auc计算 python实现

import numpy as np
from sklearn.metrics import roc_auc_score

y_pred=np.array([  0.14554659, 0.03533667,  0.29994351,  0.48392016,  0.5657261 ,0.65832479,  0.69833894,  0.7236181 ,  0.84575142,  0.94085442])
y_true=np.array([ 1.,  1.,  0.,  0.,  1.,  0.,  1.,  0.,  1.,  1.])


def auc(y_true,y_pred):  
    ptas = np.stack([binary_PTA(y_true,y_pred,k) for k in np.linspace(0, 1, 100)],axis=0)
    pfas = np.stack([binary_PFA(y_true,y_pred,k) for k in np.linspace(0, 1, 100)],axis=0)
    pfas = np.concatenate([np.ones((1,)) ,pfas],axis=0)
    binSizes = -(pfas[1:]-pfas[:-1])
    s = ptas*binSizes
    return np.sum(s, axis=0)


def binary_PFA(y_true, y_pred, threshold=0.5):
    p=np.copy(y_pred)
    p[p<threshold]=0
    p[p>=threshold]=1
    N = np.sum(1 - y_true)
    FP = np.sum(p - p * y_true)
    return FP/N

def binary_PTA(y_true, y_pred, threshold=0.5):    
    p=np.copy(y_pred)
    p[p<threshold]=0
    p[p>=threshold]=1
    P = np.sum(y_true)
    TP = np.sum(p * y_true)
    return TP/P


print('auc=',auc(y_true,y_pred))
print('auc=',roc_auc_score(y_true,y_pred))