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TR_Agent/PaPP v2/Modello/src/evaluate.py
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Pietro GiacobazziandDevin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com> fe10be5ecc PaPP v2: Fase 3 - architettura classificatore extra-rendimento (walk-forward + OOS)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 07:45:46 +00:00

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1.0 KiB
Python

"""Metriche di valutazione del classificatore."""
from __future__ import annotations
import numpy as np
from sklearn.metrics import roc_auc_score, accuracy_score, brier_score_loss
def metrics(y_true, p_pred) -> dict:
y_true = np.asarray(y_true)
p = np.asarray(p_pred)
out = {"n": int(len(y_true)), "base_rate": float(y_true.mean())}
if len(np.unique(y_true)) < 2:
out.update({"auc": np.nan, "acc": np.nan, "brier": np.nan,
"prec_top_decile": np.nan, "lift_top_decile": np.nan})
return out
out["auc"] = float(roc_auc_score(y_true, p))
out["acc"] = float(accuracy_score(y_true, (p >= 0.5).astype(int)))
out["brier"] = float(brier_score_loss(y_true, p))
# precisione sul decile a piu' alta probabilita' (uso pratico: prendo solo i segnali piu' forti)
k = max(1, int(0.1 * len(p)))
top = np.argsort(p)[-k:]
out["prec_top_decile"] = float(y_true[top].mean())
out["lift_top_decile"] = float(y_true[top].mean() / max(y_true.mean(), 1e-9))
return out