auc cpu only

paddle/operators/auc_op.cc

@@ -31,9 +31,9 @@ class AucOp : public framework::OperatorWithKernel {
     auto *label = ctx.Input<framework::Tensor>("Label");
 
     PADDLE_ENFORCE_EQ(inference->dims(), label->dims(),
-                      "inference should have same shape as label");
+                      "inference and label should have same shape");
 
-    ctx.Output<Tensor>("AUC")->Resize({1});
+    ctx.Output<framework::Tensor>("AUC")->Resize({1});
   }
 };
 
@@ -51,6 +51,7 @@ class AucOpMaker : public framework::OpProtoAndCheckerMaker {
     AddOutput("AUC",
               "A scalar `Tensor` representing the "
               "current area-under-curve.");
+
     AddAttr<std::string>("curve", "Possible curves are ROC and PR")
         .SetDefault("ROC");
     AddAttr<int>("num_thresholds",

paddle/operators/auc_op.h

@@ -13,7 +13,7 @@ See the License for the specific language governing permissions and
 limitations under the License. */
 
 #pragma once
-#include <algorithm>
+#include <iostream>
 #include "paddle/framework/eigen.h"
 #include "paddle/framework/op_registry.h"
 
@@ -75,23 +75,21 @@ class AucKernel : public framework::OpKernel {
     int* tn_data = true_negative.mutable_data<int>(ctx.GetPlace());
     int* fp_data = false_positive.mutable_data<int>(ctx.GetPlace());
 
-    for (auto thresh = thresholds_list.begin(); thresh != thresholds_list.end();
-         thresh++) {
-      size_t idx_thresh = thresh - thresholds_list.begin();
+    for (int idx_thresh = 0; idx_thresh < num_thresholds; idx_thresh++) {
       // caculate TP, FN, TN, FP for current thresh
-      int tp, fn, tn, fp = 0;
+      int tp = 0, fn = 0, tn = 0, fp = 0;
       for (size_t i = 0; i < num_samples; i++) {
         if (label_casted_data[i]) {
-          if (inference_data[i] >= (*thresh)) {
+          if (inference_data[i] >= (thresholds_list[idx_thresh])) {
             tp++;
           } else {
-            tn++;
+            fn++;
           }
         } else {
-          if (inference_data[i] >= (*thresh)) {
+          if (inference_data[i] >= (thresholds_list[idx_thresh])) {
             fp++;
           } else {
-            fn++;
+            tn++;
           }
         }
       }
@@ -118,11 +116,11 @@ class AucKernel : public framework::OpKernel {
       rec_rate_data[i] =
           ((float)tp_data[i] + epsilon) / (tp_data[i] + fp_data[i] + epsilon);
     }
-
+    *auc_data = 0.0f;
     if (curve == "ROC") {
-      for (int i = 1; i < num_thresholds; i++) {
-        auto dx = fp_rate_data[i] - fp_rate_data[i - 1];
-        auto y = (tp_rate_data[i] + tp_rate_data[i - 1]) / 2.0f;
+      for (int i = 0; i < num_thresholds - 1; i++) {
+        auto dx = fp_rate_data[i] - fp_rate_data[i + 1];
+        auto y = (tp_rate_data[i] + tp_rate_data[i + 1]) / 2.0f;
         *auc_data = *auc_data + dx * y;
       }
     } else if (curve == "PR") {

python/paddle/v2/framework/tests/test_auc_op.py

@@ -0,0 +1,66 @@
+import unittest
+import numpy as np
+from op_test import OpTest
+
+
+class TestAucOp(OpTest):
+    def setUp(self):
+        self.op_type = "auc"
+        pred = np.random.random((128)).astype("float32")
+        labels = np.random.randint(0, 2, (128, ))
+        num_thresholds = 200
+        self.inputs = {'Inference': pred, 'Label': labels}
+        self.attrs = {'curve': 'ROC', 'num_thresholds': num_thresholds}
+        # NOTE: sklearn use a different way to generate thresholds
+        #       which will cause the result differs slightly:
+        # from sklearn.metrics import roc_curve, auc
+        # fpr, tpr, thresholds = roc_curve(labels, pred)
+        # auc_value = auc(fpr, tpr)
+        # we caculate AUC again using numpy for testing
+        kepsilon = 1e-7  # to account for floating point imprecisions
+        thresholds = [(i + 1) * 1.0 / (num_thresholds - 1)
+                      for i in range(num_thresholds - 2)]
+        thresholds = [0.0 - kepsilon] + thresholds + [1.0 + kepsilon]
+
+        # caculate TP, FN, TN, FP count
+        tp_list = np.ndarray((num_thresholds, ))
+        fn_list = np.ndarray((num_thresholds, ))
+        tn_list = np.ndarray((num_thresholds, ))
+        fp_list = np.ndarray((num_thresholds, ))
+        for idx_thresh, thresh in enumerate(thresholds):
+            tp, fn, tn, fp = 0, 0, 0, 0
+            for i, lbl in enumerate(labels):
+                if lbl:
+                    if pred[i] >= thresh:
+                        tp += 1
+                    else:
+                        fn += 1
+                else:
+                    if pred[i] >= thresh:
+                        fp += 1
+                    else:
+                        tn += 1
+            tp_list[idx_thresh] = tp
+            fn_list[idx_thresh] = fn
+            tn_list[idx_thresh] = tn
+            fp_list[idx_thresh] = fp
+
+        epsilon = 1e-6
+        tpr = (tp_list.astype("float32") + epsilon) / (
+            tp_list + fn_list + epsilon)
+        fpr = fp_list.astype("float32") / (fp_list + tn_list + epsilon)
+        rec = (tp_list.astype("float32") + epsilon) / (
+            tp_list + fp_list + epsilon)
+
+        x = fpr[:num_thresholds - 1] - fpr[1:]
+        y = (tpr[:num_thresholds - 1] + tpr[1:]) / 2.0
+        auc_value = np.sum(x * y)
+
+        self.outputs = {'AUC': auc_value}
+
+    def test_check_output(self):
+        self.check_output()
+
+
+if __name__ == "__main__":
+    unittest.main()

python/paddle/v2/framework/tests/test_top_k_op.py

@@ -21,6 +21,9 @@ class TestTopkOp(OpTest):
 
         self.outputs = {'Out': output, 'Indices': indices}
 
+    def test_check_output(self):
+        self.check_output()
+
 
 class TestTopkOp3d(OpTest):
     def setUp(self):
@@ -42,6 +45,9 @@ class TestTopkOp3d(OpTest):
 
         self.outputs = {'Out': output, 'Indices': indices}
 
+    def test_check_output(self):
+        self.check_output()
+
 
 if __name__ == "__main__":
     unittest.main()