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add ROC-curve
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@VanyaBelyaev
VanyaBelyaev committed Aug 2, 2024
1 parent 4ddd0d1 commit eedd016
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Showing 5 changed files with 367 additions and 72 deletions.
8 changes: 8 additions & 0 deletions ostap/core/core.py
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Original file line number Diff line number Diff line change
Expand Up @@ -476,6 +476,14 @@ def _TO_draw_ ( obj , option = '', *args , **kwargs ) :
obj.SetFillColor ( color )
if 'FillStyle' in kw and hasattr ( obj , 'SetFillStyle' ) :
obj.SetFillStyle ( kw.pop('FillStyle' ) )

if 'Opacity' in kw and \
hasattr ( obj , 'SetFillColorAlpha' ) and \
hasattr ( obj , 'GetFillStyle' ) :
fs = obj.GetFillStyle()
if 1001 == fs and hasattr ( obj , 'GetFillColor' ) :
fc = obj.GetFillColor()
if fc : obj.SetFillColorAlpha ( fc , kw.pop ('Opacity' ) )


## Min/max values
Expand Down
80 changes: 66 additions & 14 deletions ostap/histos/graphs.py
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Original file line number Diff line number Diff line change
Expand Up @@ -861,9 +861,11 @@ def _gre_setitem_ ( graph , ipoint , point ) :
if not ipoint in graph : raise IndexError
if not 2 == len ( point ) :
raise AttributeError("Invalid dimension of 'point' %s" % str ( point ) )

x , y = point

x = VE ( point [ 0 ] )
v = VE ( point [ 1 ] )
x = VE ( x )
v = VE ( y )

graph.SetPoint ( ipoint , x . value () , v . value () )
graph.SetPointError ( ipoint , x . error () , v . error () )
Expand Down Expand Up @@ -1731,16 +1733,36 @@ def _grae_transform_ ( graph , fun = lambda x , y : y ) :
## set color attributes
# @author Vanya BELYAEV [email protected]
# @date 2013-01-21
def _color_ ( self , color = 2 , marker = 20 , size = -1 ) :
def _color_ ( self ,
color = 2 ,
marker = 20 ,
size = -1 ,
opacity = -1 ,
fill = -1 ) :
"""Set color attributes
>>> h.color ( 3 )
"""
#
if hasattr ( self , 'SetLineColor' ) : self.SetLineColor ( color )
if hasattr ( self , 'SetFillColor' ) : self.SetFillColor ( color )
if hasattr ( self , 'SetMarkerColor' ) : self.SetMarkerColor ( color )
if hasattr ( self , 'SetMarkerStyle' ) : self.SetMarkerStyle ( marker )
if hasattr ( self , 'SetLineColor' ) : self.SetLineColor ( color )
if hasattr ( self , 'SetFillColor' ) : self.SetFillColor ( color )
if hasattr ( self , 'SetMarkerColor' ) : self.SetMarkerColor ( color )
if hasattr ( self , 'SetMarkerStyle' ) : self.SetMarkerStyle ( marker )

if hasattr ( self , 'SetFillStyle' ) :
if fill is True : self.SetFillStyle ( 1001 )
elif fill is False : self.SetFillStyle ( 0 )
elif insinstance ( fill , integer_types ) and 1000 < fill :
self.SetFillStyle ( fill )

if hasattr ( self , 'SetFillColorAlpha' ) and isinstance ( opacity , num_types ) and 0 <= opacity <= 1 :
if hasattr ( self , 'GetFillStyle' ) :
fs = self.GetFillStyle()
if 1001 == fs :
if hasattr ( self , 'GetFillColor' ) :
fc = self.GetFillColor ()
if fc : self.SetFillColorAlpha ( fc , opacity )

##
if 0 > size and hasattr ( self , 'GetMarkerSize' ) and not marker in ( 1 , 6 , 7 ) :
size = self.GetMarkerSize()
Expand All @@ -1756,32 +1778,62 @@ def _color_ ( self , color = 2 , marker = 20 , size = -1 ) :
## set color attributes
# @author Vanya BELYAEV [email protected]
# @date 2013-01-21
def _red_ ( self , marker = 20 ) : return _color_( self , 2 , marker )
def _red_ ( self ,
marker = 20 ,
size = -1 ,
opacity = -1 ,
fill = False ) :
return _color_( self , color = 2 , marker = marker , size = size , opacity = opacity , fill = fill )
# =============================================================================
## set color attributes
# @author Vanya BELYAEV [email protected]
# @date 2013-01-21
def _blue_ ( self , marker = 25 ) : return _color_( self , 4 , marker )
# @date 2013-01-21
def _blue_ ( self ,
marker = 25 ,
size = -1 ,
opacity = -1 ,
fill = False ) :
return _color_( self , color = 4 , marker = marker , size = size , opacity = opacity , fill = fill )
# =============================================================================
## set color attributes
# @author Vanya BELYAEV [email protected]
# @date 2013-01-21
def _magenta_ ( self , marker = 22 ) : return _color_( self , 6 , marker )
def _magenta_ ( self ,
marker = 22 ,
size = -1 ,
opacity = -1 ,
fill = False ) :
return _color_( self , color = 6 , marker = marker , size = size , opacity = opacity , fill = fill )
# =============================================================================
## set color attributes
# @author Vanya BELYAEV [email protected]
# @date 2013-01-21
def _cyan_ ( self , marker = 23 ) : return _color_( self , 7 , marker )
def _cyan_ ( self ,
marker = 23 ,
size = -1 ,
opacity = -1 ,
fill = False ) :
return _color_( self , color = 7 , marker = marker , size = size , opacity = opacity , fill = fill )
# =============================================================================
## set color attributes
# @author Vanya BELYAEV [email protected]
# @date 2013-01-21
def _green_ ( self , marker = 33 ) : return _color_( self , 8 , marker )
def _green_ ( self ,
marker = 33 ,
size = -1 ,
opacity = -1 ,
fill = False ) :
return _color_( self , color = 8 , marker = marker , size = size , opacity = opacity , fill = fill )
# =============================================================================
## set color attributes
# @author Vanya BELYAEV [email protected]
# @date 2013-01-21
def _yellow_ ( self , marker = 34 ) : return _color_( self , 92 , marker )
def _yellow_ ( self ,
marker = 34 ,
size = -1 ,
opacity = -1 ,
fill = False ) :
return _color_( self , color = 92 , marker = marker , size = size , opacity = opacity , fill = fill )


for _t in ( ROOT.TH1D , ROOT.TH1F , ROOT.TGraph , ROOT.TGraphErrors ) :
Expand Down
166 changes: 134 additions & 32 deletions ostap/histos/histos.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -50,7 +50,7 @@
from ostap.math.random_ext import poisson
import ostap.stats.moment
import ostap.plotting.draw_attributes
import ROOT, sys, math, ctypes, array
import ROOT, sys, math, ctypes, array, itertools
# =============================================================================
# logging
# =============================================================================
Expand Down Expand Up @@ -1565,6 +1565,26 @@ def _h1_iteritems_ ( h1 , low = 1 , high = sys.maxsize ) :
ROOT.TH1D . iteritems = _h1_iteritems_


# =============================================================================
## Iterate over the values
# @cdoe
# histo = ...
# for v in histo.values() : ...
# @endcode
def _h1_values_ ( h1 ) :
"""Iterate over the values
>>> histo = ...
>>> for v in histo.values() : ...
"""
for i , _ , y in h1.items() :
yield y


ROOT.TH1F . itervalues = _h1_values_
ROOT.TH1D . itervalues = _h1_values_
ROOT.TH1F . values = _h1_values_
ROOT.TH1D . values = _h1_values_

# =============================================================================
## return information about the bin center and width
# @author Vanya BELYAEV [email protected]
Expand Down Expand Up @@ -4111,41 +4131,56 @@ def _h1_add_function_integral_ ( h1 , func ) :
ROOT.TH1F.addFunctionIntegral = _h1_add_function_integral_
ROOT.TH1D.addFunctionIntegral = _h1_add_function_integral_


# =============================================================================
## get the runnig sum over the histogram
## get the running sum over the histogram bins
# @code
# h = ...
# ht = h.sumv ( increasing = True )
# hf = h.sumv ( increasing = False )
# @endcode
# It creates a new historgma with the same binning
# such that each bin<code>i</code> contains the sum over
# all bins `j` such as
# - \f$ j\le i \f$ if <code>increasing=True</code>
# - \f$ j\ge i \f$ if <code>increasing=False</code>
# @author Vanya BELYAEV [email protected]
# @date 2011-06-07
def _h1_sumv_ ( h , increasing = True ) :
"""Create the ``runnig sum'' over the histogram
def h1_sumv ( histo , increasing = True ) :
"""Create the `running sum' over the histogram bins
>>> h = ...
>>> h1 = h.sumv()
"""
result = h.Clone ( hID() )
>>> h1 = h.sumv( increasing = True )
>>> h2 = h.sumv( increasing = False )
It creates a new histogram with the same binning
such that each bin `i` contains the sum over all bins `j` such as
- `j<=i` if `increasing=True`
- `i<=j` if `increasing=False`
"""
assert isinstance ( histo , ROOT.TH1 ) and 1 == histo.dim() , \
"Invalid `histo' type %s" % type ( histo )

result = histo.Clone ( hID () )
result.Reset()
if not result.GetSumw2() : result.Sumw2()

if increasing :

_s = VE ( 0 , 0 )
for ibin in h :
_s += h [ibin]
result [ibin] = VE( _s )
else :

for ibin in h :
_s = VE(0,0)
for jbin in h :
if jbin < ibin : continue
_s += h [jbin]

result [ibin] = VE( _s )
sumi = VE ( 0 , 0 )
for i , x , y in histo.items() :
sumi += y
result [ i ] = sumi

return result

sumi = VE ( 0 , 0 )
for i in reversed ( histo ) :
sumi += histo [ i ]
result [ i ] = sumi

return result

# ==============================================================================
for t in (ROOT.TH1F , ROOT.TH1D ) :
t . sumv = _h1_sumv_
for t in ( ROOT.TH1F , ROOT.TH1D ) :
t . sumv = h1_sumv

# =============================================================================
## Calculate the "cut-efficiency from the histogram
Expand Down Expand Up @@ -4187,8 +4222,8 @@ def _h1_effic2_ ( h , value , increasing = True ) :
>>> he = h.efficiency ( 14.2 )
"""

s1 = VE(0,0)
s2 = VE(0,0)
s1 = VE ( 0 , 0 )
s2 = VE ( 0 , 0 )

for i,x,y in h.iteritems () :

Expand All @@ -4201,13 +4236,13 @@ def _h1_effic2_ ( h , value , increasing = True ) :
## Convert historgam into "efficinecy" histogram
# @code
# histo = ...
# effic = histp.eff ( ... )
# effic = histo.eff ( ... )
# @endcode
# It adds two extra narrow fake bins!
def _h1_effic3_ ( h1 , increasing = True ) :
"""Convert historgam into "efficinecy" histogram
>>> histo = ...
>>> effic = histp.eff ( ... )
>>> effic = histo.eff ( ... )
- It adds two extra narrow fake bins!
"""

Expand All @@ -4223,8 +4258,8 @@ def _h1_effic3_ ( h1 , increasing = True ) :
bw = xa.GetBinUpEdge() - xa.GetBinLowEdge()
if abs ( bw ) < minbin : minbin = abs ( bw )

xf = edges[ 0] + 0.001 * minbin
xl = edges[-1] - 0.001 * minbin
xf = edges [ 0 ] + 0.001 * minbin
xl = edges [ -1 ] - 0.001 * minbin

edges.insert ( 1 , xf )
edges.insert ( -1 , xl )
Expand Down Expand Up @@ -4273,13 +4308,61 @@ def _my_eff_ ( a , r , c ) :
result [ -1 ] = VE ( 1.0 , 0.0 ) if increasing else VE ( 0.0 , 0.0 )

return result

# ===============================================================================
## Get the cut effciency in form of graph
# - useful for efficincy visualisation
# - a bit better treatment of binnig effects
# @code
# histo = ...
# eff_graph = histo.eff_graph ( increasing = True )
# @endcode
def _h1_effic4_ ( histo , increasing = True ) :
"""Get the cut effciency in form fo graph
- useful for drawing,
- better treatment of binnig effects
>>> histo = ...
>>> eff_graph = histo.eff_graph ( increasing = True )
"""

c1 = [ histo [ i ] for i in histo ]
c2 = c1.copy()
c2.reverse ()

s1 = [ VE () ] + [ s for s in itertools.accumulate ( c1 ) ]
s2 = [ VE () ] + [ s for s in itertools.accumulate ( c2 ) ]
s2.reverse ()

import ostap.histos.graphs

np = len ( s1 )
graph = ROOT.TGraphErrors ( np )

the_eff = lambda a,b : a.frac ( b )

## special treatment of the first point
e0 = the_eff ( s1 [ 0 ] , s2 [ 0 ] ) if increasing else the_eff ( s2 [ 0 ] , s1 [ 0 ] )
xmin , _ = histo.xminmax()

graph.SetPoint ( 0 , xmin , e0.value () )
graph.SetPointError ( 0 , 0 , e0.error () )

for i, x , _ in histo.items() :
xx = x.value() + x.error()
ei = the_eff ( s1 [ i ] , s2 [ i ] ) if increasing else the_eff ( s2 [ i ] , s1 [ i ] )
graph.SetPoint ( i , xx , ei.value () )
graph.SetPointError ( i , 0 , ei.error () )

return graph

ROOT.TH1F.effic = _h1_effic_
ROOT.TH1D.effic = _h1_effic_
ROOT.TH1F.efficiency = _h1_effic2_
ROOT.TH1D.efficiency = _h1_effic2_
ROOT.TH1F.eff = _h1_effic3_
ROOT.TH1D.eff = _h1_effic3_
ROOT.TH1F.eff_graph = _h1_effic4_
ROOT.TH1D.eff_graph = _h1_effic4_

# ================================================================================
if (2,7) <= python_info : _erfc_ = math.erfc
Expand Down Expand Up @@ -8253,6 +8336,24 @@ def histo_book ( ranges , kwargs , title = '' ) :
# =============================================================================


# =============================================================================
## Get a kind of ROC-like curve/graph from two histograms
def _h1_roc_ ( h1 , h2 ) :

h1sum = h1.sumv ()
h2sum= h2.sumv ()

import ostap.histos.graphs
graph = ROOT.TGraphErrors ( len ( h1 ) + 2 )

graph [ 0 ] = h1sum [ 0 ] , h2sum [ 0 ]
graph [ -1 ] = h1sum [ -1 ] , h2sum [ -1 ]

for i , x , y1 in h1s.items() :
y2 = h2s ( x.value () )
graph [ i ] = y1 , y2

return graph

# =============================================================================
_decorated_classes_ = (
Expand Down Expand Up @@ -8626,8 +8727,9 @@ def histo_book ( ranges , kwargs , title = '' ) :
#
ROOT.TH1F.addFunctionIntegral ,
ROOT.TH1D.addFunctionIntegral ,
#
_h1_sumv_ ,
###
h1_sumv ,
##
ROOT.TH1F.eff ,
ROOT.TH1D.eff ,
ROOT.TH1F.effic ,
Expand Down
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