Fix make_metrics test

h2oai · Aug 31, 2023 · 8fdd896 · 8fdd896
1 parent 102cb1b
commit 8fdd896
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Showing 2 changed files with 17 additions and 4 deletions.
diff --git a/h2o-core/src/main/java/hex/ModelMetricsBinomialUplift.java b/h2o-core/src/main/java/hex/ModelMetricsBinomialUplift.java
@@ -142,7 +142,7 @@ static public ModelMetricsBinomialUplift make(Vec predictedProbs, Vec actualLabe
             fr.add("labels", labels);
             fr.add("treatment", treatment);
             MetricBuilderBinomialUplift mb;
-            if(customAuucThresholds == null) {
+            if (customAuucThresholds == null) {
                 mb = new UpliftBinomialMetrics(labels.domain(), AUUC.calculateQuantileThresholds(auucNbins, predictedProbs)).doAll(fr)._mb;
             } else {
                 mb = new UpliftBinomialMetrics(labels.domain(), customAuucThresholds).doAll(fr)._mb;

diff --git a/h2o-py/tests/testdir_misc/pyunit_make_metrics.py b/h2o-py/tests/testdir_misc/pyunit_make_metrics.py
@@ -223,6 +223,9 @@ def pyunit_make_metrics_uplift():
                           custom_auuc_thresholds=m1.thresholds())
     m4 = h2o.make_metrics(predicted, actual, treatment=treatment, auuc_type="AUTO", auuc_nbins=nbins, 
                           custom_auuc_thresholds=model.default_auuc_thresholds())
+    new_nbins = nbins - 10
+    m5 = h2o.make_metrics(predicted, actual, treatment=treatment, auuc_type="AUTO", auuc_nbins=new_nbins)
+    m6 = model.model_performance(test_data=test, auuc_type="AUTO", auuc_nbins=new_nbins)
 
     print("Model AUUC: {}".format(model.auuc()))
     print("thresholds: {}".format(model.default_auuc_thresholds()))
@@ -236,15 +239,25 @@ def pyunit_make_metrics_uplift():
     print("thresholds: {}".format(m3.thresholds()))
     print("Make AUUC with custom thresholds from model defaults: {}".format(m4.auuc()))
     print("thresholds: {}".format(m4.thresholds()))
+    print("Make AUUC with no custom thresholds but change nbins parameter: {}".format(m5.auuc()))
+    print("thresholds: {}".format(m5.thresholds()))
+    print("Performance AUUC with no custom thresholds but change nbins parameter: {}".format(m6.auuc()))
+    print("thresholds: {}".format(m6.thresholds()))
 
     # default model auuc is calculated from train data, default thresholds are from validation data
     assert abs(model.auuc() - m0.auuc()) > 1e-5 
-    # model performance uses default auuc thresholds 
+    # model performance calculates new thresholds but from the same data with the same number of bins, so AUUCs are same
     assert abs(m0.auuc() - m1.auuc()) < 1e-5
-    # make method without custom thresholds calculate own thresholds which can differ from defaults one
-    assert abs(m1.auuc() - m2.auuc()) > 1e-5
+    # make method calculates new thresholds but from the same data with the same number of bins, so AUUCs are same
+    assert abs(m1.auuc() - m2.auuc()) < 1e-5
     # if we use thresholds from performance metric and use it as custom, it makes the same metrics
     assert abs(m1.auuc() - m3.auuc()) < 1e-5
+    # make methods with different nbins parameter changes thresholds and AUUC
+    assert abs(m3.auuc() - m5.auuc()) > 1e-5
+    # performance methods with different nbins parameter changes thresholds and AUUC
+    assert abs(m3.auuc() - m6.auuc()) > 1e-5
+    # make and performance method with the same nbins parameter and the same data calculates the same thresholds
+    assert abs(m3.auuc() - m5.auuc()) < 1e-5
 
     print("===========================")