Precision and Recall
Table of Contents:
- Recall
- Precision
- Trading Off Between the Two
- Precision and Recall over Ranks
- The Precision-Recall Curve
- Average Precision
- Mean Average Precision (mAP)
- Precision@K and Recall@K Implementation
- AP Implementation
Why mAP?
Mean Average Precision (mAP) is the standard evaluation metric in at least 3 fields (1) object detection, (2) keypoint description/patch description, and (3) information retrieval. However, its computation is often poorly explained and not immediately obvious. Mean Average Precision involves computing the area under a curve (an integral), and can actually be quite confusing.
Missing Link Between Object Detection and Information Retrieval?
In this post, you’ll see that object detection is evaluated in the same way as information retrieval. Why is this? It turns out the tasks have a number of similarities.
A brief overview to the Information Retrieval (IR) task: given a user query, an IR system will retrieve documents from a corpus (predictions). We will compare this set with the documents relevant to the user (positives). Thus, a true positive is a relevant document with respect to a query (accurately retrieved document). False negatives are relevant documents that your system missed. And false positives are documents your system should not have retrieved. We will be focused only on binary relevance (each item is relevant to the query, or it is not).
Link #1: In both object detection and IR, we discover that class imbalance makes simple accuracy metrics non-informative. In IR, for any query, almost all documents in a corpus are not relevant. The true negatives (which can measure in the billions) are the things we don’t care about, and which we can ignore in precision/recall. You may get 99.99% accuracy for a search algorithm by predicting (or retrieving) nothing. In object detection, there are an infinite number of bounding boxes you could predict. If there is only one object (great imbalance), by predicting nothing you would have great accuracy. Since accuracy takes into account true negatives, we need more different measures of accuracy.
Link #2: In both object detection and IR, the ranking of results matters! For example, in IR, ranking is very important for web search engines because readers seldom go past the first page of results. Accuracy, precision, recall do not take into account the ranking of results. Thus, we desire a ranking-based performance metric.
Link #3: Retrieval.
Recall
Recall measures how many objects you missed. You can have very high recall by classifying everything as some class (at the expense of precision). It is a proportion to measure, How much of the good stuff did we miss? or “how complete the results are”.
\[\mbox{Recall} = \frac{tp}{tp+fn} = \frac{tp}{\mbox{no. of actual positives}}\]Precision
Precision measures your discriminative ability. If you claimed that all of the objects you saw were of a particular class, and you were usually wrong because they belonged to a different class, you would have low precision. Your judgments can’t be considered precise. Precision is a proportion to measure, How much junk did we give to the user? or “how useful the search results are”.
\[\mbox{Precision} = \frac{tp}{tp+fp} = \frac{tp}{\mbox{no. of predicted positives}}\]Trading Off Between the Two
Since these two metrics are complementary, we must always report them together. If we return only one of these two numbers, we can make either number arbitrarily high.
In an object detection system, we may require different amounts of overlap with the ground truth box to assert that a detection is a true positive detection. That overlap threshold may be ours to choose. As we increase the threshold, say from 0.7 to 0.9, we get higher precision, but worse recall (only making prediction if we are pretty confident). However, suppose we wish to avoid false negatives at all costs – if we are blind to a single object detection, we may collide with it and damage our robot/vehicle. In this scenario, we would probably opt for a lower threshold, perhaps 0.3. Our classifier will now have higher recall, but lower precision.
As we vary the value of this threshold, we can actually draw a curve – a precision-recall curve.
Precision and Recall over Ranks
So far we have discussed set-based measures (precision and recall) which are computed with unordered sets of items. However, in information retrieval and object detection, we are more interested in evaluating ranked retrieval results. If we perform a Google search, we wish to only have to look at the first page of results. The dominant paradigm for object detection is to use anchor boxes, which are a huge, rigid set of default bounding boxes that will shifted and stretched slightly. Every single box will have a confidence associated with it, which can be used to as a ranking. While F-measure is one way of combining recall and precision, it cannot incorporate ranking or confidence information (at many different thresholds?) into its evaluation.
You can compute precision and recall at each ranking. Generally we try to plot these numbers.
Precision @ K. We set a rank threshold @ K, and compute the % of relevant in the top K. We ignore all documents ranked lower than K. For example,
We can do the same for Recall @K.
Suppose for a query (seeking 3 ground truth documents), we return 5 documents. In an object detection setting, suppose there are three dogs in an image, and our detector predicted 5 bounding boxes. Let \(\color{limegreen}\blacksquare\) represent a relevant document (TP), and let \(\color{red}\blacksquare\) represent an irrelevant document (false positive). Suppose our 5 documents are ranked as follows:
\[\color{limegreen}1\blacksquare \hspace{1mm} \color{red}2\blacksquare \hspace{1mm} \color{limegreen}3\blacksquare \hspace{1mm} \color{red}4\blacksquare \hspace{1mm} \color{limegreen}5\blacksquare\]Our Prec@1 is 1/1, our Prec@2 is 1/2, Prec@3 is 2/3, our Prec@4 is 2/4, and our Prec@5 is 3/5. Our Recall@1 is 1/3, Recall@2 is 1/3, Recall@3 is 2/3, Recall@4 is 2/3, Recall@5 is 3/3.
prec = [1/1, 1/2, 2/3, 2/4, 3/5]
recall = [1/3, 1/3, 2/3, 2/3, 3/3]
plt.plot(range(5), prec, c='r', label='Precision');
plt.scatter(range(5), prec, 50, marker='.', c='r')
plt.plot(range(5), recall, c='b', label='Recall');
plt.scatter(range(5), recall, 50, marker='.', c='b')
plt.xlabel('Rank'); plt.show()
plt.plot(recall, prec, c='m')
plt.scatter(recall, prec, 50, marker='.', c='m')
plt.show()
Recall can never go down (you can’t subtract relevant documents you already found).
How can we combine them into a single curve? Looking at two curves is challenging. We will wish to plot precision vs. recall.
The Precision-Recall Curve
If we consider the rank position of each relevant document, \(K_1, K_2, \dots, K_R\), then we can compute the Precision@K for each \(K_1, K_2, \dots, K_R\). The average precision is the average of all P@K values.
One will often see metrics like Precision@0.5, meaning precision when Recall is 0.5.
\[Prec@K = \frac{1}{K} \sum\limits_{i=1}^K \mathbf{1} [x_i \in S_q^+]\]where \(\mathbf{1}[\cdot]\) is a binary indicator. Generally we want to use fixed recall levels for this, e.g. 0.1, 0.2, 0.3.
The precision-recall curve is formally defined as \(PR(q) = \{ (Prec(i), Rec(i)), i=0, \dots, N \}\), where Prec(i) and Rec(i) are the preciison and recall evaluated at the i-th position in the ranking [10].
On average, over thousands of queries, precision drops as recall increases. So we wish to preserve the decreasing monotonicity. Get an upper bound on the original recall-precision numbers. Standard way to interpolate to remove the “zig-zag”/sawtooth nature as:
\[\hat{P}(R) = \underset{i}{\max} \{ P_i : R_i \geq R \}\]Alternatively, this is sometimes written as \(\hat{P}(r) = \underset{ \tilde{r} \geq r}{\max} p(\tilde{r})\)
How does the monotonicity constraint work? Essentially, go to the \(R_i\) value on the graph, and check the precision value here. Next, look as far as you would like to the right (larger values of \(R_i\)), and if precision ever gets bigger than \(P(R_i)\), choose the bigger precision value.
Historically, there were 11 standard levels of recall.
Average Precision
Suppose we want a single number when tuning an algorithm. One way to convert the precision-recall curve into a single number is to take its integral. We’ll use Riemann sums/the trapezoidal rule (which you may be familiar with from numerical integration/quadrature) to computing the area under this curve.
\[AP = \sum\limits_{i=1}^N \mbox{Prec}(i) \Delta\mbox{Rec}(i)\]To obtain a high score, a method must have precision at all levels of recall, penalizing methods that retrieve only a subset of examples with high precision (e.g. side views of a car) [5]. In the PASCAL VOC 2010 Paper [5], one will find AP defined as:
\[AP = \frac{1}{11} \sum\limits_{R_i} \hat{P}(R_i) = \frac{1}{11} \sum\limits_{r \in \{0, 0.1, \dots, 1\}} \hat{P}(r)\]A more general expression for AP is an integral, approximated as a sum:
\[AP = \int_{0}^1 \hspace{1mm} p(r) dr \approx \sum\limits_{k=1}^n P(k) \Delta r(k)\]where \(k\) is the rank in a sequence of ranked items, and \(n\) is the number of retrieved items, P(k) is the Precision@K, and \(\Delta r(k)\) is the change in recall from items \(k-1\) to \(k\), as defined in [2].
Modern datasets like the Waymo Open Dataset [8] express this integral with the monotonically decreasing component:
\[AP = 100 \int_0^1 \max \{ p(r^\prime) \mid r^\prime \geq r \} dr\]He et al. express AP yet another way:
\[AP = \frac{1}{|S_q^+|} \sum\limits_{K=1}^n \mathbb{1}[x_K \in S_q^+]Prec@K\]While precision looks at a single threshold, average precision looks at the entire ranking.
Mean Average Precision
While AP is a useful number to capture the performance of a system, it can only summarize performance for a single class/category at once. When performing the task of object detection, we would like to be discriminative not just about two classes (background and dog), but perhaps over 20 classes (PASCAL VOC) or 80 classes (COCO). Again, when tuning an algorithm, we want a single number to evaluate our system’s performance over all classes simultaneously. Mean average precision, is the average (arithmetic mean) of average precision values.
Suppose for each class there are relevant documents (true positives) or ground truth object bounding boxes. Suppose for the dog class, there are 5 relevant objects, and for the cat class, there are 3 relevant objects. Call these query 1 and query 2. We compute average precision for each class/query, and then find their arithmetic mean for the mean average precision (mAP).
\[mAP = \frac{1}{N} \sum\limits_{i=1}^N AP_i\]Precision@K and Recall@K Implementation
An effective way to compute AP is to first count the total number of positives (ground truth items) as npos
. Next, sort all N predictions by confidence and then create two zero-filled arrays, each of length N, corresponding to TPs and FPs, respectively. We will loop through all ranked detections – if the detection represents a TP, we place a 1 at this rank in the TPs array. If a FP, we do the same for the FPs array instead.
To compute Precision@K or Recall@K, we need only compute a cumulative sum at each rank \(K\), and replace the FPs array with the cumulative FP sums, and the same for the TPs array.
fp = np.cumsum(fp)
tp = np.cumsum(tp)
As stated previously, recall is TP/(number of actual positives), and elementwise division of the two arrays will give us Recall@K.
rec = tp / float(npos)
Precision is TP/(number of predicted positives), and elementwise division will also do the trick to give us Precision@K. We must be careful here, however, to avoid division by zero, as some evaluation scripts ignore “difficult” ground truth items:
prec = tp / np.maximum(tp + fp, np.finfo(np.float64).eps)
Now, given Recall@K and Precision@K at every rank K, we can compute the average precision.
AP Implementation
Our next step is numerically integrating the P-R curve. The
The following code snippets are taken directly from the AP computation for PASCAL VOC in Detectron2. The VOC 2007 metric is an 11-point method. For 11 equally spaced cutoff values of recall \(t\in[0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]\), we will find all computed recall values in our array greater than \(t\), and find the maximum precision at any such valid value. We then multiply it by the width of the bar (1/11), and add it to our sum.
ap = 0.0
for t in np.arange(0.0, 1.1, 0.1):
if np.sum(rec >= t) == 0:
p = 0
else:
p = np.max(prec[rec >= t])
ap = ap + p / 11.0
After 2012, a more “correct” version of AP calculation was used. In this version, we first remove zigzags (enforcing a strictly monotonically decreasing precisison).
mpre = np.concatenate(([0.0], prec, [0.0]))
# compute the precision envelope
for i in range(mpre.size - 1, 0, -1):
mpre[i - 1] = np.maximum(mpre[i - 1], mpre[i])
Afterwards, at every location in the staircase precision-recall curve where a step occurs, we compute the Riemann sum. Thus, instead of a crude 11-point approximation, we can compute with many more points.
# first append sentinel values at the end
mrec = np.concatenate(([0.0], rec, [1.0]))
We look for points where the X axis (recall) changes value
i = np.where(mrec[1:] != mrec[:-1])[0]
Now, the area under the curve is a sum of \(\Delta recall * prec\) values:
ap = np.sum((mrec[i + 1] - mrec[i]) * mpre[i + 1])
Let’s walk through a small numerical example.
Object Detection Example
In order to compute average precision, we first need to be able to count our true positives and false positives. To do so, we will compute overlap (i.e. IoU). Let ovmax be the maximum det-gt overlap observed thus far. In addition, if you have more than one detection for a single ground truth object, this must be considered an error (false positive). Here is the pseudocode:
sort detections from greatest to smallest confidence
for each det in detections:
ovmax = -infinity
for each gt in ground truth boxes:
overlap = compute overlap between det and gt
if overlap > ovmax:
ovmax = overlap
best_gt_idx = gt index
if ovmax >= minimum_overlap_threshold:
if gt bbox already claimed:
mark det as false positive
else:
mark det as true positive
Here is the actual code, as found in Faster R-CNN or in FAIR’s Detectron2.
def voc_eval(detpath,
annopath,
imagesetfile,
classname,
cachedir,
ovthresh=0.5,
use_07_metric=False):
"""rec, prec, ap = voc_eval(detpath,
annopath,
imagesetfile,
classname,
[ovthresh],
[use_07_metric])
Top level function that does the PASCAL VOC evaluation.
detpath: Path to detections
detpath.format(classname) should produce the detection results file.
annopath: Path to annotations
annopath.format(imagename) should be the xml annotations file.
imagesetfile: Text file containing the list of images, one image per line.
classname: Category name (duh)
cachedir: Directory for caching the annotations
[ovthresh]: Overlap threshold (default = 0.5)
[use_07_metric]: Whether to use VOC07's 11 point AP computation
(default False)
"""
# assumes detections are in detpath.format(classname)
# assumes annotations are in annopath.format(imagename)
# assumes imagesetfile is a text file with each line an image name
# cachedir caches the annotations in a pickle file
...
# extract gt objects for this class
class_recs = {}
npos = 0
for imagename in imagenames:
R = [obj for obj in recs[imagename] if obj['name'] == classname]
bbox = np.array([x['bbox'] for x in R])
difficult = np.array([x['difficult'] for x in R]).astype(np.bool)
det = [False] * len(R)
npos = npos + sum(~difficult)
class_recs[imagename] = {'bbox': bbox,
'difficult': difficult,
'det': det}
splitlines = [x.strip().split(' ') for x in lines]
image_ids = [x[0] for x in splitlines]
confidence = np.array([float(x[1]) for x in splitlines])
BB = np.array([[float(z) for z in x[2:]] for x in splitlines])
# sort by confidence
sorted_ind = np.argsort(-confidence)
sorted_scores = np.sort(-confidence)
BB = BB[sorted_ind, :]
image_ids = [image_ids[x] for x in sorted_ind]
# go down dets and mark TPs and FPs
nd = len(image_ids)
tp = np.zeros(nd)
fp = np.zeros(nd)
for d in range(nd):
R = class_recs[image_ids[d]]
bb = BB[d, :].astype(float)
ovmax = -np.inf
BBGT = R['bbox'].astype(float)
if BBGT.size > 0:
# compute overlaps
# intersection
ixmin = np.maximum(BBGT[:, 0], bb[0])
iymin = np.maximum(BBGT[:, 1], bb[1])
ixmax = np.minimum(BBGT[:, 2], bb[2])
iymax = np.minimum(BBGT[:, 3], bb[3])
iw = np.maximum(ixmax - ixmin + 1., 0.)
ih = np.maximum(iymax - iymin + 1., 0.)
inters = iw * ih
# union
uni = ((bb[2] - bb[0] + 1.) * (bb[3] - bb[1] + 1.) +
(BBGT[:, 2] - BBGT[:, 0] + 1.) *
(BBGT[:, 3] - BBGT[:, 1] + 1.) - inters)
overlaps = inters / uni
ovmax = np.max(overlaps)
jmax = np.argmax(overlaps)
if ovmax > ovthresh:
if not R['difficult'][jmax]:
if not R['det'][jmax]:
tp[d] = 1.
R['det'][jmax] = 1
else:
fp[d] = 1.
else:
fp[d] = 1.
# compute precision recall
fp = np.cumsum(fp)
tp = np.cumsum(tp)
rec = tp / float(npos)
# avoid divide by zero in case the first detection matches a difficult
# ground truth
prec = tp / np.maximum(tp + fp, np.finfo(np.float64).eps)
ap = voc_ap(rec, prec, use_07_metric)
return rec, prec, ap
Now for COCO:
# inspired from Detectron:
# https://github.com/facebookresearch/Detectron/blob/a6a835f5b8208c45d0dce217ce9bbda915f44df7/detectron/datasets/json_dataset_evaluator.py#L255 # noqa
def _evaluate_box_proposals(dataset_predictions, coco_api, thresholds=None, area="all", limit=None):
"""
Evaluate detection proposal recall metrics. This function is a much
faster alternative to the official COCO API recall evaluation code. However,
it produces slightly different results.
"""
# Record max overlap value for each gt box
# Return vector of overlap values
areas = {
"all": 0,
"small": 1,
"medium": 2,
"large": 3,
"96-128": 4,
"128-256": 5,
"256-512": 6,
"512-inf": 7,
}
area_ranges = [
[0 ** 2, 1e5 ** 2], # all
[0 ** 2, 32 ** 2], # small
[32 ** 2, 96 ** 2], # medium
[96 ** 2, 1e5 ** 2], # large
[96 ** 2, 128 ** 2], # 96-128
[128 ** 2, 256 ** 2], # 128-256
[256 ** 2, 512 ** 2], # 256-512
[512 ** 2, 1e5 ** 2],
] # 512-inf
assert area in areas, "Unknown area range: {}".format(area)
area_range = area_ranges[areas[area]]
gt_overlaps = []
num_pos = 0
for prediction_dict in dataset_predictions:
predictions = prediction_dict["proposals"]
# sort predictions in descending order
# TODO maybe remove this and make it explicit in the documentation
inds = predictions.objectness_logits.sort(descending=True)[1]
predictions = predictions[inds]
ann_ids = coco_api.getAnnIds(imgIds=prediction_dict["image_id"])
anno = coco_api.loadAnns(ann_ids)
gt_boxes = [
BoxMode.convert(obj["bbox"], BoxMode.XYWH_ABS, BoxMode.XYXY_ABS)
for obj in anno
if obj["iscrowd"] == 0
]
gt_boxes = torch.as_tensor(gt_boxes).reshape(-1, 4) # guard against no boxes
gt_boxes = Boxes(gt_boxes)
gt_areas = torch.as_tensor([obj["area"] for obj in anno if obj["iscrowd"] == 0])
if len(gt_boxes) == 0 or len(predictions) == 0:
continue
valid_gt_inds = (gt_areas >= area_range[0]) & (gt_areas <= area_range[1])
gt_boxes = gt_boxes[valid_gt_inds]
num_pos += len(gt_boxes)
if len(gt_boxes) == 0:
continue
if limit is not None and len(predictions) > limit:
predictions = predictions[:limit]
overlaps = pairwise_iou(predictions.proposal_boxes, gt_boxes)
_gt_overlaps = torch.zeros(len(gt_boxes))
for j in range(min(len(predictions), len(gt_boxes))):
# find which proposal box maximally covers each gt box
# and get the iou amount of coverage for each gt box
max_overlaps, argmax_overlaps = overlaps.max(dim=0)
# find which gt box is 'best' covered (i.e. 'best' = most iou)
gt_ovr, gt_ind = max_overlaps.max(dim=0)
assert gt_ovr >= 0
# find the proposal box that covers the best covered gt box
box_ind = argmax_overlaps[gt_ind]
# record the iou coverage of this gt box
_gt_overlaps[j] = overlaps[box_ind, gt_ind]
assert _gt_overlaps[j] == gt_ovr
# mark the proposal box and the gt box as used
overlaps[box_ind, :] = -1
overlaps[:, gt_ind] = -1
# append recorded iou coverage level
gt_overlaps.append(_gt_overlaps)
gt_overlaps = torch.cat(gt_overlaps, dim=0)
gt_overlaps, _ = torch.sort(gt_overlaps)
if thresholds is None:
step = 0.05
thresholds = torch.arange(0.5, 0.95 + 1e-5, step, dtype=torch.float32)
recalls = torch.zeros_like(thresholds)
# compute recall for each iou threshold
for i, t in enumerate(thresholds):
recalls[i] = (gt_overlaps >= t).float().sum() / float(num_pos)
# ar = 2 * np.trapz(recalls, thresholds)
ar = recalls.mean()
return {
"ar": ar,
"recalls": recalls,
"thresholds": thresholds,
"gt_overlaps": gt_overlaps,
"num_pos": num_pos,
}
Using AP as a Loss Function
While maximizing AP has always been a goal of retrieval and object detection systems, AP itself had not been directly used as a loss function because it involves a non-differentiable step (sorting items by rank).
Learning with Average Precision: Training Image Retrieval with a Listwise Loss Revaud et al. (2019) pdf.
Local Descriptors Optimized for Average Precision He et al. (2018) pdf.
Deep Metric Learning to Rank Cakir et al. (2019) Pytorch Code.
You can see one implementation by Revaud et al. “R2D2” here and by Revaud et al. “Learning with Average Precision: Training Image Retrieval with a Listwise Loss” here. Kun He’s code is here.
References
[1] Bharath Hariharan and Ross Girshick. Fast/er R-CNN. https://github.com/rbgirshick/py-faster-rcnn/blob/master/lib/datasets/voc_eval.py.
[2] Information Retrieval. Wikipedia. Webpage.
[3] Victor Lavrenko Lecture, Univ. Edinburgh. Why We Can’t Use Accuracy
[3] Victor Lavrenko Lecture, Univ. Edinburgh. Evaluation 10: recall and precision over ranks.
[4] Victor Lavrenko Lecture, Univ. Edinburgh.Evaluation 11: interpolated recall-precision plot
[5] Mark Everingham, Luc Van Gool, Christopher K. I. Williams, John Winn, Andrew Zisserman. The PASCAL Visual Object Classes (VOC) Challenge. IJCV 2010. PDF.
[6] Introduction to Information Retrieval. CS 276: Information Retrieval and Web Search Lectures. Chris Manning, Pandu Nayak, Prabhakar Raghavan. Stanford University.
[7] Christopher D. Manning, Prabhakar Raghavan and Hinrich Schütze, Introduction to Information Retrieval, Cambridge University Press. 2008. HTML.
[8] Sun et al. Scalability in Perception for Autonomous Driving: Waymo Open Dataset. PDF.
[9] K. He, Y. Lu, and S. Sclaroff. Local descriptors optimized for average precision. In The IEEE Conference on Computer Vision and Pattern Recognition (CVPR), June 2018.
[10] F. Cakir, K. He, X. Xia, B. Kulis, and S. Sclaroff. Deep metric learning to rank. In The IEEE Conference on Computer Vision and Pattern Recognition (CVPR), June 2019.
[11] J. Revaud, J. Almazan, R. S. Rezende, and C. R. d. Souza. Learning with average precision: Training image retrieval with a listwise loss. In The IEEE International Conference on Computer Vision (ICCV), October 2019.
[12] J. Davis and M. Goadrich. The relationship between PR and ROC curves. In ICML, 2006.