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

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 2

This is the simplest way to plot an ROC curve, given a set of ground truth labels and predicted probabilities. Best part is, it plots the ROC curve for ALL classes, so you get multiple neat-looking curves as well

import scikitplot as skplt import matplotlib.pyplot as plt  y_true = # ground truth labels y_probas = # predicted probabilities generated by sklearn classifier skplt.metrics.plot_roc_curve(y_true, y_probas) plt.show() 

Here's a sample curve generated by plot_roc_curve. I used the sample digits dataset from scikit-learn so there are 10 classes. Notice that one ROC curve is plotted for each class.

Disclaimer: Note that this uses the scikit-plot library, which I built.