Changelog
Source:NEWS.md
yardstick 1.3.1
CRAN release: 2024-03-21
Bug Fixes
Bug was fixed in
roc_curve_survival()
where wrong weights were used. (#495, @asb2111).Output of
roc_curve_survival()
now returns columns in same order asroc_curve()
. (#498)
yardstick 1.3.0
CRAN release: 2024-01-19
New Metrics
The Brier score for survival data was added with
brier_survival()
.The Integrated Brier score for survival data was added with
brier_survival_integrated()
.The Concordance index for survival data was added with
concordance_survival()
.Time-Dependent ROC curves estimation for right-censored data can now be calculated with
roc_curve_survival()
.Time-Dependent ROC AUC estimation for right-censored data can now be calculated with
roc_auc_survival()
.
Improvements
demographic_parity()
,equalized_odds()
, andequal_opportunity()
are new metrics for measuring model fairness. Each is implemented with thenew_groupwise_metric()
constructor, a general interface for defining group-aware metrics that allows for quickly and flexibly defining fairness metrics with the problem context in mind.metric_set()
can now be used with a combination of dynamic and static survival metrics.Added a print method for metrics and metric sets (#435).
All warnings and errors have been updated to use the cli package for increased clarity and consistency. (#456, #457, #458)
brier_survival_integrated()
now throws an error if input data only includes 1 evalution time point. (#460)Clarifying documentation about how
event_level
always default to"first
. (#432)
Bug Fixes
- Metrics now throw more informative error if
estimate
argument is wrongly used. (#443)
Breaking Changes
- Curve metrics now throw an informative error instead of returning
NA
when missing values are found andna_rm = FALSE
. (#344)
yardstick 1.2.0
CRAN release: 2023-04-21
New Metrics
- The Brier score for classification was added with
brier_class()
(#139).
Improvements
The global option,
yardstick.event_first
, has been hard deprecated in favor of using explicit argument,event_level
. Setting this option will now produce an warning, but won’t have any effect. (#173)Removed start-up message about
event_level
argument.yardstick metric functions now use a pure tidyselect interface for
truth
,estimate
, and the...
of class probability metrics (#322).Changed the default aspect ratio for PR curves to be 1.0.
Error messages now show what user-facing function was called (#348).
classification and probability metrics now fully support
class_pred
objects from {probably} package (#341).
Bug Fixes
Using
metric_set()
on a metric created withmetric_tweak()
will no longer produces an error, and will favor arguments set withmetric_tweak()
(#351).Metric summarizers no longer error if column names in
data
conflict with argument names (#382).conf_mat()
no longer throw errors listed as internal (#327).
Developer
metric_vec_template()
is being soft deprecated in favor of a more manual and flexible metric creation approach.yardstick_remove_missing()
andyardstick_any_missing()
have been added for treatment of missing values.check_class_metric()
,check_numeric_metric()
, andcheck_prob_metric()
have been added to perform standardized input checking for classification, regression and class probability metrics respectively. These changes mean that it is the developer’s responsibility to perform validation oftruth
andestimate
input. (#337).metric_summarizer()
is being soft deprecated in favor of the more specific newly addedclass_metric_summarizer()
,numeric_metric_summarizer()
,prob_metric_summarizer()
, andcurve_metric_summarizer()
(#322).dots_to_estimate()
is being soft deprecated along withmetric_summarizer()
.dots_to_estimate()
is not needed withprob_metric_summarizer()
, andcurve_metric_summarizer()
(#329).
yardstick 1.1.0
CRAN release: 2022-09-07
Emil Hvitfeldt is now the maintainer (#315).
Improved on the chained error thrown by
metric_set()
when one of the metric computations fails (#313).
yardstick 1.0.0
CRAN release: 2022-06-06
All yardstick metrics now support case weights through the new
case_weights
argument. This also includes metric-adjacent functions likeroc_curve()
,pr_curve()
,conf_mat()
, andmetric_set()
.The
options
argument ofroc_curve()
,roc_auc()
,roc_aunp()
,roc_aunu()
, andmetrics()
that was passed along to the pROC package is now deprecated and no longer has any affect. This is a result of changing to an ROC curve implementation that supports case weights, but does not support any of the previous options. If you need these options, we suggest wrapping pROC yourself in a custom metric (#296).conf_mat()
now ignores any inputs passed through...
and warns if you try to do such a thing. Previously, those were passed on tobase::table()
, but with the addition of case weight support,table()
is no longer used (#295).Fixed a small mistake in
ccc()
where the unbiased covariance wasn’t being used whenbias = FALSE
.j_index()
now throws a more correct warning if0
is in the denominator when computingsens()
internally. Additionally, in the multiclass case it now removes the levels where this occurs from the multiclass weighted average computation, which is consistent with how other metrics were updated to handle this in #118 (#265).Improved on some possible ambiguity in the documentation of the
data
argument for all metrics (#255).purrr has been removed from Suggests.
The pROC package has been removed as a dependency (#300).
Moved the Custom Metrics vignette to tidymodels.org (#236).
yardstick 0.0.9
CRAN release: 2021-11-22
New metric
poisson_log_loss()
was added (#146).sensitivity()
andspecificity()
now work correctly with the tune and workflowsets packages (#232).roc_curve()
now throws a more informative error iftruth
doesn’t have any control or event observations.dplyr 1.0.0 is now required. This allowed us to remove multiple usages of
dplyr::do()
in favor ofdplyr::summarise()
, which can now return packed data frame columns and multiple rows per group.Removed internal hardcoding of
"dplyr_error"
to avoid issues with an upcoming dplyr 1.0.8 release (#244).Updated test suite to testthat 3e (#243).
Internal upkeep has been done to move from
rlang::warn(.subclass = )
torlang::warn(class = )
, since the.subclass
argument has been deprecated (#225).
yardstick 0.0.8
CRAN release: 2021-03-28
New
metric_tweak()
for adjusting the default values of optional arguments in an existing yardstick metric. This is useful to quickly adjust the defaults of a metric that will be included in ametric_set()
, especially if that metric set is going to be used for tuning with the tune package (#206, #182).New
classification_cost()
metric for computing the cost of a poor class probability prediction using user-defined costs (#3).New
msd()
for computing the mean signed deviation (also called mean signed difference, or mean signed error) (#183, @datenzauberai).class_pred
objects from the probably package are now supported, and are automatically converted to factors before computing any metric. Note that this means that any equivocal values are materialized asNA
(#198).The
kap()
metric has a newweighting
argument to apply linear or quadratic weightings before computing the kappa value (#2, #125, @jonthegeek).When
sens()
is undefined when computingppv()
,npv()
,j_index()
, orbal_accuracy()
, a sensitivity warning is now correctly thrown, rather than a recall warning (#101).The
autoplot()
method for gain curves now plots the curve line on top of the shaded polygon, resulting in a sharper look for the line itself (#192, @eddjberry).The
autoplot()
methods forconf_mat
now respect user-defined dimension names added throughconf_mat(dnn = )
or from converting a table with dimension names to aconf_mat
(#191).Added an
as_tibble()
method formetric_set
objects. Printing ametric_set
now uses this to print out a tibble rather than a data frame (#186).Re-licensed package from GPL-2 to MIT. See consent from copyright holders here (#204).
yardstick 0.0.7
CRAN release: 2020-07-13
-
The global option,
yardstick.event_first
, has been deprecated in favor of the new explicit argument,event_level
. All metric functions that previously supported changing the “event” level have gained this new argument. The global option was a historical design decision that can be classified as a case of a hidden argument. Existing code that relied on this global option will continue to work in this version of yardstick, however you will now get a once-per-session warning that requests that you update to instead use the explicitevent_level
argument. The global option will be completely removed in a future version. To update, follow the guide below (#163).`options(yardstick.event_first = TRUE)` -> `event_level = "first"` (the default) `options(yardstick.event_first = FALSE)` -> `event_level = "second"`
The
roc_auc()
Hand-Till multiclass estimator will now ignore levels intruth
that occur zero times in the actual data. With other methods of multiclass averaging, this usually returns anNA
, however, ignoring levels in this manner is more consistent with implementations in the HandTill2001 and pROC packages (#123).roc_auc()
androc_curve()
now setdirection = "<"
when computing the ROC curve usingpROC::roc()
. Results were being computed incorrectly withdirection = "auto"
when most probability values were predicting the wrong class (#123).mn_log_loss()
now respects the (deprecated) global optionyardstick.event_first
. However, you should instead change the relevant event level through theevent_level
argument.metric_set()
now strips the package name when auto-labeling functions (@rorynolan, #151).There are three new helper functions for more easily creating custom metric functions:
new_class_metric()
,new_prob_metric()
, andnew_numeric_metric()
.Rcpp has been removed as a direct dependency.
yardstick 0.0.6
CRAN release: 2020-03-17
roc_auc()
now warns when there are no events or controls in the providedtruth
column, and returnsNA
(@dpastling, #132).Adds
sensitivity()
andspecificity()
as aliases forsens()
andspec()
respectively, avoids conflict with other packages e.g.readr::spec()
.roc_aunu()
androc_aunp()
are two new ROC AUC metrics for multiclass classifiers. These measure the AUC of each class against the rest,roc_aunu()
using the uniform class distribution (#69) androc_aunp()
using the a priori class distribution (#70).
yardstick 0.0.5
CRAN release: 2020-01-23
Other improvements
The
autoplot()
heat map for confusion matrices now places the predicted values on thex
axis and the truth values on they
axis to be more consistent with the confusion matrixprint()
method.The
autoplot()
mosaic plot for confusion matrices had thex
andy
axis labels backwards. This has been corrected.
yardstick 0.0.4
CRAN release: 2019-08-26
New metrics and functionality
iic()
is a new numeric metric for computing the index of ideality of correlation. It can be seen as a potential alternative to the traditional correlation coefficient, and has been used in QSAR models (@jyuu, #115).average_precision()
is a new probability metric that can be used as an alternative topr_auc()
. It has the benefit of avoiding any issues of ambiguity in the case whererecall == 0
and the current number of false positives is0
.
Other improvements
metric_set()
output now includes ametrics
attribute which contains a list of the original metric functions used to generate the metric set.Each metric function now has a
direction
attribute attached to it, specifying whether to minimize or maximize the metric.Classification metrics that can potentially have a
0
value denominator now throw an informative warning when this case occurs. These includerecall()
,precision()
,sens()
, andspec()
(#98).The
autoplot()
method forpr_curve()
has been improved to always set the axis limits toc(0, 1)
.All valid arguments to
pROC::roc()
are now utilized, including those passed on topROC::auc()
.Documentation for class probability metrics has been improved with more informative examples (@rudeboybert, #100).
Bug fixes
mn_log_loss()
now uses the min/max rule before computing the log of the estimated probabilities to avoid problematic undefined log values (#103).pr_curve()
now places a1
as the first precision value, rather thanNA
. WhileNA
is technically correct as precision is undefined here,1
is practically more correct because it generates a correct PR Curve graph and, more importantly, allowspr_auc()
to compute the correct AUC.pr_curve()
could generate the wrong results in the somewhat rare case when two class probability estimates were the same, but had different truth values.pr_curve()
(and subsequentlypr_auc()
) now generates the correct curve when there are duplicate class probability values (reported by @dariyasydykova, #93).Binary
mcc()
now avoids integer overflow when the confusion matrix elements are large (#108).
yardstick 0.0.3
CRAN release: 2019-03-08
New metrics and functionality
mase()
is a numeric metric for the mean absolute scaled error. It is generally useful when forecasting with time series (@alexhallam, #68).huber_loss()
is a numeric metric that is less sensitive to outliers thanrmse()
, but is more sensitive thanmae()
for small errors (@blairj09, #71).huber_loss_pseudo()
is a smoothed form ofhuber_loss()
(@blairj09, #71).smape()
is a numeric metric that is based on percentage errors (@riazhedayati, #67).conf_mat
objects now have twoggplot2::autoplot()
methods for easy visualization of the confusion matrix as either a heat map or a mosaic plot (@EmilHvitfeldt, #10).
Other improvements
-
metric_set()
now returns a classed function. If numeric metrics are used, a"numeric_metric_set"
function is returned. If class or probability metrics are used, a"class_prob_metric_set"
is returned.
Bug fixes
Tests related to the fixed R 3.6
sample()
function have been fixed.f_meas()
propagatesNA
values fromprecision()
andrecall()
correctly (#77).All
"micro"
estimators now propagateNA
values through correctly.roc_auc(estimator = "hand_till")
now correctly computes the metric when the column names of the probability matrix are not the exact same as the levels oftruth
. Note that the computation still assumes that the order of the supplied probability matrix columns still matches the order oflevels(truth)
, like other multiclass metrics (#86).
yardstick 0.0.2
CRAN release: 2018-11-05
Breaking changes
A desire to standardize the yardstick API is what drove these breaking changes. The output of each metric is now in line with tidy principles, returning a tibble rather than a single numeric. Additionally, all metrics now have a standard argument list so you should be able to switch between metrics and combine them together effortlessly.
All metrics now return a tibble rather than a single numeric value. This format allows metrics to work with grouped data frames (for resamples). It also allows you to bundle multiple metrics together with a new function,
metric_set()
.For all class probability metrics, now only 1 column can be passed to
...
when a binary implementation is used. Those metrics will no longer select only the first column when multiple columns are supplied, and will instead throw an error.The
summary()
method forconf_mat
objects now returns a tibble to be consistent with the change to the metric functions.For naming consistency,
mnLogLoss()
was renamed tomn_log_loss()
mn_log_loss()
now returns the negative log loss for the multinomial distribution.The argument
na.rm
has been changed tona_rm
in all metrics to align with thetidymodels
model implementation principles.
Core features
Each metric now has a vector interface to go alongside the data frame interface. All vector functions end in
_vec()
. The vector interface accepts vector/matrix inputs and returns a single numeric value.Multiclass support has been added for each classification metric. The support varies from one metric to the next, but generally macro and micro averaging is available for all metrics, with some metrics having specialized multiclass implementations (for example,
roc_auc()
supports the multiclass generalization presented in a paper by Hand and Till). For more information, seevignette("multiclass", "yardstick")
.All metrics now work with grouped data frames. This produces a tibble with as many rows as there are groups, and is useful when used alongside resampling techniques.
New metrics and functionality
mape()
calculates the mean absolute percent error.kap()
is a metric similar toaccuracy()
that calculates Cohen’s kappa.detection_prevalence()
calculates the number of predicted positive events relative to the total number of predictions.bal_accuracy()
calculates balanced accuracy as the average of sensitivity and specificity.roc_curve()
calculates receiver operator curves and returns the results as a tibble.pr_curve()
calculates precision recall curves.gain_curve()
andlift_curve()
calculate the information used in gain and lift curves.gain_capture()
is a measure of performance similar in spirit to AUC but applied to a gain curve.pr_curve()
,roc_curve()
,gain_curve()
andlift_curve()
all haveggplot2::autoplot()
methods for easy visualization.metric_set()
constructs functions that calculate multiple metrics at once.
Other improvements
The infrastructure for creating metrics has been exposed to allow users to extend yardstick to work with their own metrics. You might want to do this if you want your metrics to work with grouped data frames out of the box, or if you want the standardization and error checking that yardstick already provides. See
vignette("custom-metrics", "yardstick")
for a few examples.A vignette describing the three classes of metrics used in yardstick has been added. It also includes a list of every metric available, grouped by class. See
vignette("metric-types", "yardstick")
.The error messages in yardstick should now be much more informative, with better feedback about the types of input that each metric can use and about what kinds of metrics can be used together (i.e. in
metric_set()
).There is now a
grouped_df
method forconf_mat()
that returns a tibble with a list column ofconf_mat
objects.Each metric now has its own help page. This allows us to better document the nuances of each metric without cluttering the help pages of other metrics.