache.mahout.math.stats.GlobalOnlineAuc

All Implemented Interfaces:

org.apache.hadoop.io.Writable, OnlineAuc

public class GlobalOnlineAuc
extends Object
implements OnlineAuc

Computes a running estimate of AUC (see http://en.wikipedia.org/wiki/Receiver_operating_characteristic).

Since AUC is normally a global property of labeled scores, it is almost always computed in a batch fashion. The probabilistic definition (the probability that a random element of one set has a higher score than a random element of another set) gives us a way to estimate this on-line.

See Also:

GroupedOnlineAuc

Field Summary

Fields

Modifier and Type	Field and Description
static int	HISTORY

Constructor Summary

Constructors

Constructor and Description
GlobalOnlineAuc()

Method Summary

Modifier and Type	Method and Description
double	addSample(int category, double score)
double	addSample(int category, String groupKey, double score)
double	auc()
void	readFields(DataInput in)
void	setPolicy(org.apache.mahout.math.stats.GlobalOnlineAuc.ReplacementPolicy policy)
void	setWindowSize(int windowSize)
double	value()
void	write(DataOutput out)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

HISTORY

public static final int HISTORY

See Also:

Constant Field Values

Constructor Detail

GlobalOnlineAuc

public GlobalOnlineAuc()

Method Detail

addSample

public double addSample(int category,
                        String groupKey,
                        double score)

Specified by:

addSample in interface OnlineAuc

addSample

public double addSample(int category,
                        double score)

Specified by:

addSample in interface OnlineAuc

auc

public double auc()

Specified by:

auc in interface OnlineAuc

value

public double value()

setPolicy

public void setPolicy(org.apache.mahout.math.stats.GlobalOnlineAuc.ReplacementPolicy policy)

Specified by:

setPolicy in interface OnlineAuc

setWindowSize

public void setWindowSize(int windowSize)

Specified by:

setWindowSize in interface OnlineAuc

write

public void write(DataOutput out)
           throws IOException

Specified by:

write in interface org.apache.hadoop.io.Writable

Throws:

IOException

readFields

public void readFields(DataInput in)
                throws IOException

Specified by:

readFields in interface org.apache.hadoop.io.Writable

Throws:

IOException