python ks曲线_python之KS曲线

# 自定义绘制ks曲线的函数

def plot_ks(y_test, y_score, positive_flag):

# 对y_test,y_score重新设置索引

y_test.index = np.arange(len(y_test))

#y_score.index = np.arange(len(y_score))

# 构建目标数据集

target_data = pd.DataFrame({'y_test':y_test, 'y_score':y_score})

# 按y_score降序排列

target_data.sort_values(by = 'y_score', ascending = False, inplace = True)

# 自定义分位点

cuts = np.arange(0.1,1,0.1)

# 计算各分位点对应的Score值

index = len(target_data.y_score)*cuts

scores = target_data.y_score.iloc[index.astype('int')]

# 根据不同的Score值，计算Sensitivity和Specificity

Sensitivity = []

Specificity = []

for score in scores:

# 正例覆盖样本数量与实际正例样本量

positive_recall = target_data.loc[(target_data.y_test == positive_flag) & (target_data.y_score>score),