Custom Metrics for Keras and TensorFlow

custom_metrics.py

import numpy as np
import tensorflow as tf
from keras import backend as K


def recall(y_true, y_pred):
    true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
    possible_positives = K.sum(K.round(K.clip(y_true, 0, 1)))
    recall_keras = true_positives / (possible_positives + K.epsilon())
    return recall_keras


def precision(y_true, y_pred):
    true_positives = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
    predicted_positives = K.sum(K.round(K.clip(y_pred, 0, 1)))
    precision_keras = true_positives / (predicted_positives + K.epsilon())
    return precision_keras


def specificity(y_true, y_pred):
    tn = K.sum(K.round(K.clip((1 - y_true) * (1 - y_pred), 0, 1)))
    fp = K.sum(K.round(K.clip((1 - y_true) * y_pred, 0, 1)))
    return tn / (tn + fp + K.epsilon())


def negative_predictive_value(y_true, y_pred):
    tn = K.sum(K.round(K.clip((1 - y_true) * (1 - y_pred), 0, 1)))
    fn = K.sum(K.round(K.clip(y_true * (1 - y_pred), 0, 1)))
    return tn / (tn + fn + K.epsilon())


def f1(y_true, y_pred):
    p = precision(y_true, y_pred)
    r = recall(y_true, y_pred)
    return 2 * ((p * r) / (p + r + K.epsilon()))


def fbeta(y_true, y_pred, beta=2):
    y_pred = K.clip(y_pred, 0, 1)

    tp = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)), axis=1)
    fp = K.sum(K.round(K.clip(y_pred - y_true, 0, 1)), axis=1)
    fn = K.sum(K.round(K.clip(y_true - y_pred, 0, 1)), axis=1)

    p = tp / (tp + fp + K.epsilon())
    r = tp / (tp + fn + K.epsilon())

    num = (1 + beta ** 2) * (p * r)
    den = (beta ** 2 * p + r + K.epsilon())
    return K.mean(num / den)


def matthews_correlation_coefficient(y_true, y_pred):
    tp = K.sum(K.round(K.clip(y_true * y_pred, 0, 1)))
    tn = K.sum(K.round(K.clip((1 - y_true) * (1 - y_pred), 0, 1)))
    fp = K.sum(K.round(K.clip((1 - y_true) * y_pred, 0, 1)))
    fn = K.sum(K.round(K.clip(y_true * (1 - y_pred), 0, 1)))

    num = tp * tn - fp * fn
    den = (tp + fp) * (tp + fn) * (tn + fp) * (tn + fn)
    return num / K.sqrt(den + K.epsilon())


def equal_error_rate(y_true, y_pred):
    n_imp = tf.count_nonzero(tf.equal(y_true, 0), dtype=tf.float32) + tf.constant(K.epsilon())
    n_gen = tf.count_nonzero(tf.equal(y_true, 1), dtype=tf.float32) + tf.constant(K.epsilon())

    scores_imp = tf.boolean_mask(y_pred, tf.equal(y_true, 0))
    scores_gen = tf.boolean_mask(y_pred, tf.equal(y_true, 1))

    loop_vars = (tf.constant(0.0), tf.constant(1.0), tf.constant(0.0))
    cond = lambda t, fpr, fnr: tf.greater_equal(fpr, fnr)
    body = lambda t, fpr, fnr: (
        t + 0.001,
        tf.divide(tf.count_nonzero(tf.greater_equal(scores_imp, t), dtype=tf.float32), n_imp),
        tf.divide(tf.count_nonzero(tf.less(scores_gen, t), dtype=tf.float32), n_gen)
    )
    t, fpr, fnr = tf.while_loop(cond, body, loop_vars, back_prop=False)
    eer = (fpr + fnr) / 2

    return eer