[PYTHON][SKLEARN] Area under the ROC curve evaluating model performance.

AUC.py

# Import necessary modules
from sklearn.metrics import roc_auc_score
from sklearn.model_selection import cross_val_score

# Compute predicted probabilities: y_pred_prob
y_pred_prob = logreg.predict_proba(X_test)[:,1]

# Compute and print AUC score
print("AUC: {}".format(roc_auc_score(y_test, y_pred_prob)))

# Compute cross-validated AUC scores: cv_auc
cv_auc = cross_val_score(logreg, X, y, cv=5, scoring='roc_auc')

# Print list of AUC scores
print("AUC scores computed using 5-fold cross-validation: {}".format(cv_auc))