python计算auc指标
1.安装scikit-learn
1.1Scikit-learn 依赖
- Python (>= 2.6 or >= 3.3),
- NumPy (>= 1.6.1),
- SciPy (>= 0.9).
分别查看上述三个依赖的版本,
python -V 结果:Python 2.7.3 python -c 'import scipy; print scipy.version.version' scipy版本结果:0.9.0 python -c "import numpy; print numpy.version.version" numpy结果:1.10.2 1.2 Scikit-learn安装 如果你已经安装了NumPy、SciPy和python并且均满足1.1中所需的条件,那么可以直接运行sudo pip install -U scikit-learn 执行安装。
2.计算auc指标
import numpy as np from sklearn.metrics import roc_auc_score y_true = np.array([0, 0, 1, 1]) y_scores = np.array([0.1, 0.4, 0.35, 0.8]) roc_auc_score(y_true, y_scores)输出:0.75
3.计算roc曲线
import numpy as np from sklearn import metrics y = np.array([1, 1, 2, 2]) #实际值 scores = np.array([0.1, 0.4, 0.35, 0.8]) #预测值 fpr, tpr, thresholds = metrics.roc_curve(y, scores, pos_label=2) #pos_label=2,表示值为2的实际值为正样本 print fpr print tpr print thresholds输出:array([ 0. , 0.5, 0.5, 1. ])array([ 0.5, 0.5, 1. , 1. ])array([ 0.8 , 0.4 , 0.35, 0.1 ])
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