How to plot ROC curve in Python

Question

I am trying to plot a ROC curve to evaluate the accuracy of a prediction model I developed in Python using logistic regression packages. I have computed the true positive rate as well as the false positive rate; however, I am unable to figure out how to plot these correctly using matplotlib and calculate the AUC value. How could I do that?

Answer 1

The previous answers assume that you indeed calculated TP/Sens yourself. It's a bad idea to do this manually, it's easy to make mistakes with the calculations, rather use a library function for all of this.

the plot_roc function in scikit_lean does exactly what you need: http://scikit-learn.org/stable/auto_examples/model_selection/plot_roc.html

The essential part of the code is:

  for i in range(n_classes):
      fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_score[:, i])
      roc_auc[i] = auc(fpr[i], tpr[i])

Answer 2

Here are two ways you may try, assuming your model is an sklearn predictor:

import sklearn.metrics as metrics
# calculate the fpr and tpr for all thresholds of the classification
probs = model.predict_proba(X_test)
preds = probs[:,1]
fpr, tpr, threshold = metrics.roc_curve(y_test, preds)
roc_auc = metrics.auc(fpr, tpr)

# method I: plt
import matplotlib.pyplot as plt
plt.title('Receiver Operating Characteristic')
plt.plot(fpr, tpr, 'b', label = 'AUC = %0.2f' % roc_auc)
plt.legend(loc = 'lower right')
plt.plot([0, 1], [0, 1],'r--')
plt.xlim([0, 1])
plt.ylim([0, 1])
plt.ylabel('True Positive Rate')
plt.xlabel('False Positive Rate')
plt.show()

# method II: ggplot
from ggplot import *
df = pd.DataFrame(dict(fpr = fpr, tpr = tpr))
ggplot(df, aes(x = 'fpr', y = 'tpr')) + geom_line() + geom_abline(linetype = 'dashed')

or try

ggplot(df, aes(x = 'fpr', ymin = 0, ymax = 'tpr')) + geom_line(aes(y = 'tpr')) + geom_area(alpha = 0.2) + ggtitle("ROC Curve w/ AUC = %s" % str(roc_auc)) 

Answer 3

It is not at all clear what the problem is here, but if you have an array true_positive_rate and an array false_positive_rate, then plotting the ROC curve and getting the AUC is as simple as:

import matplotlib.pyplot as plt
import numpy as np

x = # false_positive_rate
y = # true_positive_rate 

# This is the ROC curve
plt.plot(x,y)
plt.show() 

# This is the AUC
auc = np.trapz(y,x)

Answer 4

from sklearn import metrics
import numpy as np
import matplotlib.pyplot as plt

y_true = # true labels
y_probas = # predicted results
fpr, tpr, thresholds = metrics.roc_curve(y_true, y_probas, pos_label=0)

# Print ROC curve
plt.plot(fpr,tpr)
plt.show() 

# Print AUC
auc = np.trapz(tpr,fpr)
print('AUC:', auc)

Answer 5

AUC curve For Binary Classification using matplotlib

from sklearn import svm, datasets
from sklearn import metrics
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.datasets import load_breast_cancer
import matplotlib.pyplot as plt

Load Breast Cancer Dataset

breast_cancer = load_breast_cancer()

X = breast_cancer.data
y = breast_cancer.target

Split the Dataset

X_train, X_test, y_train, y_test = train_test_split(X,y,test_size=0.33, random_state=44)

Model

clf = LogisticRegression(penalty='l2', C=0.1)
clf.fit(X_train, y_train)
y_pred = clf.predict(X_test)

Accuracy

print("Accuracy", metrics.accuracy_score(y_test, y_pred))

AUC Curve

y_pred_proba = clf.predict_proba(X_test)[::,1]
fpr, tpr, _ = metrics.roc_curve(y_test,  y_pred_proba)
auc = metrics.roc_auc_score(y_test, y_pred_proba)
plt.plot(fpr,tpr,label="data 1, auc="+str(auc))
plt.legend(loc=4)
plt.show()

Answer 6

Here is a python code :

import matplotlib.pyplot as plt
import numpy as np

score = np.array([0.9, 0.8, 0.7, 0.6, 0.55, 0.54, 0.53, 0.52, 0.51, 0.505, 0.4, 0.39, 0.38, 0.37, 0.36, 0.35, 0.34, 0.33, 0.30, 0.1])
y = np.array([1,1,0, 1, 1, 1, 0, 0, 1, 0, 1,0, 1, 0, 0, 0, 1 , 0, 1, 0])

roc_x = []
roc_y = []
min_score = min(score)
max_score = max(score)
thr = np.linspace(min_score, max_score, 30)
FP=0
TP=0
N = sum(y)
P = len(y) - N

for (i, T) in enumerate(thr):
    for i in range(0, len(score)):
        if (score[i] > T):
            if (y[i]==1):
                TP = TP + 1
            if (y[i]==0):
                FP = FP + 1
    roc_x.append(FP/float(N))
    roc_y.append(TP/float(P))
    FP=0
    TP=0

plt.scatter(roc_x, roc_y)
plt.show()

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