classification.py

"""Metrics to assess performance on classification task given classe prediction

Functions named as ``*_score`` return a scalar value to maximize: the higher
the better

Function named as ``*_error`` or ``*_loss`` return a scalar value to minimize:
the lower the better
"""

# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
#          Mathieu Blondel <mathieu@mblondel.org>
#          Olivier Grisel <olivier.grisel@ensta.org>
#          Arnaud Joly <a.joly@ulg.ac.be>
#          Jochen Wersdorfer <jochen@wersdoerfer.de>
#          Lars Buitinck <L.J.Buitinck@uva.nl>
#          Joel Nothman <joel.nothman@gmail.com>
#          Noel Dawe <noel@dawe.me>
#          Jatin Shah <jatindshah@gmail.com>
# License: BSD 3 clause

from __future__ import division

import warnings
import numpy as np

from scipy.sparse import coo_matrix
from scipy.sparse import csr_matrix
from scipy.spatial.distance import hamming as sp_hamming

from ..preprocessing import LabelBinarizer
from ..preprocessing import LabelEncoder
from ..utils import check_array
from ..utils import check_consistent_length
from ..preprocessing import MultiLabelBinarizer
from ..utils import column_or_1d
from ..utils.multiclass import unique_labels
from ..utils.multiclass import type_of_target
from ..utils.validation import _num_samples
from ..utils.sparsefuncs import count_nonzero

from .base import UndefinedMetricWarning


def _check_targets(y_true, y_pred):
    """Check that y_true and y_pred belong to the same classification task

    This converts multiclass or binary types to a common shape, and raises a
    ValueError for a mix of multilabel and multiclass targets, a mix of
    multilabel formats, for the presence of continuous-valued or multioutput
    targets, or for targets of different lengths.

    Column vectors are squeezed to 1d, while multilabel formats are returned
    as CSR sparse label indicators.

    Parameters
    ----------
    y_true : array-like

    y_pred : array-like

    Returns
    -------
    type_true : one of {'multilabel-indicator', 'multilabel-sequences', \
                        'multiclass', 'binary'}
        The type of the true target data, as output by
        ``utils.multiclass.type_of_target``

    y_true : array or indicator matrix

    y_pred : array or indicator matrix
    """
    check_consistent_length(y_true, y_pred)
    type_true = type_of_target(y_true)
    type_pred = type_of_target(y_pred)

    y_type = set([type_true, type_pred])
    if y_type == set(["binary", "multiclass"]):
        y_type = set(["multiclass"])

    if len(y_type) > 1:
        raise ValueError("Can't handle mix of {0} and {1}"
                         "".format(type_true, type_pred))

    # We can't have more than one value on y_type => The set is no more needed
    y_type = y_type.pop()

    # No metrics support "multiclass-multioutput" format
    if (y_type not in ["binary", "multiclass", "multilabel-indicator",
                       "multilabel-sequences"]):
        raise ValueError("{0} is not supported".format(y_type))

    if y_type in ["binary", "multiclass"]:
        y_true = column_or_1d(y_true)
        y_pred = column_or_1d(y_pred)

    if y_type.startswith('multilabel'):
        if y_type == 'multilabel-sequences':
            labels = unique_labels(y_true, y_pred)
            binarizer = MultiLabelBinarizer(classes=labels, sparse_output=True)
            y_true = binarizer.fit_transform(y_true)
            y_pred = binarizer.fit_transform(y_pred)

        y_true = csr_matrix(y_true)
        y_pred = csr_matrix(y_pred)
        y_type = 'multilabel-indicator'

    return y_type, y_true, y_pred


def _weighted_sum(sample_score, sample_weight, normalize=False):
    if normalize:
        return np.average(sample_score, weights=sample_weight)
    elif sample_weight is not None:
        return np.dot(sample_score, sample_weight)
    else:
        return sample_score.sum()


def accuracy_score(y_true, y_pred, normalize=True, sample_weight=None):
    """Accuracy classification score.

    In multilabel classification, this function computes subset accuracy:
    the set of labels predicted for a sample must *exactly* match the
    corresponding set of labels in y_true.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) labels.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Predicted labels, as returned by a classifier.

    normalize : bool, optional (default=True)
        If ``False``, return the number of correctly classified samples.
        Otherwise, return the fraction of correctly classified samples.

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    score : float
        If ``normalize == True``, return the correctly classified samples
        (float), else it returns the number of correctly classified samples
        (int).

        The best performance is 1 with ``normalize == True`` and the number
        of samples with ``normalize == False``.

    See also
    --------
    jaccard_similarity_score, hamming_loss, zero_one_loss

    Notes
    -----
    In binary and multiclass classification, this function is equal
    to the ``jaccard_similarity_score`` function.

    Examples
    --------
    >>> import numpy as np
    >>> from sklearn.metrics import accuracy_score
    >>> y_pred = [0, 2, 1, 3]
    >>> y_true = [0, 1, 2, 3]
    >>> accuracy_score(y_true, y_pred)
    0.5
    >>> accuracy_score(y_true, y_pred, normalize=False)
    2

    In the multilabel case with binary label indicators:
    >>> accuracy_score(np.array([[0, 1], [1, 1]]), np.ones((2, 2)))
    0.5
    """

    # Compute accuracy for each possible representation
    y_type, y_true, y_pred = _check_targets(y_true, y_pred)
    if y_type.startswith('multilabel'):
        differing_labels = count_nonzero(y_true - y_pred, axis=1)
        score = differing_labels == 0
    else:
        score = y_true == y_pred

    return _weighted_sum(score, sample_weight, normalize)


def confusion_matrix(y_true, y_pred, labels=None):
    """Compute confusion matrix to evaluate the accuracy of a classification

    By definition a confusion matrix :math:`C` is such that :math:`C_{i, j}`
    is equal to the number of observations known to be in group :math:`i` but
    predicted to be in group :math:`j`.

    Parameters
    ----------
    y_true : array, shape = [n_samples]
        Ground truth (correct) target values.

    y_pred : array, shape = [n_samples]
        Estimated targets as returned by a classifier.

    labels : array, shape = [n_classes], optional
        List of labels to index the matrix. This may be used to reorder
        or select a subset of labels.
        If none is given, those that appear at least once
        in ``y_true`` or ``y_pred`` are used in sorted order.

    Returns
    -------
    C : array, shape = [n_classes, n_classes]
        Confusion matrix

    References
    ----------
    .. [1] `Wikipedia entry for the Confusion matrix
           <http://en.wikipedia.org/wiki/Confusion_matrix>`_

    Examples
    --------
    >>> from sklearn.metrics import confusion_matrix
    >>> y_true = [2, 0, 2, 2, 0, 1]
    >>> y_pred = [0, 0, 2, 2, 0, 2]
    >>> confusion_matrix(y_true, y_pred)
    array([[2, 0, 0],
           [0, 0, 1],
           [1, 0, 2]])

    """
    y_type, y_true, y_pred = _check_targets(y_true, y_pred)
    if y_type not in ("binary", "multiclass"):
        raise ValueError("%s is not supported" % y_type)

    if labels is None:
        labels = unique_labels(y_true, y_pred)
    else:
        labels = np.asarray(labels)

    n_labels = labels.size
    label_to_ind = dict((y, x) for x, y in enumerate(labels))
    # convert yt, yp into index
    y_pred = np.array([label_to_ind.get(x, n_labels + 1) for x in y_pred])
    y_true = np.array([label_to_ind.get(x, n_labels + 1) for x in y_true])

    # intersect y_pred, y_true with labels, eliminate items not in labels
    ind = np.logical_and(y_pred < n_labels, y_true < n_labels)
    y_pred = y_pred[ind]
    y_true = y_true[ind]

    CM = coo_matrix((np.ones(y_true.shape[0], dtype=np.int), (y_true, y_pred)),
                    shape=(n_labels, n_labels)
                    ).toarray()

    return CM


def jaccard_similarity_score(y_true, y_pred, normalize=True,
                             sample_weight=None):
    """Jaccard similarity coefficient score

    The Jaccard index [1], or Jaccard similarity coefficient, defined as
    the size of the intersection divided by the size of the union of two label
    sets, is used to compare set of predicted labels for a sample to the
    corresponding set of labels in ``y_true``.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) labels.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Predicted labels, as returned by a classifier.

    normalize : bool, optional (default=True)
        If ``False``, return the sum of the Jaccard similarity coefficient
        over the sample set. Otherwise, return the average of Jaccard
        similarity coefficient.

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    score : float
        If ``normalize == True``, return the average Jaccard similarity
        coefficient, else it returns the sum of the Jaccard similarity
        coefficient over the sample set.

        The best performance is 1 with ``normalize == True`` and the number
        of samples with ``normalize == False``.

    See also
    --------
    accuracy_score, hamming_loss, zero_one_loss

    Notes
    -----
    In binary and multiclass classification, this function is equivalent
    to the ``accuracy_score``. It differs in the multilabel classification
    problem.

    References
    ----------
    .. [1] `Wikipedia entry for the Jaccard index
           <http://en.wikipedia.org/wiki/Jaccard_index>`_


    Examples
    --------
    >>> import numpy as np
    >>> from sklearn.metrics import jaccard_similarity_score
    >>> y_pred = [0, 2, 1, 3]
    >>> y_true = [0, 1, 2, 3]
    >>> jaccard_similarity_score(y_true, y_pred)
    0.5
    >>> jaccard_similarity_score(y_true, y_pred, normalize=False)
    2

    In the multilabel case with binary label indicators:

    >>> jaccard_similarity_score(np.array([[0, 1], [1, 1]]),\
        np.ones((2, 2)))
    0.75
    """

    # Compute accuracy for each possible representation
    y_type, y_true, y_pred = _check_targets(y_true, y_pred)
    if y_type.startswith('multilabel'):
        with np.errstate(divide='ignore', invalid='ignore'):
            # oddly, we may get an "invalid" rather than a "divide" error here
            pred_or_true = count_nonzero(y_true + y_pred, axis=1)
            pred_and_true = count_nonzero(y_true.multiply(y_pred), axis=1)
            score = pred_and_true / pred_or_true

            # If there is no label, it results in a Nan instead, we set
            # the jaccard to 1: lim_{x->0} x/x = 1
            # Note with py2.6 and np 1.3: we can't check safely for nan.
            score[pred_or_true == 0.0] = 1.0
    else:
        score = y_true == y_pred

    return _weighted_sum(score, sample_weight, normalize)


def matthews_corrcoef(y_true, y_pred):
    """Compute the Matthews correlation coefficient (MCC) for binary classes

    The Matthews correlation coefficient is used in machine learning as a
    measure of the quality of binary (two-class) classifications. It takes into
    account true and false positives and negatives and is generally regarded as
    a balanced measure which can be used even if the classes are of very
    different sizes. The MCC is in essence a correlation coefficient value
    between -1 and +1. A coefficient of +1 represents a perfect prediction, 0
    an average random prediction and -1 an inverse prediction.  The statistic
    is also known as the phi coefficient. [source: Wikipedia]

    Only in the binary case does this relate to information about true and
    false positives and negatives. See references below.

    Parameters
    ----------
    y_true : array, shape = [n_samples]
        Ground truth (correct) target values.

    y_pred : array, shape = [n_samples]
        Estimated targets as returned by a classifier.

    Returns
    -------
    mcc : float
        The Matthews correlation coefficient (+1 represents a perfect
        prediction, 0 an average random prediction and -1 and inverse
        prediction).

    References
    ----------
    .. [1] `Baldi, Brunak, Chauvin, Andersen and Nielsen, (2000). Assessing the
       accuracy of prediction algorithms for classification: an overview
       <http://dx.doi.org/10.1093/bioinformatics/16.5.412>`_

    .. [2] `Wikipedia entry for the Matthews Correlation Coefficient
       <http://en.wikipedia.org/wiki/Matthews_correlation_coefficient>`_

    Examples
    --------
    >>> from sklearn.metrics import matthews_corrcoef
    >>> y_true = [+1, +1, +1, -1]
    >>> y_pred = [+1, -1, +1, +1]
    >>> matthews_corrcoef(y_true, y_pred)  # doctest: +ELLIPSIS
    -0.33...

    """
    y_type, y_true, y_pred = _check_targets(y_true, y_pred)

    if y_type != "binary":
        raise ValueError("%s is not supported" % y_type)

    lb = LabelEncoder()
    lb.fit(np.hstack([y_true, y_pred]))
    y_true = lb.transform(y_true)
    y_pred = lb.transform(y_pred)
    with np.errstate(invalid='ignore'):
        mcc = np.corrcoef(y_true, y_pred)[0, 1]

    if np.isnan(mcc):
        return 0.
    else:
        return mcc


def zero_one_loss(y_true, y_pred, normalize=True, sample_weight=None):
    """Zero-one classification loss.

    If normalize is ``True``, return the fraction of misclassifications
    (float), else it returns the number of misclassifications (int). The best
    performance is 0.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) labels.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Predicted labels, as returned by a classifier.

    normalize : bool, optional (default=True)
        If ``False``, return the number of misclassifications.
        Otherwise, return the fraction of misclassifications.

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    loss : float or int,
        If ``normalize == True``, return the fraction of misclassifications
        (float), else it returns the number of misclassifications (int).

    Notes
    -----
    In multilabel classification, the zero_one_loss function corresponds to
    the subset zero-one loss: for each sample, the entire set of labels must be
    correctly predicted, otherwise the loss for that sample is equal to one.

    See also
    --------
    accuracy_score, hamming_loss, jaccard_similarity_score

    Examples
    --------
    >>> from sklearn.metrics import zero_one_loss
    >>> y_pred = [1, 2, 3, 4]
    >>> y_true = [2, 2, 3, 4]
    >>> zero_one_loss(y_true, y_pred)
    0.25
    >>> zero_one_loss(y_true, y_pred, normalize=False)
    1

    In the multilabel case with binary label indicators:

    >>> zero_one_loss(np.array([[0, 1], [1, 1]]), np.ones((2, 2)))
    0.5
    """
    score = accuracy_score(y_true, y_pred,
                           normalize=normalize,
                           sample_weight=sample_weight)

    if normalize:
        return 1 - score
    else:
        if sample_weight is not None:
            n_samples = np.sum(sample_weight)
        else:
            n_samples = _num_samples(y_true)
        return n_samples - score


def f1_score(y_true, y_pred, labels=None, pos_label=1, average='weighted',
             sample_weight=None):
    """Compute the F1 score, also known as balanced F-score or F-measure

    The F1 score can be interpreted as a weighted average of the precision and
    recall, where an F1 score reaches its best value at 1 and worst score at 0.
    The relative contribution of precision and recall to the F1 score are
    equal. The formula for the F1 score is::

        F1 = 2 * (precision * recall) / (precision + recall)

    In the multi-class and multi-label case, this is the weighted average of
    the F1 score of each class.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) target values.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Estimated targets as returned by a classifier.

    labels : array
        Integer array of labels.

    pos_label : str or int, 1 by default
        If ``average`` is not ``None`` and the classification target is binary,
        only this class's scores will be returned.

    average : string, [None, 'micro', 'macro', 'samples', 'weighted' (default)]
        If ``None``, the scores for each class are returned. Otherwise,
        unless ``pos_label`` is given in binary classification, this
        determines the type of averaging performed on the data:

        ``'micro'``:
            Calculate metrics globally by counting the total true positives,
            false negatives and false positives.
        ``'macro'``:
            Calculate metrics for each label, and find their unweighted
            mean.  This does not take label imbalance into account.
        ``'weighted'``:
            Calculate metrics for each label, and find their average, weighted
            by support (the number of true instances for each label). This
            alters 'macro' to account for label imbalance; it can result in an
            F-score that is not between precision and recall.
        ``'samples'``:
            Calculate metrics for each instance, and find their average (only
            meaningful for multilabel classification where this differs from
            :func:`accuracy_score`).

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    f1_score : float or array of float, shape = [n_unique_labels]
        F1 score of the positive class in binary classification or weighted
        average of the F1 scores of each class for the multiclass task.

    References
    ----------
    .. [1] `Wikipedia entry for the F1-score
           <http://en.wikipedia.org/wiki/F1_score>`_

    Examples
    --------
    >>> from sklearn.metrics import f1_score
    >>> y_true = [0, 1, 2, 0, 1, 2]
    >>> y_pred = [0, 2, 1, 0, 0, 1]
    >>> f1_score(y_true, y_pred, average='macro')  # doctest: +ELLIPSIS
    0.26...
    >>> f1_score(y_true, y_pred, average='micro')  # doctest: +ELLIPSIS
    0.33...
    >>> f1_score(y_true, y_pred, average='weighted')  # doctest: +ELLIPSIS
    0.26...
    >>> f1_score(y_true, y_pred, average=None)
    array([ 0.8,  0. ,  0. ])


    """
    return fbeta_score(y_true, y_pred, 1, labels=labels,
                       pos_label=pos_label, average=average,
                       sample_weight=sample_weight)


def fbeta_score(y_true, y_pred, beta, labels=None, pos_label=1,
                average='weighted', sample_weight=None):
    """Compute the F-beta score

    The F-beta score is the weighted harmonic mean of precision and recall,
    reaching its optimal value at 1 and its worst value at 0.

    The `beta` parameter determines the weight of precision in the combined
    score. ``beta < 1`` lends more weight to precision, while ``beta > 1``
    favors recall (``beta -> 0`` considers only precision, ``beta -> inf``
    only recall).

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) target values.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Estimated targets as returned by a classifier.

    beta: float
        Weight of precision in harmonic mean.

    labels : array
        Integer array of labels.

    pos_label : str or int, 1 by default
        If ``average`` is not ``None`` and the classification target is binary,
        only this class's scores will be returned.

    average : string, [None, 'micro', 'macro', 'samples', 'weighted' (default)]
        If ``None``, the scores for each class are returned. Otherwise,
        unless ``pos_label`` is given in binary classification, this
        determines the type of averaging performed on the data:

        ``'micro'``:
            Calculate metrics globally by counting the total true positives,
            false negatives and false positives.
        ``'macro'``:
            Calculate metrics for each label, and find their unweighted
            mean.  This does not take label imbalance into account.
        ``'weighted'``:
            Calculate metrics for each label, and find their average, weighted
            by support (the number of true instances for each label). This
            alters 'macro' to account for label imbalance; it can result in an
            F-score that is not between precision and recall.
        ``'samples'``:
            Calculate metrics for each instance, and find their average (only
            meaningful for multilabel classification where this differs from
            :func:`accuracy_score`).

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    fbeta_score : float (if average is not None) or array of float, shape =\
        [n_unique_labels]
        F-beta score of the positive class in binary classification or weighted
        average of the F-beta score of each class for the multiclass task.

    References
    ----------
    .. [1] R. Baeza-Yates and B. Ribeiro-Neto (2011).
           Modern Information Retrieval. Addison Wesley, pp. 327-328.

    .. [2] `Wikipedia entry for the F1-score
           <http://en.wikipedia.org/wiki/F1_score>`_

    Examples
    --------
    >>> from sklearn.metrics import fbeta_score
    >>> y_true = [0, 1, 2, 0, 1, 2]
    >>> y_pred = [0, 2, 1, 0, 0, 1]
    >>> fbeta_score(y_true, y_pred, average='macro', beta=0.5)
    ... # doctest: +ELLIPSIS
    0.23...
    >>> fbeta_score(y_true, y_pred, average='micro', beta=0.5)
    ... # doctest: +ELLIPSIS
    0.33...
    >>> fbeta_score(y_true, y_pred, average='weighted', beta=0.5)
    ... # doctest: +ELLIPSIS
    0.23...
    >>> fbeta_score(y_true, y_pred, average=None, beta=0.5)
    ... # doctest: +ELLIPSIS
    array([ 0.71...,  0.        ,  0.        ])

    """
    _, _, f, _ = precision_recall_fscore_support(y_true, y_pred,
                                                 beta=beta,
                                                 labels=labels,
                                                 pos_label=pos_label,
                                                 average=average,
                                                 warn_for=('f-score',),
                                                 sample_weight=sample_weight)
    return f


def _prf_divide(numerator, denominator, metric, modifier, average, warn_for):
    """Performs division and handles divide-by-zero.

    On zero-division, sets the corresponding result elements to zero
    and raises a warning.

    The metric, modifier and average arguments are used only for determining
    an appropriate warning.
    """
    result = numerator / denominator
    mask = denominator == 0.0
    if not np.any(mask):
        return result

    # remove infs
    result[mask] = 0.0

    # build appropriate warning
    # E.g. "Precision and F-score are ill-defined and being set to 0.0 in
    # labels with no predicted samples"
    axis0 = 'sample'
    axis1 = 'label'
    if average == 'samples':
        axis0, axis1 = axis1, axis0

    if metric in warn_for and 'f-score' in warn_for:
        msg_start = '{0} and F-score are'.format(metric.title())
    elif metric in warn_for:
        msg_start = '{0} is'.format(metric.title())
    elif 'f-score' in warn_for:
        msg_start = 'F-score is'
    else:
        return result

    msg = ('{0} ill-defined and being set to 0.0 {{0}} '
           'no {1} {2}s.'.format(msg_start, modifier, axis0))
    if len(mask) == 1:
        msg = msg.format('due to')
    else:
        msg = msg.format('in {0}s with'.format(axis1))
    warnings.warn(msg, UndefinedMetricWarning, stacklevel=2)
    return result


def precision_recall_fscore_support(y_true, y_pred, beta=1.0, labels=None,
                                    pos_label=1, average=None,
                                    warn_for=('precision', 'recall',
                                              'f-score'),
                                    sample_weight=None):
    """Compute precision, recall, F-measure and support for each class

    The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of
    true positives and ``fp`` the number of false positives. The precision is
    intuitively the ability of the classifier not to label as positive a sample
    that is negative.

    The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of
    true positives and ``fn`` the number of false negatives. The recall is
    intuitively the ability of the classifier to find all the positive samples.

    The F-beta score can be interpreted as a weighted harmonic mean of
    the precision and recall, where an F-beta score reaches its best
    value at 1 and worst score at 0.

    The F-beta score weights recall more than precision by a factor of
    ``beta``. ``beta == 1.0`` means recall and precision are equally important.

    The support is the number of occurrences of each class in ``y_true``.

    If ``pos_label is None`` and in binary classification, this function
    returns the average precision, recall and F-measure if ``average``
    is one of ``'micro'``, ``'macro'``, ``'weighted'`` or ``'samples'``.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) target values.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Estimated targets as returned by a classifier.

    beta : float, 1.0 by default
        The strength of recall versus precision in the F-score.

    labels : array
        Integer array of labels.

    pos_label : str or int, 1 by default
        If ``average`` is not ``None`` and the classification target is binary,
        only this class's scores will be returned.

    average : string, [None (default), 'micro', 'macro', 'samples', 'weighted']
        If ``None``, the scores for each class are returned. Otherwise,
        unless ``pos_label`` is given in binary classification, this
        determines the type of averaging performed on the data:

        ``'micro'``:
            Calculate metrics globally by counting the total true positives,
            false negatives and false positives.
        ``'macro'``:
            Calculate metrics for each label, and find their unweighted
            mean.  This does not take label imbalance into account.
        ``'weighted'``:
            Calculate metrics for each label, and find their average, weighted
            by support (the number of true instances for each label). This
            alters 'macro' to account for label imbalance; it can result in an
            F-score that is not between precision and recall.
        ``'samples'``:
            Calculate metrics for each instance, and find their average (only
            meaningful for multilabel classification where this differs from
            :func:`accuracy_score`).

    warn_for : tuple or set, for internal use
        This determines which warnings will be made in the case that this
        function is being used to return only one of its metrics.

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    precision: float (if average is not None) or array of float, shape =\
        [n_unique_labels]

    recall: float (if average is not None) or array of float, , shape =\
        [n_unique_labels]

    fbeta_score: float (if average is not None) or array of float, shape =\
        [n_unique_labels]

    support: int (if average is not None) or array of int, shape =\
        [n_unique_labels]
        The number of occurrences of each label in ``y_true``.

    References
    ----------
    .. [1] `Wikipedia entry for the Precision and recall
           <http://en.wikipedia.org/wiki/Precision_and_recall>`_

    .. [2] `Wikipedia entry for the F1-score
           <http://en.wikipedia.org/wiki/F1_score>`_

    .. [3] `Discriminative Methods for Multi-labeled Classification Advances
           in Knowledge Discovery and Data Mining (2004), pp. 22-30 by Shantanu
           Godbole, Sunita Sarawagi
           <http://www.godbole.net/shantanu/pubs/multilabelsvm-pakdd04.pdf>`

    Examples
    --------
    >>> from sklearn.metrics import precision_recall_fscore_support
    >>> y_true = np.array([0, 1, 2, 0, 1, 2])
    >>> y_pred = np.array([0, 2, 1, 0, 0, 1])
    >>> precision_recall_fscore_support(y_true, y_pred, average='macro')
    ... # doctest: +ELLIPSIS
    (0.22..., 0.33..., 0.26..., None)
    >>> precision_recall_fscore_support(y_true, y_pred, average='micro')
    ... # doctest: +ELLIPSIS
    (0.33..., 0.33..., 0.33..., None)
    >>> precision_recall_fscore_support(y_true, y_pred, average='weighted')
    ... # doctest: +ELLIPSIS
    (0.22..., 0.33..., 0.26..., None)

    """
    average_options = (None, 'micro', 'macro', 'weighted', 'samples')
    if average not in average_options:
        raise ValueError('average has to be one of ' +
                         str(average_options))
    if beta <= 0:
        raise ValueError("beta should be >0 in the F-beta score")

    y_type, y_true, y_pred = _check_targets(y_true, y_pred)

    label_order = labels  # save this for later
    if labels is None:
        labels = unique_labels(y_true, y_pred)
    else:
        labels = np.asarray(labels)

    ### Calculate tp_sum, pred_sum, true_sum ###

    if y_type.startswith('multilabel'):
        sum_axis = 1 if average == 'samples' else 0

        # calculate weighted counts
        true_and_pred = y_true.multiply(y_pred)
        tp_sum = count_nonzero(true_and_pred, axis=sum_axis,
                               sample_weight=sample_weight)
        pred_sum = count_nonzero(y_pred, axis=sum_axis,
                                 sample_weight=sample_weight)
        true_sum = count_nonzero(y_true, axis=sum_axis,
                                 sample_weight=sample_weight)

    elif average == 'samples':
        raise ValueError("Sample-based precision, recall, fscore is "
                         "not meaningful outside multilabel"
                         "classification. See the accuracy_score instead.")
    else:
        lb = LabelEncoder()
        lb.fit(labels)
        y_true = lb.transform(y_true)
        y_pred = lb.transform(y_pred)
        labels = lb.classes_

        # labels are now from 0 to len(labels) - 1 -> use bincount
        tp = y_true == y_pred
        tp_bins = y_true[tp]
        if sample_weight is not None:
            tp_bins_weights = np.asarray(sample_weight)[tp]
        else:
            tp_bins_weights = None

        if len(tp_bins):
            tp_sum = np.bincount(tp_bins, weights=tp_bins_weights,
                                 minlength=len(labels))
        else:
            # Pathological case
            true_sum = pred_sum = tp_sum = np.zeros(len(labels))
        if len(y_pred):
            pred_sum = np.bincount(y_pred, weights=sample_weight,
                                   minlength=len(labels))
        if len(y_true):
            true_sum = np.bincount(y_true, weights=sample_weight,
                                   minlength=len(labels))

    ### Select labels to keep ###

    if y_type == 'binary' and average is not None and pos_label is not None:
        if label_order is not None and len(label_order) == 2:
            warnings.warn('In the future, providing two `labels` values, as '
                          'well as `average` will average over those '
                          'labels. For now, please use `labels=None` with '
                          '`pos_label` to evaluate precision, recall and '
                          'F-score for the positive label only.',
                          FutureWarning)
        if pos_label not in labels:
            if len(labels) == 1:
                # Only negative labels
                return (0., 0., 0., 0)
            else:
                raise ValueError("pos_label=%r is not a valid label: %r" %
                                 (pos_label, labels))
        pos_label_idx = labels == pos_label
        tp_sum = tp_sum[pos_label_idx]
        pred_sum = pred_sum[pos_label_idx]
        true_sum = true_sum[pos_label_idx]

    elif average == 'micro':
        tp_sum = np.array([tp_sum.sum()])
        pred_sum = np.array([pred_sum.sum()])
        true_sum = np.array([true_sum.sum()])

    ### Finally, we have all our sufficient statistics. Divide! ###

    beta2 = beta ** 2
    with np.errstate(divide='ignore', invalid='ignore'):
        # Divide, and on zero-division, set scores to 0 and warn:

        # Oddly, we may get an "invalid" rather than a "divide" error
        # here.
        precision = _prf_divide(tp_sum, pred_sum,
                                'precision', 'predicted', average, warn_for)
        recall = _prf_divide(tp_sum, true_sum,
                             'recall', 'true', average, warn_for)
        # Don't need to warn for F: either P or R warned, or tp == 0 where pos
        # and true are nonzero, in which case, F is well-defined and zero
        f_score = ((1 + beta2) * precision * recall /
                   (beta2 * precision + recall))
        f_score[tp_sum == 0] = 0.0

    ## Average the results ##

    if average == 'weighted':
        weights = true_sum
        if weights.sum() == 0:
            return 0, 0, 0, None
    elif average == 'samples':
        weights = sample_weight
    else:
        weights = None

    if average is not None:
        precision = np.average(precision, weights=weights)
        recall = np.average(recall, weights=weights)
        f_score = np.average(f_score, weights=weights)
        true_sum = None  # return no support
    elif label_order is not None:
        indices = np.searchsorted(labels, label_order)
        precision = precision[indices]
        recall = recall[indices]
        f_score = f_score[indices]
        true_sum = true_sum[indices]

    return precision, recall, f_score, true_sum


def precision_score(y_true, y_pred, labels=None, pos_label=1,
                    average='weighted', sample_weight=None):
    """Compute the precision

    The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of
    true positives and ``fp`` the number of false positives. The precision is
    intuitively the ability of the classifier not to label as positive a sample
    that is negative.

    The best value is 1 and the worst value is 0.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) target values.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Estimated targets as returned by a classifier.

    labels : array
        Integer array of labels.

    pos_label : str or int, 1 by default
        If ``average`` is not ``None`` and the classification target is binary,
        only this class's scores will be returned.

    average : string, [None, 'micro', 'macro', 'samples', 'weighted' (default)]
        If ``None``, the scores for each class are returned. Otherwise,
        unless ``pos_label`` is given in binary classification, this
        determines the type of averaging performed on the data:

        ``'micro'``:
            Calculate metrics globally by counting the total true positives,
            false negatives and false positives.
        ``'macro'``:
            Calculate metrics for each label, and find their unweighted
            mean.  This does not take label imbalance into account.
        ``'weighted'``:
            Calculate metrics for each label, and find their average, weighted
            by support (the number of true instances for each label). This
            alters 'macro' to account for label imbalance; it can result in an
            F-score that is not between precision and recall.
        ``'samples'``:
            Calculate metrics for each instance, and find their average (only
            meaningful for multilabel classification where this differs from
            :func:`accuracy_score`).

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    precision : float (if average is not None) or array of float, shape =\
        [n_unique_labels]
        Precision of the positive class in binary classification or weighted
        average of the precision of each class for the multiclass task.

    Examples
    --------

    >>> from sklearn.metrics import precision_score
    >>> y_true = [0, 1, 2, 0, 1, 2]
    >>> y_pred = [0, 2, 1, 0, 0, 1]
    >>> precision_score(y_true, y_pred, average='macro')  # doctest: +ELLIPSIS
    0.22...
    >>> precision_score(y_true, y_pred, average='micro')  # doctest: +ELLIPSIS
    0.33...
    >>> precision_score(y_true, y_pred, average='weighted')
    ... # doctest: +ELLIPSIS
    0.22...
    >>> precision_score(y_true, y_pred, average=None)  # doctest: +ELLIPSIS
    array([ 0.66...,  0.        ,  0.        ])

    """
    p, _, _, _ = precision_recall_fscore_support(y_true, y_pred,
                                                 labels=labels,
                                                 pos_label=pos_label,
                                                 average=average,
                                                 warn_for=('precision',),
                                                 sample_weight=sample_weight)
    return p


def recall_score(y_true, y_pred, labels=None, pos_label=1, average='weighted',
                 sample_weight=None):
    """Compute the recall

    The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of
    true positives and ``fn`` the number of false negatives. The recall is
    intuitively the ability of the classifier to find all the positive samples.

    The best value is 1 and the worst value is 0.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) target values.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Estimated targets as returned by a classifier.

    labels : array
        Integer array of labels.

    pos_label : str or int, 1 by default
        If ``average`` is not ``None`` and the classification target is binary,
        only this class's scores will be returned.

    average : string, [None, 'micro', 'macro', 'samples', 'weighted' (default)]
        If ``None``, the scores for each class are returned. Otherwise,
        unless ``pos_label`` is given in binary classification, this
        determines the type of averaging performed on the data:

        ``'micro'``:
            Calculate metrics globally by counting the total true positives,
            false negatives and false positives.
        ``'macro'``:
            Calculate metrics for each label, and find their unweighted
            mean.  This does not take label imbalance into account.
        ``'weighted'``:
            Calculate metrics for each label, and find their average, weighted
            by support (the number of true instances for each label). This
            alters 'macro' to account for label imbalance; it can result in an
            F-score that is not between precision and recall.
        ``'samples'``:
            Calculate metrics for each instance, and find their average (only
            meaningful for multilabel classification where this differs from
            :func:`accuracy_score`).

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    recall : float (if average is not None) or array of float, shape =\
        [n_unique_labels]
        Recall of the positive class in binary classification or weighted
        average of the recall of each class for the multiclass task.

    Examples
    --------
    >>> from sklearn.metrics import recall_score
    >>> y_true = [0, 1, 2, 0, 1, 2]
    >>> y_pred = [0, 2, 1, 0, 0, 1]
    >>> recall_score(y_true, y_pred, average='macro')  # doctest: +ELLIPSIS
    0.33...
    >>> recall_score(y_true, y_pred, average='micro')  # doctest: +ELLIPSIS
    0.33...
    >>> recall_score(y_true, y_pred, average='weighted')  # doctest: +ELLIPSIS
    0.33...
    >>> recall_score(y_true, y_pred, average=None)
    array([ 1.,  0.,  0.])


    """
    _, r, _, _ = precision_recall_fscore_support(y_true, y_pred,
                                                 labels=labels,
                                                 pos_label=pos_label,
                                                 average=average,
                                                 warn_for=('recall',),
                                                 sample_weight=sample_weight)
    return r


def classification_report(y_true, y_pred, labels=None, target_names=None,
                          sample_weight=None):
    """Build a text report showing the main classification metrics

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) target values.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Estimated targets as returned by a classifier.

    labels : array, shape = [n_labels]
        Optional list of label indices to include in the report.

    target_names : list of strings
        Optional display names matching the labels (same order).

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    report : string
        Text summary of the precision, recall, F1 score for each class.

    Examples
    --------
    >>> from sklearn.metrics import classification_report
    >>> y_true = [0, 1, 2, 2, 2]
    >>> y_pred = [0, 0, 2, 2, 1]
    >>> target_names = ['class 0', 'class 1', 'class 2']
    >>> print(classification_report(y_true, y_pred, target_names=target_names))
                 precision    recall  f1-score   support
    <BLANKLINE>
        class 0       0.50      1.00      0.67         1
        class 1       0.00      0.00      0.00         1
        class 2       1.00      0.67      0.80         3
    <BLANKLINE>
    avg / total       0.70      0.60      0.61         5
    <BLANKLINE>

    """

    if labels is None:
        labels = unique_labels(y_true, y_pred)
    else:
        labels = np.asarray(labels)

    last_line_heading = 'avg / total'

    if target_names is None:
        width = len(last_line_heading)
        target_names = ['%s' % l for l in labels]
    else:
        width = max(len(cn) for cn in target_names)
        width = max(width, len(last_line_heading))

    headers = ["precision", "recall", "f1-score", "support"]
    fmt = '%% %ds' % width  # first column: class name
    fmt += '  '
    fmt += ' '.join(['% 9s' for _ in headers])
    fmt += '\n'

    headers = [""] + headers
    report = fmt % tuple(headers)
    report += '\n'

    p, r, f1, s = precision_recall_fscore_support(y_true, y_pred,
                                                  labels=labels,
                                                  average=None,
                                                  sample_weight=sample_weight)

    for i, label in enumerate(labels):
        values = [target_names[i]]
        for v in (p[i], r[i], f1[i]):
            values += ["{0:0.2f}".format(v)]
        values += ["{0}".format(s[i])]
        report += fmt % tuple(values)

    report += '\n'

    # compute averages
    values = [last_line_heading]
    for v in (np.average(p, weights=s),
              np.average(r, weights=s),
              np.average(f1, weights=s)):
        values += ["{0:0.2f}".format(v)]
    values += ['{0}'.format(np.sum(s))]
    report += fmt % tuple(values)
    return report


def hamming_loss(y_true, y_pred, classes=None):
    """Compute the average Hamming loss.

    The Hamming loss is the fraction of labels that are incorrectly predicted.

    Parameters
    ----------
    y_true : 1d array-like, or label indicator array / sparse matrix
        Ground truth (correct) labels.

    y_pred : 1d array-like, or label indicator array / sparse matrix
        Predicted labels, as returned by a classifier.

    classes : array, shape = [n_labels], optional
        Integer array of labels.

    Returns
    -------
    loss : float or int,
        Return the average Hamming loss between element of ``y_true`` and
        ``y_pred``.

    See Also
    --------
    accuracy_score, jaccard_similarity_score, zero_one_loss

    Notes
    -----
    In multiclass classification, the Hamming loss correspond to the Hamming
    distance between ``y_true`` and ``y_pred`` which is equivalent to the
    subset ``zero_one_loss`` function.

    In multilabel classification, the Hamming loss is different from the
    subset zero-one loss. The zero-one loss considers the entire set of labels
    for a given sample incorrect if it does entirely match the true set of
    labels. Hamming loss is more forgiving in that it penalizes the individual
    labels.

    The Hamming loss is upperbounded by the subset zero-one loss. When
    normalized over samples, the Hamming loss is always between 0 and 1.

    References
    ----------
    .. [1] Grigorios Tsoumakas, Ioannis Katakis. Multi-Label Classification:
           An Overview. International Journal of Data Warehousing & Mining,
           3(3), 1-13, July-September 2007.

    .. [2] `Wikipedia entry on the Hamming distance
           <http://en.wikipedia.org/wiki/Hamming_distance>`_

    Examples
    --------
    >>> from sklearn.metrics import hamming_loss
    >>> y_pred = [1, 2, 3, 4]
    >>> y_true = [2, 2, 3, 4]
    >>> hamming_loss(y_true, y_pred)
    0.25

    In the multilabel case with binary label indicators:

    >>> hamming_loss(np.array([[0, 1], [1, 1]]), np.zeros((2, 2)))
    0.75
    """
    y_type, y_true, y_pred = _check_targets(y_true, y_pred)

    if classes is None:
        classes = unique_labels(y_true, y_pred)
    else:
        classes = np.asarray(classes)

    if y_type.startswith('multilabel'):
        n_differences = count_nonzero(y_true - y_pred)
        return (n_differences / (y_true.shape[0] * len(classes)))

    elif y_type in ["binary", "multiclass"]:
        return sp_hamming(y_true, y_pred)
    else:
        raise ValueError("{0} is not supported".format(y_type))


def log_loss(y_true, y_pred, eps=1e-15, normalize=True, sample_weight=None):
    """Log loss, aka logistic loss or cross-entropy loss.

    This is the loss function used in (multinomial) logistic regression
    and extensions of it such as neural networks, defined as the negative
    log-likelihood of the true labels given a probabilistic classifier's
    predictions. For a single sample with true label yt in {0,1} and
    estimated probability yp that yt = 1, the log loss is

        -log P(yt|yp) = -(yt log(yp) + (1 - yt) log(1 - yp))

    Parameters
    ----------
    y_true : array-like or label indicator matrix
        Ground truth (correct) labels for n_samples samples.

    y_pred : array-like of float, shape = (n_samples, n_classes)
        Predicted probabilities, as returned by a classifier's
        predict_proba method.

    eps : float
        Log loss is undefined for p=0 or p=1, so probabilities are
        clipped to max(eps, min(1 - eps, p)).

    normalize : bool, optional (default=True)
        If true, return the mean loss per sample.
        Otherwise, return the sum of the per-sample losses.

    sample_weight : array-like of shape = [n_samples], optional
        Sample weights.

    Returns
    -------
    loss : float

    Examples
    --------
    >>> log_loss(["spam", "ham", "ham", "spam"],  # doctest: +ELLIPSIS
    ...          [[.1, .9], [.9, .1], [.8, .2], [.35, .65]])
    0.21616...

    References
    ----------
    C.M. Bishop (2006). Pattern Recognition and Machine Learning. Springer,
    p. 209.

    Notes
    -----
    The logarithm used is the natural logarithm (base-e).
    """
    lb = LabelBinarizer()
    T = lb.fit_transform(y_true)
    if T.shape[1] == 1:
        T = np.append(1 - T, T, axis=1)

    # Clipping
    Y = np.clip(y_pred, eps, 1 - eps)

    # This happens in cases when elements in y_pred have type "str".
    if not isinstance(Y, np.ndarray):
        raise ValueError("y_pred should be an array of floats.")

    # If y_pred is of single dimension, assume y_true to be binary
    # and then check.
    if Y.ndim == 1:
        Y = Y[:, np.newaxis]
    if Y.shape[1] == 1:
        Y = np.append(1 - Y, Y, axis=1)

    # Check if dimensions are consistent.
    check_consistent_length(T, Y)
    T = check_array(T)
    Y = check_array(Y)
    if T.shape[1] != Y.shape[1]:
        raise ValueError("y_true and y_pred have different number of classes "
                         "%d, %d" % (T.shape[1], Y.shape[1]))

    # Renormalize
    Y /= Y.sum(axis=1)[:, np.newaxis]
    loss = -(T * np.log(Y)).sum(axis=1)

    return _weighted_sum(loss, sample_weight, normalize)


def hinge_loss(y_true, pred_decision, pos_label=None, neg_label=None):
    """Average hinge loss (non-regularized)

    Assuming labels in y_true are encoded with +1 and -1, when a prediction
    mistake is made, ``margin = y_true * pred_decision`` is always negative
    (since the signs disagree), implying ``1 - margin`` is always greater than
    1.  The cumulated hinge loss is therefore an upper bound of the number of
    mistakes made by the classifier.

    Parameters
    ----------
    y_true : array, shape = [n_samples]
        True target, consisting of integers of two values. The positive label
        must be greater than the negative label.

    pred_decision : array, shape = [n_samples] or [n_samples, n_classes]
        Predicted decisions, as output by decision_function (floats).

    Returns
    -------
    loss : float

    References
    ----------
    .. [1] `Wikipedia entry on the Hinge loss
            <http://en.wikipedia.org/wiki/Hinge_loss>`_

    Examples
    --------
    >>> from sklearn import svm
    >>> from sklearn.metrics import hinge_loss
    >>> X = [[0], [1]]
    >>> y = [-1, 1]
    >>> est = svm.LinearSVC(random_state=0)
    >>> est.fit(X, y)
    LinearSVC(C=1.0, class_weight=None, dual=True, fit_intercept=True,
         intercept_scaling=1, loss='l2', max_iter=1000, multi_class='ovr',
         penalty='l2', random_state=0, tol=0.0001, verbose=0)
    >>> pred_decision = est.decision_function([[-2], [3], [0.5]])
    >>> pred_decision  # doctest: +ELLIPSIS
    array([-2.18...,  2.36...,  0.09...])
    >>> hinge_loss([-1, 1, 1], pred_decision)  # doctest: +ELLIPSIS
    0.30...

    """
    # TODO: multi-class hinge-loss
    check_consistent_length(y_true, pred_decision)
    y_true = column_or_1d(y_true)
    pred_decision = column_or_1d(pred_decision)

    # the rest of the code assumes that positive and negative labels
    # are encoded as +1 and -1 respectively
    lbin = LabelBinarizer(neg_label=-1)
    y_true = lbin.fit_transform(y_true)[:, 0]

    if len(lbin.classes_) > 2 or (pred_decision.ndim == 2
                                  and pred_decision.shape[1] != 1):
        raise ValueError("Multi-class hinge loss not supported")
    pred_decision = np.ravel(pred_decision)

    try:
        margin = y_true * pred_decision
    except TypeError:
        raise TypeError("pred_decision should be an array of floats.")
    losses = 1 - margin
    # The hinge doesn't penalize good enough predictions.
    losses[losses <= 0] = 0
    return np.mean(losses)