计算精度以及roc曲线

1 敏感性以及特异性定义
https://en.wikipedia.org/wiki/Sensitivity_and_specificity
2 zhang博客讲的挺好的,但是有错误,还是可以参考
http://blog.csdn.net/abcjennifer/article/details/7359370
3 precision以及recall定义
https://www.douban.com/note/284051363/
3 代码以及画roc曲线的图
参考:
https://stackoverflow.com/questions/25009284/how-to-plot-roc-curve-in-python

import pandas as pd
pred = pd.read_csv('prediction.csv')
gt = pd.read_csv('stage2_solution.csv')
pred_data = pred.values
gt_data = gt.values
gt_d = gt_data[:,0:2]
diction = {}
for i in range(len(gt_d)):
#     print(gt_d[i,0],gt_d[i,1])
    diction[gt_d[i,0]]=gt_d[i,1]
pred_label=[]
gt_label = []
tp=0
tn=0
fp=0
fn=0
for i in range(len(pred_data)):
#     print (pred_data[i,0],pred_data[i,1],diction[pred_data[i,0]])
    g = diction[pred_data[i,0]]
    pred_label.append(pred_data[i,1])
    gt_label.append(diction[pred_data[i,0]])
    if(pred_data[i,1]>0.5):
        p = 1
    else:
        p = 0
#     print('g:',g,'p:',p)
    if(g==1):
        if(p==1):
            tp = tp+1
        else:
            tn = tn +1
    else:
        if(p==1):
            fp = fp+1
        else:
            fn = fn+1
    if(p==0 and g==1):
        print (pred_data[i,0],pred_data[i,1],diction[pred_data[i,0]])
print tp,tn,fp,fn
('07625e01a28581f0d854cd53f9fd46ee', 0.117159187794, 1)
('9fb26348e55b7b1b5247e59104beec5f', 0.23055803775800002, 1)
('d63bcca00bf9df3d3aca0973aba7f22a', 0.115243196487, 1)
('678b4a8e39c885e4220f87f4fdacb18a', 0.233972370625, 1)
('1093f95635baf659ad5b3a893b14a0d9', 0.321477591991, 1)
('c8690d3efb5cbfcb9f2871fe19a3b32f', 0.037960231304199996, 1)
('9e041750951de329e7c7a20acdb9c88f', 0.215780794621, 1)
('c5f3b3390e3f873360b8f91439e0f280', 0.4399498701100001, 1)
('5b162effadb4b71d97cc48f0d3472d1f', 0.346106171608, 1)
('66dfced7056ab28e85423be7839d1d7d', 0.0265184044838, 1)
('2805ecbf568656eff77e968f27f55711', 0.207600712776, 1)
('4434c5c933b67ce29d62b2556ebd4b0d', 0.354858398438, 1)
('15e96a2ba69d4f8af4d44e75a1cfc91f', 0.336322128773, 1)
('5bcb6eda63001cfce086f1fe5de51f41', 0.0494830608368, 1)
('951cb7ff32666ac91dd95968af53e3dc', 0.042300403118099995, 1)
('a77b5a7654310f555e04a046711b81b6', 0.116569340229, 1)
('e62c65f23653e8439a5176fe778cf8b1', 0.0626381635666, 1)
('87de7ae1cbcd60a3cc98684f03ff975b', 0.271269857883, 1)
('15df31b452c0c92bef1d60fd75a99df7', 0.287601053715, 1)
('65d6bc5aaa876d81dead5d02d5638f98', 0.29096144437800003, 1)
('35a388aafa5fae8987968dfc4341ba0b', 0.22209799289700002, 1)
('82689b6006173d5c9b37bb4b5731d77d', 0.290232181549, 1)
('a59a4d0518786ac8ab13081238dd0757', 0.0694873332977, 1)
('f68e914a9970ec8ecc17b479f9c30e69', 0.300102353096, 1)
('a966293e9872a02b8011e19219cd52a2', 0.12901556491900001, 1)
('e50e25554d4aad665f9ffbc7a6605a18', 0.355409502983, 1)
('ad9877d7153ba81280cf6fda3ec258ec', 0.42044192552599996, 1)
('c69b8fbe155444085faa2d8a77fa2077', 0.24609863758099998, 1)
('ee7d43a9c214c33d1ca97b6e8b62dfed', 0.344136297703, 1)
('5a06ebc438b934a360a5e469a6874505', 0.310246169567, 1)
('d2cdfbcadca86bcb7365bc86d9c29132', 0.474076628685, 1)
('ff910f590b8d19dbc135d69a4bb6dc3e', 0.410838961601, 1)
('9f2e0344d97a73499ac3c2f364177660', 0.127251148224, 1)
('a05dae5c271ef3048b80d22408bf0d4c', 0.44878578186000007, 1)
('4eb7ea2cb6e3ebf6a9ac680665c58970', 0.426235556602, 1)
('172f016737a31607818a98360f25a0d6', 0.0955578684807, 1)
('e65babe52dbff77a3efa66066cc5d9bd', 0.180333673954, 1)
('ad677d927dbfdca141d5f5e990301867', 0.383404612541, 1)
('7513342e12f6ff612403693c7fbf3cdc', 0.22137969732299997, 1)
('4d7c36fb4b7009d4a90fc5b6ba4609c7', 0.13613379001599998, 1)
('d7fc3c406dae05d72a3d932944cd4a39', 0.320285797119, 1)
('8bb78b08c671f1c52d03d29f56997640', 0.0917291641235, 1)
('825ea4ecda33bb0a3aa86188d8deec8b', 0.0786511301994, 1)
('2503439e08a1e9232b80a625eeb26614', 0.27218401431999995, 1)
('356f21ce2359091e3adbe4dd24247420', 0.388289391994, 1)
('37f046c4e2bbc062bb103b302b22beef', 0.213571429253, 1)
('63248fdafd2df302b57a479289d76105', 0.499042093754, 1)
('f81025619a4993f4e406f3ccd07e9c0b', 0.0994927883148, 1)
('07ba80a4520fd85c686715bc0f7d7170', 0.361474454403, 1)
('5d1dd71ccc0e5c54726daa38e0ec353c', 0.0834940075874, 1)
('c65c04ff2cab8677c509abc3d14615df', 0.26668071746800004, 1)
('5514032473557df7a4a0d484d0ed27e5', 0.181709766388, 1)
('b37b42625992ced93aa5b876292419e0', 0.0973561406136, 1)
('467fbaad4184bc2a030c27351549298f', 0.0871037840843, 1)
99 54 38 315
print tp+fn,tn+fp
414 92
pred_label
[0.306648731232,
 0.8760701417919999,
 0.0346515774727,
 0.1649710536,
 0.0914691090584,
 0.0446593165398,
 0.07621145248410001,
 0.117159187794,
 0.23253923654599998,
 0.23055803775800002,
 0.115243196487,
 0.0224041938782,
 0.0458522439003,
 0.299911916256,
 0.704319000244,
 0.43548732996000006,
 0.030129075050400002,
 0.233972370625,
 0.0498383045197,
 0.321477591991,
 0.812364935875,
 0.0718807578087,
 0.919714152813,
 0.49185758829099996,
 0.026584863662700003,
 0.0679003000259,
 0.0449317097664,
 0.0711770057678,
 0.11159145832100001,
 0.037960231304199996,
 0.5159543752669999,
 0.215780794621,
 0.044772207737,
 0.321922183037,
 0.8048728704449999,
 0.4399498701100001,
 0.243216395378,
 0.346106171608,
 0.0257115364075,
 0.614302396774,
 0.923866629601,
 0.121345341206,
 0.0645252466202,
 0.26350492239,
 0.0444534420967,
 0.6119161844250001,
 0.0265184044838,
 0.129248678684,
 0.09459382295610001,
 0.8202509880069999,
 0.0154209733009,
 0.0690587162971,
 0.108752191067,
 0.8403134942049999,
 0.810078263283,
 0.787731289864,
 0.049283266067500005,
 0.207600712776,
 0.0320543646812,
 0.04333925247190001,
 0.849267244339,
 0.0329706668854,
 0.0446615815163,
 0.0807330608368,
 0.861198723316,
 0.048518240451800004,
 0.05440914630890001,
 0.0340330004692,
 0.354858398438,
 0.409967780113,
 0.023639500141099997,
 0.939375579357,
 0.059544444084199996,
 0.728375673294,
 0.644544184208,
 0.970956742764,
 0.11147278547299999,
 0.031562447547900004,
 0.209877669811,
 0.28941488266,
 0.0336276292801,
 0.101174592972,
 0.133744955063,
 0.525971651077,
 0.45949858427,
 0.22605919838000002,
 0.850231289864,
 0.060046672821000006,
 0.0673955082893,
 0.040676891803699995,
 0.051343739032699995,
 0.336322128773,
 0.789554357529,
 0.0494830608368,
 0.887484014034,
 0.333477795124,
 0.115098059177,
 0.0343714952469,
 0.0166711807251,
 0.042300403118099995,
 0.116569340229,
 0.02067476511,
 0.0536320209503,
 0.162982702255,
 0.019909024238599998,
 0.019078195095099997,
 0.848688483238,
 0.0237035155296,
 0.07821965217589999,
 0.0748621821404,
 0.12407445907600001,
 0.0260081887245,
 0.549250781536,
 0.64028608799,
 0.5554161071779999,
 0.0626381635666,
 0.337692081928,
 0.166900634766,
 0.7358903288840001,
 0.271269857883,
 0.7449672222139999,
 0.754090726376,
 0.036576986312899996,
 0.0154871940613,
 0.162472724915,
 0.8283893466,
 0.561336040497,
 0.022459089756,
 0.12467682361600001,
 0.15985864400900002,
 0.12295264005699999,
 0.0408948659897,
 0.08322954177860001,
 0.0155268907547,
 0.253732264042,
 0.287601053715,
 0.5059261918069999,
 0.7878701686859999,
 0.0340597033501,
 0.052699804306,
 0.179771304131,
 0.11872249841700001,
 0.29096144437800003,
 0.0258894562721,
 0.796294391155,
 0.0793922543526,
 0.20181220769900002,
 0.625052571297,
 0.9538311362270001,
 0.7827150821690001,
 0.966531693935,
 0.683534145355,
 0.025528848171200002,
 0.398672938347,
 0.052346765994999996,
 0.988933742046,
 0.0205284953117,
 0.057099699974100006,
 0.533129096031,
 0.108986318111,
 0.8740727305410001,
 0.054328620433800004,
 0.815580070019,
 0.0532991290092,
 0.153633058071,
 0.0325220823288,
 0.025053441524499998,
 0.898797214031,
 0.055256009101900004,
 0.9507915973659999,
 0.8566108345990001,
 0.0243853926659,
 0.22209799289700002,
 0.022739171981799998,
 0.910795509815,
 0.169241070747,
 0.0378332734108,
 0.0367866158485,
 0.23314499855,
 0.8260697722429999,
 0.0478984713554,
 0.225474655628,
 0.8025456666949999,
 0.290232181549,
 0.947477519512,
 0.0706942677498,
 0.0694873332977,
 0.493386030197,
 0.864034891129,
 0.0584462285042,
 0.300102353096,
 0.06039792299269999,
 0.301897644997,
 0.7810286283490001,
 0.9301441907879999,
 0.99861240387,
 0.12901556491900001,
 0.135593295097,
 0.134292602539,
 0.033970952034,
 0.0749914646149,
 0.355409502983,
 0.134282767773,
 0.0326668024063,
 0.6847266554829999,
 0.42044192552599996,
 0.032674074173,
 0.960749745369,
 0.24609863758099998,
 0.344136297703,
 0.896595299244,
 0.310246169567,
 0.035803914070099994,
 0.37698054313699997,
 0.06826096773149999,
 0.053512275219000004,
 0.7839746475220001,
 0.010945975780499998,
 0.0522285699844,
 0.118953585625,
 0.8401124477390001,
 0.0912300944328,
 0.9939808845520001,
 0.05664479732509999,
 0.575493991375,
 0.043535888195000004,
 0.869194030762,
 0.119209587574,
 0.061302781105,
 0.193221330643,
 0.11779540777200001,
 0.786761283875,
 0.0511956214905,
 0.06733179092410001,
 0.040928423404699994,
 0.959544181824,
 0.906318724155,
 0.0444074273109,
 0.0489168763161,
 0.0294325351715,
 0.816952228546,
 0.027754008769999998,
 0.956563353539,
 0.672473907471,
 0.267829358578,
 0.9915587902069999,
 0.0157701969147,
 0.0807236433029,
 0.277778983116,
 0.0154266357422,
 0.0809623003006,
 0.040648162365000004,
 0.652987837791,
 0.137083649635,
 0.0237013697624,
 0.474076628685,
 0.017674446106,
 0.9826710820200001,
 0.526813030243,
 0.227248251438,
 0.052958905696900004,
 0.0703300833702,
 0.0569689869881,
 0.015280723571799998,
 0.0175392627716,
 0.05126118659969999,
 0.083359181881,
 0.66984641552,
 0.043055236339600005,
 0.8001756668089999,
 0.104937016964,
 0.0661010146141,
 0.8102839589120001,
 0.0547814369202,
 0.107002198696,
 0.709119081497,
 0.555048823357,
 0.022159814834599997,
 0.71013122797,
 0.410838961601,
 0.0753583908081,
 0.0222990512848,
 0.639405250549,
 0.054847359657300004,
 0.0682095885277,
 0.9155819416050001,
 0.09025275707239999,
 0.04651945829390001,
 0.027292370796199998,
 0.0821488499641,
 0.07674360275270001,
 0.07838195562360001,
 0.0537794828415,
 0.151747643948,
 0.0403423905373,
 0.035184204578400005,
 0.047605812549599995,
 0.942981719971,
 0.7264840006829999,
 0.0390491485596,
 0.558655023575,
 0.7652485370640001,
 0.884135842323,
 0.713637709618,
 0.6731960177420001,
 0.0918847322464,
 0.635707080364,
 0.813631594181,
 0.0240622162819,
 0.028998851776099996,
 0.628164947033,
 0.0184214711189,
 0.6033244133,
 0.09100937843319999,
 0.903185069561,
 0.7863504886630001,
 0.109753608704,
 0.238945126534,
 0.0491129159927,
 0.609125494957,
 0.055827498436,
 0.127251148224,
 0.44878578186000007,
 0.0890922546387,
 0.430430710316,
 0.0947884321213,
 0.0657268762589,
 0.426235556602,
 0.0401832461357,
 0.0955578684807,
 0.39128816127800004,
 0.18202227354000003,
 0.0398209691048,
 0.37694716453599997,
 0.0157968401909,
 0.07383424043660002,
 0.042762398719800004,
 0.04445165395740001,
 0.04965978860859999,
 0.109847545624,
 0.6804876327509999,
 0.506127297878,
 0.0267729759216,
 0.143815755844,
 0.111534059048,
 0.7794041633609999,
 0.015767574310299997,
 0.038128733634900006,
 0.0511896014214,
 0.180333673954,
 0.702603936195,
 0.103834271431,
 0.159316837788,
 0.383404612541,
 0.0831456184387,
 0.150595903397,
 0.22137969732299997,
 0.583897650242,
 0.06986886262889999,
 0.13613379001599998,
 0.320285797119,
 0.0450734496117,
 0.621346950531,
 0.0808102488518,
 0.029326438903799996,
 0.0917291641235,
 0.0786511301994,
 0.0845966339111,
 0.500489234924,
 0.139561355114,
 0.944442391396,
 0.841670095921,
 0.706939518452,
 0.139667630196,
 0.10517472028699999,
 0.8459794521330001,
 0.014253795146899999,
 0.128443598747,
 0.0613714456558,
 0.27218401431999995,
 0.0393926501274,
 0.0251014828682,
 0.187129318714,
 0.0212181806564,
 0.051073253154800005,
 0.722355008125,
 0.0679240822792,
 0.388289391994,
 0.015026271343200002,
 0.213571429253,
 0.882094442844,
 0.0288588404655,
 0.0459799766541,
 0.872308850288,
 0.509616732597,
 0.037440061569199996,
 0.570501208305,
 0.039659738540599995,
 0.017843186855299998,
 0.648983478546,
 0.08827137947080001,
 0.9297993183140001,
 0.0254611372948,
 0.021844089031199998,
 0.0901657938957,
 0.0737712979317,
 0.612956285477,
 0.0234156847,
 0.067400932312,
 0.159428536892,
 0.0353515744209,
 0.029090940952300002,
 0.988542079926,
 0.0594680905342,
 0.9943150877949999,
 0.876945018768,
 0.05685520172119999,
 0.041065394878400004,
 0.645810365677,
 0.375511944294,
 0.43031364679300005,
 0.375743567944,
 0.145624101162,
 0.0369937419891,
 0.07281547784810001,
 0.0326633453369,
 0.194029033184,
 0.499042093754,
 0.0227205753326,
 0.0271198749542,
 0.024527013301800002,
 0.0806727409363,
 0.135131299496,
 0.039363801479300006,
 0.042473375797300005,
 0.0994927883148,
 0.033588647842399996,
 0.13234364986400002,
 0.130347132683,
 0.762364864349,
 0.0736729502678,
 0.0309421420097,
 0.10914081335100001,
 0.165281057358,
 0.035065472126,
 0.019040286541,
 0.00971162319183,
 0.586828112602,
 0.361474454403,
 0.019100189209,
 0.0812140703201,
 0.961014151573,
 0.539634466171,
 0.0861241817474,
 0.07396948337550001,
 0.0709484815598,
 0.18269032239900002,
 0.056558668613400004,
 0.0685266852379,
 0.7308714389800001,
 0.0642604231834,
 0.920344531536,
 0.0678136944771,
 0.0234156847,
 0.06957840919489999,
 0.592350780964,
 0.8675767183299999,
 0.0428700447083,
 0.051432013511699994,
 0.0565760731697,
 0.0401865839958,
 0.703727483749,
 0.0442606806755,
 0.8268591165539999,
 0.0834940075874,
 0.840219736099,
 0.455112397671,
 0.8079274296760001,
 0.021398961544,
 0.0617161989212,
 0.0770745873451,
 0.9037966728210001,
 0.07724809646610001,
 0.7189496755600001,
 0.056118667125699996,
 0.029981791973099997,
 0.541769862175,
 0.027953922748599997,
 0.018179237842599998,
 0.774275898933,
 0.0774254202843,
 0.571707069874,
 0.083989918232,
 0.26668071746800004,
 0.61296248436,
 0.039847552776300005,
 0.181709766388,
 0.848829567432,
 0.0736467838287,
 0.0453742742538,
 0.07220143079760001,
 0.0161296129227,
 0.0973561406136,
 0.0580281019211,
 0.0871037840843,
 0.09880226850510002]
gt_label
[0,
 1,
 0,
 0,
 0,
 0,
 0,
 1,
 0,
 1,
 1,
 0,
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 1,
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 0,
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 1,
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import numpy as np
y = np.array(gt_label)
scores = np.array(pred_label)
y[0:10]
array([0, 1, 0, 0, 0, 0, 0, 1, 0, 1])
scores[0:10]
array([ 0.30664873,  0.87607014,  0.03465158,  0.16497105,  0.09146911,
        0.04465932,  0.07621145,  0.11715919,  0.23253924,  0.23055804])
from sklearn import metrics

fpr, tpr, thresholds = metrics.roc_curve(y, scores, pos_label=1)

roc_auc = metrics.auc(fpr, tpr)

# method I: plt
import matplotlib.pyplot as plt
plt.title('Receiver Operating Characteristic')
plt.plot(fpr, tpr, 'b', label = 'AUC = %0.2f' % roc_auc)
plt.legend(loc = 'lower right')
plt.plot([0, 1], [0, 1],'r--')
plt.xlim([0, 1])
plt.ylim([0, 1])
plt.ylabel('True Positive Rate')
plt.xlabel('False Positive Rate')
plt.show()

这里写图片描述

thresholds
array([ 0.9986124 ,  0.95954418,  0.95656335,  0.94747752,  0.94444239,
        0.92979932,  0.92034453,  0.91558194,  0.91079551,  0.86119872,
        0.85661083,  0.84926724,  0.84882957,  0.84597945,  0.8416701 ,
        0.81558007,  0.81236494,  0.81028396,  0.81007826,  0.7742759 ,
        0.76524854,  0.72837567,  0.726484  ,  0.71894968,  0.71013123,
        0.704319  ,  0.68048763,  0.67319602,  0.66984642,  0.65298784,
        0.64581037,  0.64454418,  0.64028609,  0.63940525,  0.63570708,
        0.62816495,  0.62505257,  0.61296248,  0.61295629,  0.60332441,
        0.58682811,  0.57170707,  0.57050121,  0.56133604,  0.55865502,
        0.55541611,  0.55504882,  0.53963447,  0.51595438,  0.5061273 ,
        0.50592619,  0.49904209,  0.49185759,  0.47407663,  0.4551124 ,
        0.43994987,  0.43031365,  0.41083896,  0.39128816,  0.38340461,
        0.37551194,  0.3441363 ,  0.33769208,  0.33632213,  0.32192218,
        0.31024617,  0.30189764,  0.30010235,  0.29991192,  0.29023218,
        0.28941488,  0.28760105,  0.27777898,  0.27126986,  0.26782936,
        0.26668072,  0.25373226,  0.24609864,  0.23894513,  0.23397237,
        0.23253924,  0.23055804,  0.22547466,  0.21357143,  0.20987767,
        0.20760071,  0.18202227,  0.18033367,  0.13708365,  0.13613379,
        0.12924868,  0.12901556,  0.1284436 ,  0.12725115,  0.11779541,
        0.1152432 ,  0.10117459,  0.09949279,  0.09880227,  0.09555787,
        0.09188473,  0.09172916,  0.08827138,  0.08710378,  0.08398992,
        0.08349401,  0.07939225,  0.07865113,  0.06957841,  0.06948733,
        0.06426042,  0.06263816,  0.04965979,  0.04948306,  0.04247338,
        0.0423004 ,  0.03812873,  0.03796023,  0.02658486,  0.0265184 ,
        0.0236395 ,  0.02341568,  0.00971162])
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