scripts/builtin/fdr.dml

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# This built-in function computes the false discovery rate
# for all classes as false-predictions / all-predictions.
#
# INPUT:
# ------------------------------------------------------------------------------
# P           vector of predictions (1-based, recoded), shape: [N x 1]
# Y           vector of actual labels (1-based, recoded), shape: [N x 1]
# ------------------------------------------------------------------------------
#
# OUTPUT:
# ------------------------------------------------------------------------------
# FDR         vector of false discovery rate per class, shape: [M x 1]
# ------------------------------------------------------------------------------

m_fdr = function(Matrix[Double] P, Matrix[Double] Y)
  return (Matrix[Double] FDR)
{
  [cS, cA] = confusionMatrix(P, Y);
  FDR = (rowSums(cS)-diag(cS)) / rowSums(cS);
}