[ENH] Replace prts metrics

[aryanpola]

Reference Issues/PRs

Addresses #2066

What does this implement/fix? Explain your changes.

Implementation of Precision, Recall and F1-score metrics.

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[MatthewMiddlehurst]

Some of these functions look like they should be private/protected. In the tests please run both the new and current functions to ensure the output is the same (using pytest)

[aryanpola]

Changes made from the previous commit:

1. Added a function for flattening lists of lists into a list.
2. Removes overlapping functions.
3. Changed the metric calculations from averaging(w.r.t cardinality) to global(w.r.t overlapping positions) calculation of real and pred ranges.

[aryanpola]

@MatthewMiddlehurst Please let me know if the test cases are fine, I can separate them into different functions if necessary.

[TonyBagnall]

thanks for this, its really helpful. We will look again next week

[aryanpola]

@MatthewMiddlehurst @SebastianSchmidl , I’ve updated the test cases so that they now compare the current implementation with the prts package for all parameter configurations.

[SebastianSchmidl]

Please add a check for the soft-dependency "prts" to those test where you call into the existing range-based metrics to make the CI happy; similar to the existing tests:

aeon/aeon/benchmarking/metrics/anomaly_detection/tests/test_ad_metrics.py

Lines 228 to 232 in 8770d2f

	@pytest.mark.skipif(
	not _check_soft_dependencies("prts", severity="none"),
	reason="required soft dependency prts not available",
	)
	def test_range_based_p_range_based_r_auc_perfect_hit():

[aryanpola]

Please add a check for the soft-dependency "prts" to those test where you call into the existing range-based metrics to make the CI happy; similar to the existing tests:

aeon/aeon/benchmarking/metrics/anomaly_detection/tests/test_ad_metrics.py

Lines 228 to 232 in 8770d2f

	@pytest.mark.skipif(
	not _check_soft_dependencies("prts", severity="none"),
	reason="required soft dependency prts not available",
	)
	def test_range_based_p_range_based_r_auc_perfect_hit():

Done. Let me know if there's anything else to be changed.

[MatthewMiddlehurst]

Thanks a lot for addressing my concerns. I'm happy for this to go in the with testing done.

I would not close the issue yet, the next step is to remove the old functions and prts as a dependency. Unfortunately, this would involve changing a lot of the testing you have done here again, but the main purpose of the output comparison is to smooth the transition anyway.

[SebastianSchmidl]

Just some small documentation changes

[aryanpola]

@MatthewMiddlehurst @SebastianSchmidl
Further changes to be made:

1. Remove prts from all_extras
2. Update tests to compare the implementation output with hard-coded values (already done in previous commits).
3. Remove the older function, which includes aeon\benchmarking\metrics\anomaly_detection\_binary.py. aeon\benchmarking\metrics\anomaly_detection\_continuous.py still uses prts as a dependency. What should be done with that?

This should be everything?

[SebastianSchmidl]

@MatthewMiddlehurst @SebastianSchmidl Further changes to be made:

1. Remove prts from all_extras
2. Update tests to compare the implementation output with hard-coded values (already done in previous commits).
3. Remove the older function, which includes aeon\benchmarking\metrics\anomaly_detection\_binary.py. aeon\benchmarking\metrics\anomaly_detection\_continuous.py still uses prts as a dependency. What should be done with that?

The functions in _continuous.py can use the new implementation within aeon.

This should be everything?

Could you add this information to the corresponding issue? This should be addressed in separate PRs.

[aryanpola]

@MatthewMiddlehurst @SebastianSchmidl Further changes to be made:

1. Remove prts from all_extras
2. Update tests to compare the implementation output with hard-coded values (already done in previous commits).
3. Remove the older function, which includes aeon\benchmarking\metrics\anomaly_detection\_binary.py. aeon\benchmarking\metrics\anomaly_detection\_continuous.py still uses prts as a dependency. What should be done with that?

The functions in _continuous.py can use the new implementation within aeon.

This should be everything?

Could you add this information to the corresponding issue? This should be addressed in separate PRs.

3 different PR's for 3 mentioned changes?

[aryanpola]

@MatthewMiddlehurst Please merge this PR so I can pull the changes and update the test cases to hard-coded ones.

[aryanpola]

@MatthewMiddlehurst Please merge this PR so I can pull the changes and update the test cases to hard-coded ones.

@MatthewMiddlehurst A gentle reminder.

outdated

[aryanpola]

@MatthewMiddlehurst @SebastianSchmidl Anything else to do here?
I tried creating a new PR with a branch within recall branch, this brings all the previous commits from recall branch creating conflicts. I'll update the test cases once this gets merged.