tensorflow添加自定义的auc计算operator
tensorflow可以很方便的添加用户自定义的operator(如果不添加也可以采用sklearn的auc计算函数或者自己写一个 但是会在python执行，这里希望在graph中也就是c++端执行这个计算)
这里根据工作需要添加一个计算auc的operator，只给出最简单实现，后续高级功能还是参考官方wiki
https://www.tensorflow.org/versions/r0.7/how_tos/adding_an_op/index.html
注意tensorflow现在和最初的官方wiki有变化，原wiki貌似是需要重新bazel编译整个tensorflow，然后使用比如tf.user_op.auc这样。
目前wiki给出的方式>=0.6.0版本，采用plug-in的方式，更加灵活可以直接用g++编译一个so载入，解耦合，省去了编译tensorflow过程，即插即用。
首先auc的operator计算的文件
tensorflow/core/user_ops/auc.cc
/* Copyright 2015 Google Inc. All Rights Reserved.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
==============================================================================*/
// An auc Op.
#include "tensorflow/core/framework/op.h"
#include "tensorflow/core/framework/op_kernel.h"
using namespace tensorflow;
using std::vector;
//@TODO add weight as optional input
REGISTER_OP("Auc")
.Input("predicts: T1")
.Input("labels: T2")
.Output("z: float")
.Attr("T1: {float, double}")
.Attr("T2: {float, double}")
//.Attr("T1: {float, double}")
//.Attr("T2: {int32, int64}")
.SetIsCommutative()
.Doc(R"doc(
Given preidicts and labels output it's auc
)doc");
class AucOp : public OpKernel {
public:
explicit AucOp(OpKernelConstruction* context) : OpKernel(context) {}
template<typename ValueVec>
void index_sort(const ValueVec& valueVec, vector<int>& indexVec)
{
indexVec.resize(valueVec.size());
for (size_t i = 0; i < indexVec.size(); i++)
{
indexVec[i] = i;
}
std::sort(indexVec.begin(), indexVec.end(),
[&valueVec](const int l, const int r) { return valueVec(l) > valueVec(r); });
}
void Compute(OpKernelContext* context) override {
// Grab the input tensor
const Tensor& predicts_tensor = context->input(0);
const Tensor& labels_tensor = context->input(1);
auto predicts = predicts_tensor.flat<float>(); //输入能接受float double那么这里如何都处理?
auto labels = labels_tensor.flat<float>();
vector<int> indexes;
index_sort(predicts, indexes);
typedef float Float;
Float oldFalsePos = 0;
Float oldTruePos = 0;
Float falsePos = 0;
Float truePos = 0;
Float oldOut = std::numeric_limits<Float>::infinity();
Float result = 0;
for (size_t i = 0; i < indexes.size(); i++)
{
int index = indexes[i];
Float label = labels(index);
Float prediction = predicts(index);
Float weight = 1.0;
//Pval3(label, output, weight);
if (prediction != oldOut) //存在相同值得情况是特殊处理的
{
result += 0.5 * (oldTruePos + truePos) * (falsePos - oldFalsePos);
oldOut = prediction;
oldFalsePos = falsePos;
oldTruePos = truePos;
}
if (label > 0)
truePos += weight;
else
falsePos += weight;
}
result += 0.5 * (oldTruePos + truePos) * (falsePos - oldFalsePos);
Float AUC = result / (truePos * falsePos);
// Create an output tensor
Tensor* output_tensor = NULL;
TensorShape output_shape;
OP_REQUIRES_OK(context, context->allocate_output(0, output_shape, &output_tensor));
output_tensor->scalar<float>()() = AUC;
}
};
REGISTER_KERNEL_BUILDER(Name("Auc").Device(DEVICE_CPU), AucOp);
编译：
$cat gen-so.sh
TF_INC=$(python -c 'import tensorflow as tf; print(tf.sysconfig.get_include())')
TF_LIB=$(python -c 'import tensorflow as tf; print(tf.sysconfig.get_lib())')
i=$1
o=${i/.cc/.so}
g++ -std=c++11 -shared $i -o $o -I $TF_INC -l tensorflow_framework -L $TF_LIB -fPIC -Wl,-rpath $TF_LIB
$sh gen-so.sh auc.cc
会生成auc.so
使用的时候
auc_module = tf.load_op_library('auc.so')
#auc = tf.user_ops.auc #0.6.0之前的tensorflow 自定义op方式
auc = auc_module.auc
evaluate_op = auc(py_x, Y) #py_x is predicts, Y is labels