python计算得到auc值

python计算得到auc值

数据

#得到AUC值
# avgAUC calculation
vg = valid1.groupby(['Coupon_id'])
aucs = []
for i in vg:
   tmpdf = i[1] 
   if len(tmpdf['label'].unique()) != 2:
       continue
   fpr, tpr, thresholds = roc_curve(tmpdf['label'], tmpdf['pred_prob'], pos_label=1)
   aucs.append(auc(fpr, tpr))
print(np.average(aucs))

官网手册例子
https://scikit-learn.org/stable/modules/generated/sklearn.metrics.roc_curve.html#sklearn.metrics.roc_curve

mport numpy as np
from sklearn import metrics
y = np.array([1, 1, 2, 2])
scores = np.array([0.1, 0.4, 0.35, 0.8])
fpr, tpr, thresholds = metrics.roc_curve(y, scores, pos_label=2)
fpr

tpr

thresholds