bokbokbok.eval_metrics.multiclass_classification

QuadraticWeightedKappaMetric(XGBoost=False)

Calculates the Weighted Cross Entropy Metric by applying a weighting factor alpha, allowing one to trade off recall and precision by up- or down-weighting the cost of a positive error relative to a negative error.

A value alpha > 1 decreases the false negative count, hence increasing the recall. Conversely, setting alpha < 1 decreases the false positive count and increases the precision.

Parameters:

Name	Type	Description	Default
alpha	float	The scale to be applied.	required
XGBoost	Bool	Set to True if using XGBoost. We assume LightGBM as default use. Note that you should also set maximize=False in the XGBoost train function	False

Source code in bokbokbok/eval_metrics/classification/multiclass_eval_metrics.py

def QuadraticWeightedKappaMetric(XGBoost=False):
    """
    Calculates the Weighted Cross Entropy Metric by applying a weighting factor alpha, allowing one to
    trade off recall and precision by up- or down-weighting the cost of a positive error relative to a
    negative error.

    A value alpha > 1 decreases the false negative count, hence increasing the recall.
    Conversely, setting alpha < 1 decreases the false positive count and increases the precision. 

    Args:
        alpha (float): The scale to be applied.
        XGBoost (Bool): Set to True if using XGBoost. We assume LightGBM as default use.
                        Note that you should also set `maximize=False` in the XGBoost train function

    """


    def quadratic_weighted_kappa_metric(yhat, dtrain, XGBoost=XGBoost):
        """
        Weighted Cross Entropy Metric.

        Args:
            yhat: Predictions
            dtrain: The XGBoost / LightGBM dataset
            XGBoost (Bool): If XGBoost is to be implemented

        Returns:
            Name of the eval metric, Eval score, Bool to maximise function

        """
        y = dtrain.get_label()
        num_class = len(np.unique(dtrain.get_label()))

        if XGBoost == False:
            # LightGBM needs extra reshaping
            yhat = yhat.reshape(num_class, len(y)).T
        yhat = yhat.argmax(axis=1)

        qwk = cohen_kappa_score(y, yhat, weights="quadratic")

        if XGBoost:
            return 'QWK', qwk
        else:
            return 'QWK', qwk, True

    return quadratic_weighted_kappa_metric