【机器学习】AUC计算（Python实现）

目录

1、sklearn中计算AUC值的方法

2、编写函数实现 auc_calculate

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AUC理论请看 【机器学习】POC & AUC

1、sklearn中计算AUC值的方法

from sklearn.metrics import roc_auc_score
auc_score = roc_auc_score(y_truth,y_pred)

y_pred即可以是类别，也可以是概率。

roc_auc_score直接根据真实值和预测值计算auc值，省略计算roc的过程。

import numpy as np
from sklearn.metrics import roc_auc_score

y = np.array([0, 0, 1, 1])  # 真实值
y_pred1 = np.array([0.3, 0.2, 0.25, 0.7])  # 预测值
y_pred2 = np.array([0, 0, 1, 0])  # 预测值

# 预测值是概率
auc_score1 = roc_auc_score(y, y_pred1)
print(auc_score1) # 0.75

# 预测值是类别
auc_score2 = roc_auc_score(y, y_pred2)
print(auc_score2) # 0.75

2、编写函数实现 auc_calculate

import numpy as np
from sklearn.metrics import roc_curve
from sklearn.metrics import auc

#---自己按照公式实现
def auc_calculate(labels,preds,n_bins=100):
    postive_len = sum(labels)
    negative_len = len(labels) - postive_len
    total_case = postive_len * negative_len
    pos_histogram = [0 for _ in range(n_bins)]
    neg_histogram = [0 for _ in range(n_bins)]
    bin_width = 1.0 / n_bins
    for i in range(len(labels)):
        nth_bin = int(preds[i]/bin_width)
        if labels[i]==1:
            pos_histogram[nth_bin] += 1
        else:
            neg_histogram[nth_bin] += 1
    accumulated_neg = 0
    satisfied_pair = 0
    for i in range(n_bins):
        satisfied_pair += (pos_histogram[i]*accumulated_neg + pos_histogram[i]*neg_histogram[i]*0.5)
        accumulated_neg += neg_histogram[i]

    return satisfied_pair / float(total_case)

if __name__ == '__main__':

    y = np.array([1,0,0,0,1,0,1,0,])
    pred = np.array([0.9, 0.8, 0.3, 0.1,0.4,0.9,0.66,0.7])


    fpr, tpr, thresholds = roc_curve(y, pred, pos_label=1)
    print("-----sklearn:",auc(fpr, tpr))
    print("-----py脚本:",auc_calculate(y,pred))

 

我觉得写代码的时候用sklearn自带的就好，方便快捷。理解理论的时候看看自己编写（他人编写）的代码比较好。~

参考：

AUC详解与python实现