如何计算fpr95

对于二分类问题，我们经常通过ROC曲线及FPR95来判断分类器的好坏。这里提供两种方法。

1. 一种是sklearn.metrics中的roc_curve包，可直接用于计算在不同阈值下，TPR和FPR对应的值，进而可以得出TPR=0.95时，FPR的值。

"""
label=1表示正样本，scores为预测概率，数值越大，越有可能是正样本
"""
from sklearn.metrics import roc_curve,auc
fpr,tpr,thresh = roc_curve(labels,scores)

另一种方法：

def ErrorRateAt95Recall1(labels, scores):
    recall_point = 0.95
    labels = np.asarray(labels)
    scores = np.asarray(scores)
    # Sort label-score tuples by the score in descending order.
    indices = np.argsort(scores)[::-1]    #降序排列
    sorted_labels = labels[indices]
    sorted_scores = scores[indices]
    n_match = sum(sorted_labels)
    n_thresh = recall_point * n_match
    thresh_index = np.argmax(np.cumsum(sorted_labels) >= n_thresh)
    FP = np.sum(sorted_labels[:thresh_index] == 0)
    TN = np.sum(sorted_labels[thresh_index:] == 0)
    return float(FP) / float(FP + TN)

错误写法：

"""
此代码为错误写法，存在一定的误差
"""
def ErrorRateAt95Recall(labels, scores):
    recall_point = 0.95
    # Sort label-score tuples by the score in descending order.
    sorted_scores = zip(labels, scores)
    sorted_scores.sort(key=operator.itemgetter(1), reverse=True)
    #print(sorted_scores)

    # Compute error rate
    n_match = sum(1 for x in sorted_scores if x[0] == 1)
    n_thresh = recall_point * n_match

    tp = 0
    count = 0
    for label, score in sorted_scores:
        #print(score)
        count += 1
        if label == 1:
            tp += 1
        if tp >= n_thresh:
            break

    return float(count - tp) / count

参考文献：
tpr fpr roc详解