ROC曲线和AUC值的python代码



原文链接：https://zhuanlan.zhihu.com/p/25212301

__author__ = 'beauty'
#create_time=2017-08-17
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
parameter=40
data=pd.DataFrame(index=range(0,parameter),columns=('probability','The true label'))
data['The true label']=np.random.randint(0,2,size=len(data))
data['probability']=np.random.choice(np.arange(0.1,1,0.1),len(data['probability']))

# print data
cm=np.arange(4).reshape(2,2)
cm[0,0]=len(data[data['The true label']==0] [data['probability']<0.5])
cm[0,1]=len(data[data['The true label']==0] [data['probability']>=0.5])
cm[1,0]=len(data[data['The true label']==1] [data['probability']<0.5])
cm[1,1]=len(data[data['The true label']==1] [data['probability']>=0.5])

import itertools
classes=[0,1]
plt.figure()
# plt.imshow(cm,interpolation='nearest',cmap=plt.cm.Blues)
# plt.title('Confusion matrix')
# tick_marks=np.arange(len(classes))
# plt.xticks(tick_marks,classes,rotation=0)
# plt.yticks(tick_marks,classes)
# thresh=cm.max()/2.
# for i,j in itertools.product(range(cm.shape[0]),range(cm.shape[1])):
#     plt.text(j,i,cm[i,j],
#     horizontalalignment="center",
#     color="white" if cm[i,j]> thresh else "black")
# plt.tight_layout()
# plt.ylabel('True label')
# plt.xlabel('Predicted label')
# plt.show()
data.sort_values('probability',inplace=True,ascending=False)
# print data
TPRandFPR=pd.DataFrame(index=range(len(data)),columns=('TP','FP'))
for j in range(len(data)):
    data1=data.head(n=j+1)
    FP=len(data1[data1['The true label']==0][data1['probability']>=data1.head(len(data1))['probability']])/float(len(data[data['The true label']==0]))
    TP=len(data1[data1['The true label']==1][data1['probability']>=data1.head(len(data1))['probability']])/float(len(data[data['The true label']==1]))
    TPRandFPR.iloc[j]=[TP,FP]
# print TPRandFPR

from sklearn.metrics import auc
AUC=auc(TPRandFPR['FP'],TPRandFPR['TP'])
plt.scatter(x=TPRandFPR['FP'],y=TPRandFPR['TP'],label='(FPR,TPR)',color='k')
plt.plot(TPRandFPR['FP'],TPRandFPR['FP'],'k',label='AUC =%0.2f'% AUC)
plt.legend(loc='lower right')

plt.title('Receiver Operating Characteristic')
plt.plot([(0,0),(1,1)],'r--')
plt.xlim([-0.01,1.01])
plt.ylim([-0.01,01.01])
plt.ylabel('True Positive Rate')
plt.xlabel('False Positive Rate')
plt.show()