mars.learn.metrics.roc_curve¶

mars.learn.metrics.
roc_curve
(y_true, y_score, pos_label=None, sample_weight=None, drop_intermediate=True, session=None, run_kwargs=None)[source]¶ Compute Receiver operating characteristic (ROC)
Note: this implementation is restricted to the binary classification task.
Read more in the User Guide.
 Parameters
y_true (tensor, shape = [n_samples]) – True binary labels. If labels are not either {1, 1} or {0, 1}, then pos_label should be explicitly given.
y_score (tensor, shape = [n_samples]) – Target scores, can either be probability estimates of the positive class, confidence values, or nonthresholded measure of decisions (as returned by “decision_function” on some classifiers).
pos_label (int or str, default=None) – The label of the positive class. When
pos_label=None
, if y_true is in {1, 1} or {0, 1},pos_label
is set to 1, otherwise an error will be raised.sample_weight (arraylike of shape (n_samples,), default=None) – Sample weights.
drop_intermediate (boolean, optional (default=True)) –
Whether to drop some suboptimal thresholds which would not appear on a plotted ROC curve. This is useful in order to create lighter ROC curves.
New in version 0.17: parameter drop_intermediate.
 Returns
fpr (tensor, shape = [>2]) – Increasing false positive rates such that element i is the false positive rate of predictions with score >= thresholds[i].
tpr (tensor, shape = [>2]) – Increasing true positive rates such that element i is the true positive rate of predictions with score >= thresholds[i].
thresholds (tensor, shape = [n_thresholds]) – Decreasing thresholds on the decision function used to compute fpr and tpr. thresholds[0] represents no instances being predicted and is arbitrarily set to max(y_score) + 1.
See also
roc_auc_score
Compute the area under the ROC curve
Notes
Since the thresholds are sorted from low to high values, they are reversed upon returning them to ensure they correspond to both
fpr
andtpr
, which are sorted in reversed order during their calculation.References
 1
 2
Fawcett T. An introduction to ROC analysis[J]. Pattern Recognition Letters, 2006, 27(8):861874.
Examples
>>> import mars.tensor as mt >>> from mars.learn import metrics >>> y = mt.array([1, 1, 2, 2]) >>> scores = mt.array([0.1, 0.4, 0.35, 0.8]) >>> fpr, tpr, thresholds = metrics.roc_curve(y, scores, pos_label=2) >>> fpr array([0. , 0. , 0.5, 0.5, 1. ]) >>> tpr array([0. , 0.5, 0.5, 1. , 1. ]) >>> thresholds array([1.8 , 0.8 , 0.4 , 0.35, 0.1 ])