Merge pull request #380 from fslaborg/repo-assist/improve-issue-198-multilabel-thresholds-20260424-dabf9617a37643ae

[Repo Assist] feat: add explicit-thresholds overloads to multiLabelThresholdMap and calculateMultiLabelROC

Author: kMutagene

src/FSharp.Stats/Testing/ComparisonMetrics.fs

@@ -368,29 +368,28 @@ type ComparisonMetrics = {
 
     static member multiLabelThresholdMap(
         actual: #IConvertible [],
-        predictions: (#IConvertible * float []) []
-    ) = 
-        
-        // we have to use a global threshold collection for all binary threshold maps, otherwise we do not necessarily have values for macro/micro averaging for each label.
-        let allDistinctThresholds = 
+        predictions: (#IConvertible * float []) [],
+        thresholds: float []
+    ) =
+        // Use global max as prefix so micro/macro averages use a consistent threshold label.
+        let globalMax =
             predictions
             |> Array.map snd
             |> Array.concat
-            |> Array.distinct
-            |> Array.sortDescending
+            |> Array.max
 
-        let prefixedThresholds = [|allDistinctThresholds[0] + 1.; yield! allDistinctThresholds|]
+        let prefixedThresholds = [|globalMax + 1.; yield! thresholds|]
 
         let labelMetrics =
-            predictions 
+            predictions
             |> Array.map (fun (label, preds) ->
                 let labelTruth = actual |> Array.map (fun x -> x = label)
-                label, BinaryConfusionMatrix.thresholdMap(labelTruth,preds,allDistinctThresholds)
+                label, BinaryConfusionMatrix.thresholdMap(labelTruth, preds, thresholds)
             )
 
         let transposedBCMs =
             labelMetrics
-            |> Array.map (fun (x,y) -> y)
+            |> Array.map snd
             |> JaggedArray.transpose
             |> JaggedArray.map snd
 
@@ -405,12 +404,27 @@ type ComparisonMetrics = {
             |> Array.zip prefixedThresholds
 
         [|
-            yield! labelMetrics |> Array.map (fun (label, thrs) -> string label, thrs |> Array.map (fun (thr,bcm) -> thr, ComparisonMetrics.create bcm))
+            yield! labelMetrics |> Array.map (fun (label, thrs) -> string label, thrs |> Array.map (fun (thr, bcm) -> thr, ComparisonMetrics.create bcm))
             "micro-average", microAverages
             "macro-average", macroAverages
         |]
         |> Map.ofArray
 
+    static member multiLabelThresholdMap(
+        actual: #IConvertible [],
+        predictions: (#IConvertible * float []) []
+    ) = 
+        
+        // we have to use a global threshold collection for all binary threshold maps, otherwise we do not necessarily have values for macro/micro averaging for each label.
+        let allDistinctThresholds = 
+            predictions
+            |> Array.map snd
+            |> Array.concat
+            |> Array.distinct
+            |> Array.sortDescending
+
+        ComparisonMetrics.multiLabelThresholdMap(actual, predictions, allDistinctThresholds)
+
     static member calculateROC(
         actual: seq<bool>,
         predictions: seq<float>,
@@ -439,6 +453,18 @@ type ComparisonMetrics = {
             metrics.FallOut, metrics.Sensitivity
         )
 
+    static member calculateMultiLabelROC(
+        actual: #IConvertible [],
+        predictions: (#IConvertible * float []) [],
+        thresholds: float []
+    ) =
+        ComparisonMetrics.multiLabelThresholdMap(
+            actual,
+            predictions,
+            thresholds
+        )
+        |> Map.map (fun _k v -> v |> Array.map (fun (_,cm) -> cm.FallOut, cm.Sensitivity))
+
     static member calculateMultiLabelROC(
         actual: #IConvertible [],
         predictions: (#IConvertible * float []) []
@@ -447,6 +473,4 @@ type ComparisonMetrics = {
             actual,
             predictions
         )
-        |> Map.map (fun k v  -> v |> Array.map (fun (_,cm) -> cm.FallOut, cm.Sensitivity)
-
-        )
+        |> Map.map (fun _k v -> v |> Array.map (fun (_,cm) -> cm.FallOut, cm.Sensitivity))

tests/FSharp.Stats.Tests/Testing.fs

@@ -1170,6 +1170,41 @@ let comparisonMetricsTests =
             testCase "C: threshold 0-1" (fun _ -> TestExtensions.comparisonMetricsEqualRounded 3 (snd (actual["C"][9])) (snd (expectedMetricsMap["C"][9])) "Incorrect metrics for threshold 0.1")
             testCase "C: threshold 0-0" (fun _ -> TestExtensions.comparisonMetricsEqualRounded 3 (snd (actual["C"][10])) (snd (expectedMetricsMap["C"][10])) "Incorrect metrics for threshold 0.0")
         ]
+        testList "multi-label threshold map with explicit thresholds" [
+            // Use a coarse threshold list [0.9; 0.5; 0.1] — a subset of all distinct thresholds.
+            // Expected values are taken from the full-threshold test above (same data).
+            let explicitThresholds = [|0.9; 0.5; 0.1|]
+            let actualExplicit =
+                ComparisonMetrics.multiLabelThresholdMap(
+                    actual = [|"A"; "A"; "A"; "A"; "A"; "B"; "B"; "B"; "C"; "C"; "C"; "C"; "C"; "C"|],
+                    predictions = [|
+                        "A", [|0.8; 0.7; 0.9; 0.4; 0.3; 0.1; 0.2; 0.5; 0.1; 0.1; 0.1; 0.3; 0.5; 0.4|]
+                        "B", [|0.0; 0.1; 0.0; 0.5; 0.1; 0.8; 0.7; 0.4; 0.0; 0.1; 0.1; 0.0; 0.1; 0.3|]
+                        "C", [|0.2; 0.2; 0.1; 0.1; 0.6; 0.1; 0.1; 0.1; 0.9; 0.8; 0.8; 0.7; 0.4; 0.3|]
+                    |],
+                    thresholds = explicitThresholds
+                )
+            // With 3 explicit thresholds the result should have 4 entries per label (prefix + 3)
+            testCase "explicit thresholds: result length" (fun _ ->
+                Expect.equal actualExplicit["A"].Length 4 "Expected 4 threshold entries for label A with 3 explicit thresholds"
+            )
+            // Values at threshold 0.9 should match the full-threshold result at that threshold
+            testCase "A: explicit threshold 0-9" (fun _ ->
+                TestExtensions.comparisonMetricsEqualRounded 3 (snd (actualExplicit["A"][1])) (BinaryConfusionMatrix.create(1,9,0,4) |> ComparisonMetrics.create) "Incorrect A metrics at threshold 0.9"
+            )
+            testCase "B: explicit threshold 0-5" (fun _ ->
+                TestExtensions.comparisonMetricsEqualRounded 3 (snd (actualExplicit["B"][2])) (BinaryConfusionMatrix.create(2,10,1,1) |> ComparisonMetrics.create) "Incorrect B metrics at threshold 0.5"
+            )
+            testCase "C: explicit threshold 0-1" (fun _ ->
+                TestExtensions.comparisonMetricsEqualRounded 3 (snd (actualExplicit["C"][3])) (BinaryConfusionMatrix.create(6,0,8,0) |> ComparisonMetrics.create) "Incorrect C metrics at threshold 0.1"
+            )
+            testCase "micro-average present" (fun _ ->
+                Expect.isTrue (actualExplicit.ContainsKey("micro-average")) "micro-average key should be present"
+            )
+            testCase "macro-average present" (fun _ ->
+                Expect.isTrue (actualExplicit.ContainsKey("macro-average")) "macro-average key should be present"
+            )
+        ]
     ]