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499 def test_roc(self): 500 self.lr_roc_curve(self.max_lr_f1(True))
109 def plot_roc(y_test, y_pred, label=''): 110 """Compute ROC curve and ROC area""" 111 112 fpr, tpr, _ = roc_curve(y_test, y_pred) 113 roc_auc = auc(fpr, tpr) 114 115 # Plot of a ROC curve for a specific class 116 plt.figure() 117 plt.plot(fpr, tpr, label='ROC curve (area = %0.2f)' % roc_auc) 118 plt.plot([0, 1], [0, 1], 'k--') 119 plt.xlim([0.0, 1.0]) 120 plt.ylim([0.0, 1.05]) 121 plt.xlabel('False Positive Rate') 122 plt.ylabel('True Positive Rate') 123 plt.title('Receiver operating characteristic' + label) 124 plt.legend(loc="lower right") 125 plt.show()
302 def get_roc_curve(model, data, thread_count=-1, plot=False): 303 """ 304 Build points of ROC curve. 305 306 Parameters 307 ---------- 308 model : catboost.CatBoost 309 The trained model. 310 311 data : catboost.Pool or list of catboost.Pool 312 A set of samples to build ROC curve with. 313 314 thread_count : int (default=-1) 315 Number of threads to work with. 316 If -1, then the number of threads is set to the number of CPU cores. 317 318 plot : bool, optional (default=False) 319 If True, draw curve. 320 321 Returns 322 ------- 323 curve points : tuple of three arrays (fpr, tpr, thresholds) 324 """ 325 if type(data) == Pool: 326 data = [data] 327 if not isinstance(data, list): 328 raise CatBoostError('data must be a catboost.Pool or list of pools.') 329 for pool in data: 330 if not isinstance(pool, Pool): 331 raise CatBoostError('one of data pools is not catboost.Pool') 332 333 roc_curve = _get_roc_curve(model._object, data, thread_count) 334 335 if plot: 336 with _import_matplotlib() as plt: 337 _draw(plt, roc_curve[0], roc_curve[1], 'False Positive Rate', 'True Positive Rate', 'ROC Curve') 338 339 return roc_curve
21 def ROC_plot(features,X_,y_, pred_,title): 22 fpr_, tpr_, thresholds = roc_curve(y_, pred_) 23 optimal_idx = np.argmax(tpr_ - fpr_) 24 #https://stackoverflow.com/questions/28719067/roc-curve-and-cut-off-point-python 25 optimal_threshold = thresholds[optimal_idx] 26 auc_ = auc(fpr_, tpr_) 27 title = "{} auc=".format(title) 28 print("{} auc={} OT={:.4g}".format(title, auc_,optimal_threshold)) 29 plt.plot(fpr_, tpr_, label="{}:{:.4g}".format(title, auc_)) 30 plt.xlabel('False positive rate') 31 plt.ylabel('True positive rate') 32 plt.title('SMPLEs={} Features={} OT={:.4g}'.format(X_.shape[0],len(features),optimal_threshold)) 33 plt.legend(loc='best') 34 plt.savefig("./_auc_[{}].jpg".format(features)) 35 plt.show() 36 return auc_,optimal_threshold
220 def precision_recall_curve(clf, x_test, y_test): 221 from sklearn.metrics import precision_recall_curve 222 223 for i in range(2): 224 y_probabilities = [x[i] for x in clf.predict_proba(x_test)] 225 precision, recall, thresholds = precision_recall_curve(y_test, y_probabilities) 226 227 plt.title('Precision Recall Curve') 228 plt.plot(recall, precision, 'b') 229 230 plt.show()