根据混淆矩阵绘制 ROC 曲线

Question

我需要确定不同分类模型预测值的效果如何。为了做到这一点，我需要绘制 ROC 曲线，但我正在努力开发一种方法。

我包含了整个 python 代码以及我使用的数据集的链接。看起来代码很多，但实际上很简单。我发现的主要问题是我有一个 3x3 混淆矩阵，但不知道如何将其转换为 ROC 图。

非常感谢任何帮助。

数据集：

https://archive.ics.uci.edu/ml/machine-learning-databases/wine-quality/

import pandas as pd
import matplotlib.pyplot as plt
from sklearn.metrics import confusion_matrix
from sklearn.utils.multiclass import unique_labels
import seaborn as sns
import numpy as np

#data = pd.read_csv('wineQualityReds.csv', usecols=lambda x: 'Unnamed' not in x,)
data = pd.read_csv('wineQualityWhites.csv', usecols=lambda x: 'Unnamed' not in x,)

# roc curve and auc score
from sklearn.datasets import make_classification
from sklearn.neighbors import KNeighborsClassifier
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import train_test_split
from sklearn.metrics import roc_curve
from sklearn.metrics import roc_auc_score

def plot_roc_curve(fpr, tpr):
    plt.plot(fpr, tpr, color='orange', label='ROC')
    plt.plot([0, 1], [0, 1], color='darkblue', linestyle='--')
    plt.xlabel('False Positive Rate')
    plt.ylabel('True Positive Rate')
    plt.title('Receiver Operating Characteristic (ROC) Curve')
    plt.legend()
    plt.show()

bins = [1,4,6,10]

quality_labels = [0,1,2]

data['quality_categorial'] = pd.cut(data['quality'], bins = bins, labels  = quality_labels, include_lowest = True)

display(data.head(n=2))

quality_raw = data['quality_categorial']
features_raw = data.drop(['quality', 'quality_categorial'], axis = 1)

from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(features_raw, quality_raw, test_size = 0.2, random_state = 0)

from sklearn.metrics import fbeta_score
from sklearn.metrics import accuracy_score

def train_predict_evaluate(learner, sample_size, X_train, y_train, X_test, y_test):
    results = {}

    #start = time()
    learner = learner.fit(X_train[:sample_size], y_train[:sample_size])
    #end = time()

    #results['train_time'] = end - start

    #start = time()
    predictions_train = learner.predict(X_train[:300])
    predictions_test = learner.predict(X_test)

    #end = time()

    #results['pred_time'] = end - start

    results['acc_train'] = accuracy_score(y_train[:300], predictions_train)

    results['acc_test'] = accuracy_score(y_test, predictions_test)

    results['f_train'] = fbeta_score(y_train[:300], predictions_train, beta  = 0.5, average = 'micro')

    results['f_test'] = fbeta_score(y_test, predictions_test, beta = 0.5, average = 'micro')

    #####################
    #array = print(confusion_matrix(y_test, predictions_test))
    labels = ['Positives','Negatives']
    cm = confusion_matrix(y_test, predictions_test)
    print(cm)

    df_cm = pd.DataFrame(cm, columns=np.unique(y_test), index = np.unique(y_test))
    df_cm.index.name = 'Actual'
    df_cm.columns.name = 'Predicted'


    plt.figure(figsize = (10,7))
    sns.set(font_scale=1.4)#for label size
    sns.heatmap(df_cm, cmap="Blues", annot=True, fmt = 'g',annot_kws={"size": 16})# font size

    #######################

    print(predictions_test)
    #auc = roc_auc_score(y_test, probs)
    #print('AUC: %.2f' % auc)

    #fpr, tpr, thresholds = roc_curve(y_test, probs)
    #plot_roc_curve(fpr, tpr)


    print("{} trained on {} samples." .format(learner.__class__.__name__, sample_size))

    return results

from sklearn.naive_bayes import GaussianNB
from sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import RandomForestClassifier

clf_A = GaussianNB()
clf_B = DecisionTreeClassifier(max_depth=None, random_state=None)
clf_C = RandomForestClassifier(max_depth=None, random_state=None)

samples_100 = len(y_train)
samples_10 = int(len(y_train)*10/100)
samples_1 = int(len(y_train)*1/100)

results = {}
for clf in [clf_A,clf_B,clf_C]:
    clf_name = clf.__class__.__name__
    results[clf_name] = {}
    for i, samples in enumerate([samples_1, samples_10, samples_100]):
        results[clf_name][i] = \
        train_predict_evaluate(clf, samples, X_train, y_train, X_test, y_test)

train_predict_evaluate(clf_C, samples_100, X_train, y_train, X_test, y_test)

Answer 1

您无法直接从混淆矩阵计算 RoC 曲线，因为 AUC - ROC 曲线是各种阈值设置下分类问题的性能度量。

以下代码对我有用：

def plot_roc(model, X_test, y_test):
    # calculate the fpr and tpr for all thresholds of the classification
    probabilities = model.predict_proba(np.array(X_test))
    predictions = probabilities[:, 1]
    fpr, tpr, threshold = metrics.roc_curve(y_test, predictions)
    roc_auc = metrics.auc(fpr, tpr)

    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()