in autogluon/tabular-prediction/AutoGluon-Tabular-with-SageMaker/container-training/train.py [0:0]
def get_roc_auc(y_test_true, y_test_pred, labels, class_labels_internal, model_output_dir):
from sklearn.preprocessing import label_binarize
from sklearn.metrics import roc_curve, auc
from itertools import cycle
y_test_true_binalized = label_binarize(y_test_true, classes=labels)
if len(labels) == 2:
# binary classification
true_label_index = class_labels_internal.index(1)
y_test_pred = y_test_pred[:,true_label_index]
y_test_pred = np.reshape(y_test_pred, (-1, 1))
labels = labels[true_label_index:true_label_index+1]
n_classes = 1
else:
# multiclass classification
n_classes = len(labels)
# Compute ROC curve and ROC area for each class
fpr = dict()
tpr = dict()
roc_auc = dict()
for i in range(n_classes):
fpr[i], tpr[i], _ = roc_curve(y_test_true_binalized[:, i], y_test_pred[:, i])
roc_auc[i] = auc(fpr[i], tpr[i])
# Compute micro-average ROC curve and ROC area
fpr["micro"], tpr["micro"], _ = roc_curve(y_test_true_binalized.ravel(), y_test_pred.ravel())
roc_auc["micro"] = auc(fpr["micro"], tpr["micro"])
sns.set(font_scale=1)
plt.figure()
lw = 2
colors = cycle(['aqua', 'darkorange', 'cornflowerblue'])
for i, color in zip(range(n_classes), colors):
plt.plot(fpr[i], tpr[i], color=color,
lw=lw, label=f'ROC curve for {labels[i]} (area = %0.2f)' % roc_auc[i])
plt.plot([0, 1], [0, 1], color='navy', lw=lw, 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 example')
plt.legend(loc="lower right")
plt.show()
plt.savefig(f'{model_output_dir}/roc_auc_curve.png')