Created
March 16, 2023 05:37
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ROC & AOC
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| import numpy as np | |
| import matplotlib.pyplot as plt | |
| from sklearn.model_selection import train_test_split | |
| from sklearn.metrics import roc_curve, auc | |
| from sklearn.datasets import make_classification | |
| from sklearn.linear_model import LogisticRegression | |
| # Generate a synthetic dataset for classification | |
| X, y = make_classification(n_samples=1000, n_classes=2, n_features=20, random_state=42) | |
| # Split the dataset into training and testing sets | |
| X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) | |
| # Train a classifier (e.g., Logistic Regression) on the training set | |
| classifier = LogisticRegression(random_state=42) | |
| classifier.fit(X_train, y_train) | |
| # Get predicted probabilities for the positive class from the classifier | |
| y_score = classifier.predict_proba(X_test)[:, 1] | |
| # Calculate the ROC curve and AUC score | |
| fpr, tpr, thresholds = roc_curve(y_test, y_score) | |
| roc_auc = auc(fpr, tpr) | |
| # Visualize the ROC curve and display the AUC score | |
| plt.figure() | |
| plt.plot(fpr, tpr, color='darkorange', lw=2, label='ROC curve (area = %0.2f)' % roc_auc) | |
| plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--') | |
| plt.xlim([0.0, 1.0]) | |
| plt.ylim([0.0, 1.05]) | |
| plt.xlabel('False Positive Rate') | |
| plt.ylabel('True Positive Rate') | |
| plt.title('Receiver Operating Characteristic (ROC)') | |
| plt.legend(loc="lower right") | |
| plt.show() | |
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