分类模型评估——混淆矩阵、评估指标、ROC与AUC

混淆矩阵

混淆矩阵，可以用来评估模型分类的正确性。该矩阵是一个方阵，矩阵的数值用来表示分类器预测的结果，包括真正例（True Positive），假正例（False Positive），真负例（True Negative），假负例（False Negative）。

import numpy as np
from sklearn.datasets import load_iris
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
#混淆矩阵
from sklearn.metrics import confusion_matrix
import matplotlib.pyplot as plt
import warnings

plt.rcParams['font.family'] = 'SimHei'
plt.rcParams['axes.unicode_minus'] = False
plt.rcParams['font.size'] = 12

warnings.filterwarnings('ignore')

iris = load_iris()
x, y = iris.data, iris.target
x = x[y!=0, 2:]
y = y[y!=0]
y[y==1] = 0
y[y==2] = 1
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.25, random_state=2)
lr = LogisticRegression()
lr.fit(x_train, y_train)
y_hat = lr.predict(x_test)
#根据传入的真实值与预测值，创建混淆矩阵
matrix = confusion_matrix(y_true