roc_auc_score - Only one class present in y_true

Question

I am doing a k-fold XV on an existing dataframe, and I need to get the AUC score. The problem is - sometimes the test data only contains 0s, and not 1s!

I tried using this example, but with different numbers:

import numpy as np
from sklearn.metrics import roc_auc_score
y_true = np.array([0, 0, 0, 0])
y_scores = np.array([1, 0, 0, 0])
roc_auc_score(y_true, y_scores)

And I get this exception:

ValueError: Only one class present in y_true. ROC AUC score is not defined in that case.

Is there any workaround that can make it work in such cases?

Answer 1

I am facing the same problem now, and using try-catch does not solve my issue. I developed the code below in order to deal with that.

import pandas as pd
import numpy as np

class KFold(object):

    def __init__(self, folds, random_state=None):

        self.folds = folds

        self.random_state = random_state

    def split(self, x, y):

        assert len(x) == len(y), 'x and y should have the same length'

        x_, y_ = pd.DataFrame(x), pd.DataFrame(y)

        y_ = y_.sample(frac=1, random_state=self.random_state)

        x_ = x_.loc[y_.index]

        event_index, non_event_index = list(y_[y == 1].index), list(y_[y == 0].index)

        assert len(event_index) >= self.folds, 'number of folds should be less than the number of rows in x'

        assert len(non_event_index) >= self.folds, 'number of folds should be less than number of rows in y'

        indexes = []

        #
        #
        #
        step = int(np.ceil(len(non_event_index) / self.folds))

        start, end = 0, step

        while start < len(non_event_index):

            train_fold = set(non_event_index[start:end])

            valid_fold = set([k for k in non_event_index if k not in train_fold])

            indexes.append([train_fold, valid_fold])

            start, end = end, min(step + end, len(non_event_index))


        #
        #
        #
        step = int(np.ceil(len(event_index) / self.folds))

        start, end, i = 0, step, 0

        while start < len(event_index):

            train_fold = set(event_index[start:end])

            valid_fold = set([k for k in event_index if k not in train_fold])

            indexes[i][0] = list(indexes[i][0].union(train_fold))

            indexes[i][1] = list(indexes[i][1].union(valid_fold))

            indexes[i] = tuple(indexes[i])

            start, end, i = end, min(step + end, len(event_index)), i + 1

        return indexes 

I just wrote that code and I did not tested it exhaustively. It was tested only for binary categories. Hope it be useful yet.

Answer 2

Yes, it is clearly a bug! Your code is perfectly correct:

import numpy as np
from sklearn.metrics import roc_auc_score
y_true = np.array([0, 0, 0, 0])
y_scores = np.array([1, 0, 0, 0])
roc_auc_score(y_true, y_scores)

Here is my "fix"

from sklearn.metrics import roc_auc_score, accuracy_score
def roc_auc_score_FIXED(y_true, y_pred):
    if len(np.unique(y_true)) == 1: # bug in roc_auc_score
        return accuracy_score(y_true, np.rint(y_pred))
    return roc_auc_score(y_true, y_pred)

Answer 3

You could use try-except to prevent the error:

import numpy as np
from sklearn.metrics import roc_auc_score
y_true = np.array([0, 0, 0, 0])
y_scores = np.array([1, 0, 0, 0])
try:
    roc_auc_score(y_true, y_scores)
except ValueError:
    pass

Now you can also set the roc_auc_score to be zero if there is only one class present. However, I wouldn't do this. I guess your test data is highly unbalanced. I would suggest to use stratified K-fold instead so that you at least have both classes present.

Answer 4

Simply modify the code with 0 to 1 make it work

import numpy as np
from sklearn.metrics import roc_auc_score
y_true = np.array([0, 1, 0, 0])
y_scores = np.array([1, 0, 0, 0])
roc_auc_score(y_true, y_scores)

I believe the error message has suggested that only one class in y_true (all zero), you need to give 2 classes in y_true.