How to write a confusion matrix
I wrote a confusion matrix calculation code in Python:
def conf_mat(prob_arr, input_arr):
# confusion matrix
conf_arr = [[0, 0], [0, 0]]
for i in range(len(prob_arr)):
if int(input_arr[i]) == 1:
if float(prob_arr[i]) < 0.5:
conf_arr[0][1] = conf_arr[0][1] + 1
else:
conf_arr[0][0] = conf_arr[0][0] + 1
elif int(input_arr[i]) == 2:
if float(prob_arr[i]) >= 0.5:
conf_arr[1][0] = conf_arr[1][0] +1
else:
conf_arr[1][1] = conf_arr[1][1] +1
accuracy = float(conf_arr[0][0] + conf_arr[1][1])/(len(input_arr))
prob_arr
is an array that my classification code returned and a sample array is like this:
[1.0, 1.0, 1.0, 0.41592955657342651, 1.0, 0.0053405015805891975, 4.5321494433440449e-299, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 0.70943426182688163, 1.0, 1.0, 1.0, 1.0]
input_arr
is the original class labels for a dataset and it is like this:
[2, 1, 1, 1, 1, 1, 2, 1, 1, 2, 1, 开发者_运维百科1, 2, 1, 2, 1, 1, 1]
What my code is trying to do is: I get prob_arr
and input_arr
and for each class (1 and 2) I check if they are misclassified or not.
But my code only works for two classes. If I run this code for a multiple classed data, it doesn't work. How can I make this for multiple classes?
For example, for a data set with three classes, it should return: [[21, 7, 3], [3, 38, 6],[5, 4, 19]]
.
Scikit-Learn provides a confusion_matrix
function
from sklearn.metrics import confusion_matrix
y_actu = [2, 0, 2, 2, 0, 1, 1, 2, 2, 0, 1, 2]
y_pred = [0, 0, 2, 1, 0, 2, 1, 0, 2, 0, 2, 2]
confusion_matrix(y_actu, y_pred)
which output a Numpy array
array([[3, 0, 0],
[0, 1, 2],
[2, 1, 3]])
But you can also create a confusion matrix using Pandas:
import pandas as pd
y_actu = pd.Series([2, 0, 2, 2, 0, 1, 1, 2, 2, 0, 1, 2], name='Actual')
y_pred = pd.Series([0, 0, 2, 1, 0, 2, 1, 0, 2, 0, 2, 2], name='Predicted')
df_confusion = pd.crosstab(y_actu, y_pred)
You will get a (nicely labeled) Pandas DataFrame:
Predicted 0 1 2
Actual
0 3 0 0
1 0 1 2
2 2 1 3
If you add margins=True
like
df_confusion = pd.crosstab(y_actu, y_pred, rownames=['Actual'], colnames=['Predicted'], margins=True)
you will get also sum for each row and column:
Predicted 0 1 2 All
Actual
0 3 0 0 3
1 0 1 2 3
2 2 1 3 6
All 5 2 5 12
You can also get a normalized confusion matrix using:
df_confusion = pd.crosstab(y_actu, y_pred)
df_conf_norm = df_confusion.div(df_confusion.sum(axis=1), axis="index")
Predicted 0 1 2
Actual
0 1.000000 0.000000 0.000000
1 0.000000 0.333333 0.666667
2 0.333333 0.166667 0.500000
You can plot this confusion_matrix using
import matplotlib.pyplot as plt
def plot_confusion_matrix(df_confusion, title='Confusion matrix', cmap=plt.cm.gray_r):
plt.matshow(df_confusion, cmap=cmap) # imshow
#plt.title(title)
plt.colorbar()
tick_marks = np.arange(len(df_confusion.columns))
plt.xticks(tick_marks, df_confusion.columns, rotation=45)
plt.yticks(tick_marks, df_confusion.index)
#plt.tight_layout()
plt.ylabel(df_confusion.index.name)
plt.xlabel(df_confusion.columns.name)
df_confusion = pd.crosstab(y_actu, y_pred)
plot_confusion_matrix(df_confusion)
Or plot normalized confusion matrix using:
plot_confusion_matrix(df_conf_norm)
You might also be interested by this project https://github.com/pandas-ml/pandas-ml and its Pip package https://pypi.python.org/pypi/pandas_ml
With this package confusion matrix can be pretty-printed, plot. You can binarize a confusion matrix, get class statistics such as TP, TN, FP, FN, ACC, TPR, FPR, FNR, TNR (SPC), LR+, LR-, DOR, PPV, FDR, FOR, NPV and some overall statistics
In [1]: from pandas_ml import ConfusionMatrix
In [2]: y_actu = [2, 0, 2, 2, 0, 1, 1, 2, 2, 0, 1, 2]
In [3]: y_pred = [0, 0, 2, 1, 0, 2, 1, 0, 2, 0, 2, 2]
In [4]: cm = ConfusionMatrix(y_actu, y_pred)
In [5]: cm.print_stats()
Confusion Matrix:
Predicted 0 1 2 __all__
Actual
0 3 0 0 3
1 0 1 2 3
2 2 1 3 6
__all__ 5 2 5 12
Overall Statistics:
Accuracy: 0.583333333333
95% CI: (0.27666968568210581, 0.84834777019156982)
No Information Rate: ToDo
P-Value [Acc > NIR]: 0.189264302376
Kappa: 0.354838709677
Mcnemar's Test P-Value: ToDo
Class Statistics:
Classes 0 1 2
Population 12 12 12
P: Condition positive 3 3 6
N: Condition negative 9 9 6
Test outcome positive 5 2 5
Test outcome negative 7 10 7
TP: True Positive 3 1 3
TN: True Negative 7 8 4
FP: False Positive 2 1 2
FN: False Negative 0 2 3
TPR: (Sensitivity, hit rate, recall) 1 0.3333333 0.5
TNR=SPC: (Specificity) 0.7777778 0.8888889 0.6666667
PPV: Pos Pred Value (Precision) 0.6 0.5 0.6
NPV: Neg Pred Value 1 0.8 0.5714286
FPR: False-out 0.2222222 0.1111111 0.3333333
FDR: False Discovery Rate 0.4 0.5 0.4
FNR: Miss Rate 0 0.6666667 0.5
ACC: Accuracy 0.8333333 0.75 0.5833333
F1 score 0.75 0.4 0.5454545
MCC: Matthews correlation coefficient 0.6831301 0.2581989 0.1690309
Informedness 0.7777778 0.2222222 0.1666667
Markedness 0.6 0.3 0.1714286
Prevalence 0.25 0.25 0.5
LR+: Positive likelihood ratio 4.5 3 1.5
LR-: Negative likelihood ratio 0 0.75 0.75
DOR: Diagnostic odds ratio inf 4 2
FOR: False omission rate 0 0.2 0.4285714
I noticed that a new Python library about Confusion Matrix named PyCM is out: maybe you can have a look.
Nearly a decade has passed, yet the solutions (without sklearn) to this post are convoluted and unnecessarily long. Computing a confusion matrix can be done cleanly in Python in a few lines. For example:
import numpy as np
def compute_confusion_matrix(true, pred):
'''Computes a confusion matrix using numpy for two np.arrays
true and pred.
Results are identical (and similar in computation time) to:
"from sklearn.metrics import confusion_matrix"
However, this function avoids the dependency on sklearn.'''
K = len(np.unique(true)) # Number of classes
result = np.zeros((K, K))
for i in range(len(true)):
result[true[i]][pred[i]] += 1
return result
Scikit-learn (which I recommend using anyways) has it included in the metrics
module:
>>> from sklearn.metrics import confusion_matrix
>>> y_true = [0, 1, 2, 0, 1, 2, 0, 1, 2]
>>> y_pred = [0, 0, 0, 0, 1, 1, 0, 2, 2]
>>> confusion_matrix(y_true, y_pred)
array([[3, 0, 0],
[1, 1, 1],
[1, 1, 1]])
If you don't want scikit-learn to do the work for you:
import numpy
actual = numpy.array(actual)
predicted = numpy.array(predicted)
# calculate the confusion matrix; labels is numpy array of classification labels
cm = numpy.zeros((len(labels), len(labels)))
for a, p in zip(actual, predicted):
cm[a][p] += 1
# also get the accuracy easily with numpy
accuracy = (actual == predicted).sum() / float(len(actual))
Or take a look at a more complete implementation here in NLTK.
A Dependency Free Multiclass Confusion Matrix
# A Simple Confusion Matrix Implementation
def confusionmatrix(actual, predicted, normalize = False):
"""
Generate a confusion matrix for multiple classification
@params:
actual - a list of integers or strings for known classes
predicted - a list of integers or strings for predicted classes
normalize - optional boolean for matrix normalization
@return:
matrix - a 2-dimensional list of pairwise counts
"""
unique = sorted(set(actual))
matrix = [[0 for _ in unique] for _ in unique]
imap = {key: i for i, key in enumerate(unique)}
# Generate Confusion Matrix
for p, a in zip(predicted, actual):
matrix[imap[p]][imap[a]] += 1
# Matrix Normalization
if normalize:
sigma = sum([sum(matrix[imap[i]]) for i in unique])
matrix = [row for row in map(lambda i: list(map(lambda j: j / sigma, i)), matrix)]
return matrix
The approach here is to pair up the unique classes found in the actual
vector into a 2-dimensional list. From there, we simply iterate through the zipped actual
and predicted
vectors and populate the counts using the indices to access the matrix positions.
Usage
cm = confusionmatrix(
[1, 1, 2, 0, 1, 1, 2, 0, 0, 1], # actual
[0, 1, 1, 0, 2, 1, 2, 2, 0, 2] # predicted
)
# And The Output
print(cm)
[[2, 1, 0], [0, 2, 1], [1, 2, 1]]
Note: the actual
classes are along the columns and the predicted
classes are along the rows.
# Actual
# 0 1 2
# # #
[[2, 1, 0], # 0
[0, 2, 1], # 1 Predicted
[1, 2, 1]] # 2
Class Names Can be Strings or Integers
cm = confusionmatrix(
["B", "B", "C", "A", "B", "B", "C", "A", "A", "B"], # actual
["A", "B", "B", "A", "C", "B", "C", "C", "A", "C"] # predicted
)
# And The Output
print(cm)
[[2, 1, 0], [0, 2, 1], [1, 2, 1]]
You Can Also Return The Matrix With Proportions (Normalization)
cm = confusionmatrix(
["B", "B", "C", "A", "B", "B", "C", "A", "A", "B"], # actual
["A", "B", "B", "A", "C", "B", "C", "C", "A", "C"], # predicted
normalize = True
)
# And The Output
print(cm)
[[0.2, 0.1, 0.0], [0.0, 0.2, 0.1], [0.1, 0.2, 0.1]]
A More Robust Solution
Since writing this post, I've updated my library implementation to be a class that uses a confusion matrix representation internally to compute statistics, in addition to pretty printing the confusion matrix itself. See this Gist.
Example Usage
# Actual & Predicted Classes
actual = ["A", "B", "C", "C", "B", "C", "C", "B", "A", "A", "B", "A", "B", "C", "A", "B", "C"]
predicted = ["A", "B", "B", "C", "A", "C", "A", "B", "C", "A", "B", "B", "B", "C", "A", "A", "C"]
# Initialize Performance Class
performance = Performance(actual, predicted)
# Print Confusion Matrix
performance.tabulate()
With the output:
===================================
Aᴬ Bᴬ Cᴬ
Aᴾ 3 2 1
Bᴾ 1 4 1
Cᴾ 1 0 4
Note: classᴾ = Predicted, classᴬ = Actual
===================================
And for the normalized matrix:
# Print Normalized Confusion Matrix
performance.tabulate(normalized = True)
With the normalized output:
===================================
Aᴬ Bᴬ Cᴬ
Aᴾ 17.65% 11.76% 5.88%
Bᴾ 5.88% 23.53% 5.88%
Cᴾ 5.88% 0.00% 23.53%
Note: classᴾ = Predicted, classᴬ = Actual
===================================
This function creates confusion matrices for any number of classes.
def create_conf_matrix(expected, predicted, n_classes):
m = [[0] * n_classes for i in range(n_classes)]
for pred, exp in zip(predicted, expected):
m[pred][exp] += 1
return m
def calc_accuracy(conf_matrix):
t = sum(sum(l) for l in conf_matrix)
return sum(conf_matrix[i][i] for i in range(len(conf_matrix))) / t
In contrast to your function above, you have to extract the predicted classes before calling the function, based on your classification results, i.e. sth. like
[1 if p < .5 else 2 for p in classifications]
A numpy-only solution for any number of classes that doesn't require looping:
import numpy as np
classes = 3
true = np.random.randint(0, classes, 50)
pred = np.random.randint(0, classes, 50)
np.bincount(true * classes + pred).reshape((classes, classes))
You can make your code more concise and (sometimes) to run faster using numpy
. For example, in two-classes case your function can be rewritten as (see mply.acc()
):
def accuracy(actual, predicted):
"""accuracy = (tp + tn) / ts
, where:
ts - Total Samples
tp - True Positives
tn - True Negatives
"""
return (actual == predicted).sum() / float(len(actual))
, where:
actual = (numpy.array(input_arr) == 2)
predicted = (numpy.array(prob_arr) < 0.5)
It can be simply calculated as below:
def confusionMatrix(actual, pred):
TP = (actual==pred)[actual].sum()
TN = (actual==pred)[~actual].sum()
FP = (actual!=pred)[~actual].sum()
FN = (actual!=pred)[actual].sum()
return [[TP, TN], [FP, FN]]
A small change of cgnorthcutt's solution, considering the string type variables
def get_confusion_matrix(l1, l2):
assert len(l1)==len(l2), "Two lists have different size."
K = len(np.unique(l1))
# create label-index value
label_index = dict(zip(np.unique(l1), np.arange(K)))
result = np.zeros((K, K))
for i in range(len(l1)):
result[label_index[l1[i]]][label_index[l2[i]]] += 1
return result
You should map from classes to a row in your confusion matrix.
Here the mapping is trivial:
def row_of_class(classe):
return {1: 0, 2: 1}[classe]
In your loop, compute expected_row
, correct_row
, and increment conf_arr[expected_row][correct_row]
. You'll even have less code than what you started with.
In a general sense, you're going to need to change your probability array. Instead of having one number for each instance and classifying based on whether or not it is greater than 0.5, you're going to need a list of scores (one for each class), then take the largest of the scores as the class that was chosen (a.k.a. argmax).
You could use a dictionary to hold the probabilities for each classification:
prob_arr = [{classification_id: probability}, ...]
Choosing a classification would be something like:
for instance_scores in prob_arr :
predicted_classes = [cls for (cls, score) in instance_scores.iteritems() if score = max(instance_scores.values())]
This handles the case where two classes have the same scores. You can get one score, by choosing the first one in that list, but how you handle that depends on what you're classifying.
Once you have your list of predicted classes and a list of expected classes you can use code like Torsten Marek's to create the confusion array and calculate the accuracy.
I wrote a simple class to build a confusion matrix without the need to depend on a machine learning library.
The class can be used such as:
labels = ["cat", "dog", "velociraptor", "kraken", "pony"]
confusionMatrix = ConfusionMatrix(labels)
confusionMatrix.update("cat", "cat")
confusionMatrix.update("cat", "dog")
...
confusionMatrix.update("kraken", "velociraptor")
confusionMatrix.update("velociraptor", "velociraptor")
confusionMatrix.plot()
The class ConfusionMatrix:
import pylab
import collections
import numpy as np
class ConfusionMatrix:
def __init__(self, labels):
self.labels = labels
self.confusion_dictionary = self.build_confusion_dictionary(labels)
def update(self, predicted_label, expected_label):
self.confusion_dictionary[expected_label][predicted_label] += 1
def build_confusion_dictionary(self, label_set):
expected_labels = collections.OrderedDict()
for expected_label in label_set:
expected_labels[expected_label] = collections.OrderedDict()
for predicted_label in label_set:
expected_labels[expected_label][predicted_label] = 0.0
return expected_labels
def convert_to_matrix(self, dictionary):
length = len(dictionary)
confusion_dictionary = np.zeros((length, length))
i = 0
for row in dictionary:
j = 0
for column in dictionary:
confusion_dictionary[i][j] = dictionary[row][column]
j += 1
i += 1
return confusion_dictionary
def get_confusion_matrix(self):
matrix = self.convert_to_matrix(self.confusion_dictionary)
return self.normalize(matrix)
def normalize(self, matrix):
amin = np.amin(matrix)
amax = np.amax(matrix)
return [[(((y - amin) * (1 - 0)) / (amax - amin)) for y in x] for x in matrix]
def plot(self):
matrix = self.get_confusion_matrix()
pylab.figure()
pylab.imshow(matrix, interpolation='nearest', cmap=pylab.cm.jet)
pylab.title("Confusion Matrix")
for i, vi in enumerate(matrix):
for j, vj in enumerate(vi):
pylab.text(j, i+.1, "%.1f" % vj, fontsize=12)
pylab.colorbar()
classes = np.arange(len(self.labels))
pylab.xticks(classes, self.labels)
pylab.yticks(classes, self.labels)
pylab.ylabel('Expected label')
pylab.xlabel('Predicted label')
pylab.show()
Only with numpy, we can do as follow considering efficiency:
def confusion_matrix(pred, label, nc=None):
assert pred.size == label.size
if nc is None:
nc = len(unique(label))
logging.debug("Number of classes assumed to be {}".format(nc))
confusion = np.zeros([nc, nc])
# avoid the confusion with `0`
tran_pred = pred + 1
for i in xrange(nc): # current class
mask = (label == i)
masked_pred = mask * tran_pred
cls, counts = unique(masked_pred, return_counts=True)
# discard the first item
cls = [cl - 1 for cl in cls][1:]
counts = counts[1:]
for cl, count in zip(cls, counts):
confusion[i, cl] = count
return confusion
For other features such as plot, mean-IoU, see my repositories.
Here is a simple implementation that handles an unequal number of classes in the predicted and actual labels (see examples 3 and 4). I hope this helps!
For folks just learning this, here's a quick review. The labels for the columns indicate the predicted class, and the labels for the rows indicate the correct class. In example 1, we have [3 1] on the top row. Again, rows indicate truth, so this means that the correct label is "0" and there are 4 examples with ground truth label of "0". Columns indicate predictions, so we have 3/4 of the samples correctly labeled as "0", but 1/4 was incorrectly labeled as a "1".
def confusion_matrix(actual, predicted):
classes = np.unique(np.concatenate((actual,predicted)))
confusion_mtx = np.empty((len(classes),len(classes)),dtype=np.int)
for i,a in enumerate(classes):
for j,p in enumerate(classes):
confusion_mtx[i,j] = np.where((actual==a)*(predicted==p))[0].shape[0]
return confusion_mtx
Example 1:
actual = np.array([1,1,1,1,0,0,0,0])
predicted = np.array([1,1,1,1,0,0,0,1])
confusion_matrix(actual,predicted)
0 1
0 3 1
1 0 4
Example 2:
actual = np.array(["a","a","a","a","b","b","b","b"])
predicted = np.array(["a","a","a","a","b","b","b","a"])
confusion_matrix(actual,predicted)
0 1
0 4 0
1 1 3
Example 3:
actual = np.array(["a","a","a","a","b","b","b","b"])
predicted = np.array(["a","a","a","a","b","b","b","z"]) # <-- notice the 3rd class, "z"
confusion_matrix(actual,predicted)
0 1 2
0 4 0 0
1 0 3 1
2 0 0 0
Example 4:
actual = np.array(["a","a","a","x","x","b","b","b"]) # <-- notice the 4th class, "x"
predicted = np.array(["a","a","a","a","b","b","b","z"])
confusion_matrix(actual,predicted)
0 1 2 3
0 3 0 0 0
1 0 2 0 1
2 1 1 0 0
3 0 0 0 0
Although the sklearn solution is really clean its really slow if you compare it to numpy only solutions. Let me give you an example and a better/faster solution.
import time
import numpy as np
from sklearn.metrics import confusion_matrix
num_classes = 3
true = np.random.randint(0, num_classes, 10000000)
pred = np.random.randint(0, num_classes, 10000000)
For reference first the sklearn solution
start = time.time()
confusion = confusion_matrix(true, pred)
print('time: ' + str(time.time() - start)) # time: 9.31
And now a much faster solution using numpy only. Instead of iterating through all samples, in this case we iterate through the confusion matrix and calc the value for each cell. This makes the process really fast.
start = time.time()
confusion = np.zeros((num_classes, num_classes)).astype(np.int64)
for i in range(num_classes):
for j in range(num_classes):
confusion[i][j] = np.sum(np.logical_and(true == i, pred == j))
print('time: ' + str(time.time() - start)) # time: 0.34
I actually got sick of always needing to code my confusion matrix on my experiments. So, I've built my own simple pypi package for it.
Just install it with
pip install easycm
Then, import the function and use it.
from easycm import plot_confusion_matrix
...
plot_confusion_matrix(y_true, y_pred)
I actually got sick of always needing to code my confusion matrix on my experiments. So, I've built my own simple pypi package for it.
Just install it with pip install easycm
Then, import the function with from easycm import plot_confusion_matrix
Finally, plot your data with plot_confusion_matrix(y_true, y_pred)
Now there is a library function with which we can draw confusion matrix
Just find from the machine learning model the predicted value of target variable y_pred_M
vs the actual value of the target variable y_test_M
And as labels put the different categories in my case, it is grades of students, and we can get the true labels on y-axis, and predicted label on the x-axis
confusion_matrix = metrics.confusion_matrix(y_test_M, y_pred_M)
cm_display = metrics.ConfusionMatrixDisplay(confusion_matrix = confusion_matrix, display_labels = ['A',
'B',
'C',
'D'])
cm_display.plot()
plt.show()
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