fpr.md

fpr

R Documentation

False Positive Rate

Description

A generic S3 function to compute the false positive rate score for a classification model. This function dispatches to S3 methods in fpr() and performs no input validation. If you supply NA values or vectors of unequal length (e.g. length(x) != length(y)), the underlying C++ code may trigger undefined behavior and crash your R session.

Defensive measures

Because fpr() operates on raw pointers, pointer-level faults (e.g. from NA or mismatched length) occur before any R-level error handling. Wrapping calls in try() or tryCatch() will not prevent R-session crashes.

To guard against this, wrap fpr() in a "safe" validator that checks for NA values and matching length, for example:

safe_fpr <- function(x, y, ...) {
  stopifnot(
    !anyNA(x), !anyNA(y),
    length(x) == length(y)
  )
  fpr(x, y, ...)
}

Apply the same pattern to any custom metric functions to ensure input sanity before calling the underlying C++ code.

Efficient multi-metric evaluation

For multiple performance evaluations of a classification model, first compute the confusion matrix once via cmatrix(). All other performance metrics can then be derived from this one object via S3 dispatching:

## compute confusion matrix
confusion_matrix <- cmatrix(actual, predicted)

## evaluate false positive rate
## via S3 dispatching
fpr(confusion_matrix)

## additional performance metrics
## below

The fpr.factor() method calls cmatrix() internally, so explicitly invoking fpr.cmatrix() yourself avoids duplicate computation, yielding significant speed and memory effciency gains when you need multiple evaluation metrics.

Usage

Arguments

...

Arguments passed on to fpr.factor,weighted.fpr.factor, fpr.cmatrix

actual,predicted

A pair of <integer> or <factor> vectors of length n, and k levels.

estimator

An <integer>-value of length 1 (default: 0).

  • 0 - a named <double>-vector of length k (class-wise)

  • 1 - a <double> value (Micro averaged metric)

  • 2 - a <double> value (Macro averaged metric)

na.rm

A <logical> value of length 1 (default: TRUE). If TRUE, NA values are removed from the computation. This argument is only relevant when micro != NULL. Whenna.rm = TRUE, the computation corresponds tosum(c(1, 2, NA), na.rm = TRUE) / length(na.omit(c(1, 2, NA))). When na.rm = FALSE, the computation corresponds tosum(c(1, 2, NA), na.rm = TRUE) / length(c(1, 2, NA)).

w

A <double> vector of sample weights.

x

A confusion matrix created cmatrix().

Value

If estimator is given as

  • 0 - a named <double> vector of length k

  • 1 - a <double> value (Micro averaged metric)

  • 2 - a <double> value (Macro averaged metric)

Other names

The false positive rate has other names depending on research field:

  • Fallout, fallout()

References

James, Gareth, et al. An introduction to statistical learning. Vol. 112. No. 1. New York: springer, 2013.

Hastie, Trevor. "The elements of statistical learning: data mining, inference, and prediction." (2009).

Pedregosa, Fabian, et al. "Scikit-learn: Machine learning in Python." the Journal of machine Learning research 12 (2011): 2825-2830.

Examples

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