org.apache.mahout.math.stats
Class GlobalOnlineAuc

java.lang.Object
  extended by 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
static int HISTORY
           
 
Constructor Summary
GlobalOnlineAuc()
           
 
Method Summary
 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


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