数据挖掘 ROC曲线

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已于 2022-07-30 16:30:46 修改

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分类专栏：未分类文章标签：数据挖掘 python 机器学习

于 2022-03-12 13:56:49 首次发布

本文链接：https://blog.csdn.net/m0_49271518/article/details/109192468

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一、题目

根据以下表格画出 ROC 曲线

待测样本	1	2	3	4	5	6	7	8	9
样本标记1	+	+	+	-	+	-	-	-	-
样本标记2	-	+	-	-	+	-	+	+	-

二、解题思路

输入一个真实结果
划分阈值：将前 i 个划分为正例，后 n-i 个划分为负例，作为预测结果
计算在每个划分下的TP，TN，FN，FP 及 TPR，FPR
画 ROC 曲线图：以在不同划分下得出的 TPR 为 x 轴，FPR 为 y 轴画图
计算 AUC ：计算 ROC 曲线的面积

三、代码实现

# coding = utf - 8
import matplotlib.pyplot as plt
import matplotlib as mpl
import numpy


class TestData:
    def __init__(self, x):
        self.x = x
        self.TPR = numpy.zeros(len(self.x) - 1)
        self.FPR = numpy.zeros(len(self.x) - 1)

    def roc(self):
        y = numpy.zeros(len(self.x))            # 预测情况
        for i in range(len(self.x) - 1):
            tp = numpy.zeros(len(self.x) - 1)
            fp = numpy.zeros(len(self.x) - 1)
            tn = numpy.zeros(len(self.x) - 1)
            fn = numpy.zeros(len(self.x) - 1)
            for j in range(len(self.x)):
                if j <= i:                      # 划分阈值
                    y[j] = 1
                else:
                    y[j] = 0
            print('x =', self.x)
            print('y =', y)
            for k in range(len(self.x)):
                if self.x[k] == 1:
                    if y[k] == 1:
                        tp[i] += 1
                    else:
                        fn[i] += 1
                else:
                    if y[k] == 1:
                        fp[i] += 1
                    else:
                        tn[i] += 1
            self.TPR[i] = tp[i] / (tp[i] + fn[i])             # 计算 TPR
            self.FPR[i] = fp[i] / (tn[i] + fp[i])             # 计算 FPR
            print('TP =', tp[i], ' FN =', fn[i], ' TPR =', self.TPR[i])
            print('FP =', fp[i], ' TN =', tn[i], ' FPR =', self.FPR[i])

        # 计算 AUC
        print('TPR =', self.TPR)
        print('FPR =', self.FPR)
        auc = 0
        for k in range(len(self.x)-2):
            auc = auc + (self.TPR[k+1] - self.TPR[k]) * (self.FPR[k] + self.FPR[k+1])
        auc = 0.5 * auc
        print('AUC =', auc, '\n')


if __name__ == "__main__":
    x1 = [1, 1, 1, 0, 1, 0, 0, 0, 0]  # 真实结果1
    x2 = [0, 1, 0, 0, 1, 0, 1, 1, 0]  # 真实结果2
    xx1 = TestData(x1)
    xx1.roc()
    xx2 = TestData(x2)
    xx2.roc()

    # 画 ROC 曲线
    plt.figure(1)
    plt.xlabel('TPR')
    plt.ylabel('FPR')
    plt.xlim(0, 1)
    plt.ylim(0, 1)
    choose_font = mpl.font_manager.FontProperties(fname='C:\Windows\Fonts\simfang.ttf')  # 为显示中文,指定默认字体
    plt.title(u'ROC曲线', fontproperties=choose_font)
    plt.plot(xx1.TPR, xx1.FPR, linestyle='-', marker='o', color='r', label='x1')
    plt.plot(xx2.TPR, xx2.FPR, linestyle='--', marker='^', color='b', label='x2')
    plt.legend(loc='best')  # 使其在同一一个坐标图上显示
    plt.show()

四、输出结果

x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 0. 0. 0. 0. 0. 0. 0. 0.]
TP = 1.0  FN = 3.0  TPR = 0.25
FP = 0.0  TN = 5.0  FPR = 0.0
x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 1. 0. 0. 0. 0. 0. 0. 0.]
TP = 2.0  FN = 2.0  TPR = 0.5
FP = 0.0  TN = 5.0  FPR = 0.0
x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 1. 1. 0. 0. 0. 0. 0. 0.]
TP = 3.0  FN = 1.0  TPR = 0.75
FP = 0.0  TN = 5.0  FPR = 0.0
x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 1. 1. 1. 0. 0. 0. 0. 0.]
TP = 3.0  FN = 1.0  TPR = 0.75
FP = 1.0  TN = 4.0  FPR = 0.2
x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 1. 1. 1. 1. 0. 0. 0. 0.]
TP = 4.0  FN = 0.0  TPR = 1.0
FP = 1.0  TN = 4.0  FPR = 0.2
x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 1. 1. 1. 1. 1. 0. 0. 0.]
TP = 4.0  FN = 0.0  TPR = 1.0
FP = 2.0  TN = 3.0  FPR = 0.4
x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 1. 1. 1. 1. 1. 1. 0. 0.]
TP = 4.0  FN = 0.0  TPR = 1.0
FP = 3.0  TN = 2.0  FPR = 0.6
x = [1, 1, 1, 0, 1, 0, 0, 0, 0]
y = [1. 1. 1. 1. 1. 1. 1. 1. 0.]
TP = 4.0  FN = 0.0  TPR = 1.0
FP = 4.0  TN = 1.0  FPR = 0.8
TPR = [0.25 0.5  0.75 0.75 1.   1.   1.   1.  ]
FPR = [0.  0.  0.  0.2 0.2 0.4 0.6 0.8]
AUC = 0.05 

x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 0. 0. 0. 0. 0. 0. 0. 0.]
TP = 0.0  FN = 4.0  TPR = 0.0
FP = 1.0  TN = 4.0  FPR = 0.2
x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 1. 0. 0. 0. 0. 0. 0. 0.]
TP = 1.0  FN = 3.0  TPR = 0.25
FP = 1.0  TN = 4.0  FPR = 0.2
x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 1. 1. 0. 0. 0. 0. 0. 0.]
TP = 1.0  FN = 3.0  TPR = 0.25
FP = 2.0  TN = 3.0  FPR = 0.4
x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 1. 1. 1. 0. 0. 0. 0. 0.]
TP = 1.0  FN = 3.0  TPR = 0.25
FP = 3.0  TN = 2.0  FPR = 0.6
x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 1. 1. 1. 1. 0. 0. 0. 0.]
TP = 2.0  FN = 2.0  TPR = 0.5
FP = 3.0  TN = 2.0  FPR = 0.6
x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 1. 1. 1. 1. 1. 0. 0. 0.]
TP = 2.0  FN = 2.0  TPR = 0.5
FP = 4.0  TN = 1.0  FPR = 0.8
x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 1. 1. 1. 1. 1. 1. 0. 0.]
TP = 3.0  FN = 1.0  TPR = 0.75
FP = 4.0  TN = 1.0  FPR = 0.8
x = [0, 1, 0, 0, 1, 0, 1, 1, 0]
y = [1. 1. 1. 1. 1. 1. 1. 1. 0.]
TP = 4.0  FN = 0.0  TPR = 1.0
FP = 4.0  TN = 1.0  FPR = 0.8
TPR = [0.   0.25 0.25 0.25 0.5  0.5  0.75 1.  ]
FPR = [0.2 0.2 0.4 0.6 0.6 0.8 0.8 0.8]
AUC = 0.6000000000000001

ROC曲线

五、问题及解决方法

1、pycharm 安装模块包失败

更换下载地址镜像，镜像地址有多种，这里采用清华的镜像地址：
https://pypi.tuna.tsinghua.edu.cn/simple/

在这里插入图片描述

2、中文乱码

尝试多种方式均失败，最后采用添加如下代码的方式解决

choose_font = mpl.font_manager.FontProperties(fname='C:\Windows\Fonts\simfang.ttf')  # 为显示中文,指定默认字体
    plt.title(u'ROC曲线', fontproperties=choose_font)

3、各曲线显示于同一坐标图上

起初尝试设置一个函数，输入变量，即可得到计算结果与 ROC 曲线图，并且这些曲线能在同一个坐标图上，但此时输出结果为一条曲线一张图，无法在同一个坐标图上显示。原因可能为，如下所示的几行代码需紧挨着执行。

    plt.plot(xx1.TPR, xx1.FPR, linestyle='-', marker='o', color='r', label='x1')
    plt.plot(xx2.TPR, xx2.FPR, linestyle='--', marker='^', color='b', label='x2')
    plt.legend(loc='best')  # 使其在同一一个坐标图上显示