File: roc_curve.py

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from .base import _get_response

from .. import auc
from .. import roc_curve
from .._base import _check_pos_label_consistency

from ...utils import check_matplotlib_support


class RocCurveDisplay:
    """ROC Curve visualization.

    It is recommend to use
    :func:`~sklearn.metrics.RocCurveDisplay.from_estimator` or
    :func:`~sklearn.metrics.RocCurveDisplay.from_predictions` to create
    a :class:`~sklearn.metrics.RocCurveDisplay`. All parameters are
    stored as attributes.

    Read more in the :ref:`User Guide <visualizations>`.

    Parameters
    ----------
    fpr : ndarray
        False positive rate.

    tpr : ndarray
        True positive rate.

    roc_auc : float, default=None
        Area under ROC curve. If None, the roc_auc score is not shown.

    estimator_name : str, default=None
        Name of estimator. If None, the estimator name is not shown.

    pos_label : str or int, default=None
        The class considered as the positive class when computing the roc auc
        metrics. By default, `estimators.classes_[1]` is considered
        as the positive class.

        .. versionadded:: 0.24

    Attributes
    ----------
    line_ : matplotlib Artist
        ROC Curve.

    ax_ : matplotlib Axes
        Axes with ROC Curve.

    figure_ : matplotlib Figure
        Figure containing the curve.

    See Also
    --------
    roc_curve : Compute Receiver operating characteristic (ROC) curve.
    RocCurveDisplay.from_estimator : Plot Receiver Operating Characteristic
        (ROC) curve given an estimator and some data.
    RocCurveDisplay.from_predictions : Plot Receiver Operating Characteristic
        (ROC) curve given the true and predicted values.
    roc_auc_score : Compute the area under the ROC curve.

    Examples
    --------
    >>> import matplotlib.pyplot as plt
    >>> import numpy as np
    >>> from sklearn import metrics
    >>> y = np.array([0, 0, 1, 1])
    >>> pred = np.array([0.1, 0.4, 0.35, 0.8])
    >>> fpr, tpr, thresholds = metrics.roc_curve(y, pred)
    >>> roc_auc = metrics.auc(fpr, tpr)
    >>> display = metrics.RocCurveDisplay(fpr=fpr, tpr=tpr, roc_auc=roc_auc,
    ...                                   estimator_name='example estimator')
    >>> display.plot()
    <...>
    >>> plt.show()
    """

    def __init__(self, *, fpr, tpr, roc_auc=None, estimator_name=None, pos_label=None):
        self.estimator_name = estimator_name
        self.fpr = fpr
        self.tpr = tpr
        self.roc_auc = roc_auc
        self.pos_label = pos_label

    def plot(self, ax=None, *, name=None, **kwargs):
        """Plot visualization.

        Extra keyword arguments will be passed to matplotlib's ``plot``.

        Parameters
        ----------
        ax : matplotlib axes, default=None
            Axes object to plot on. If `None`, a new figure and axes is
            created.

        name : str, default=None
            Name of ROC Curve for labeling. If `None`, use `estimator_name` if
            not `None`, otherwise no labeling is shown.

        **kwargs : dict
            Keyword arguments to be passed to matplotlib's `plot`.

        Returns
        -------
        display : :class:`~sklearn.metrics.plot.RocCurveDisplay`
            Object that stores computed values.
        """
        check_matplotlib_support("RocCurveDisplay.plot")

        name = self.estimator_name if name is None else name

        line_kwargs = {}
        if self.roc_auc is not None and name is not None:
            line_kwargs["label"] = f"{name} (AUC = {self.roc_auc:0.2f})"
        elif self.roc_auc is not None:
            line_kwargs["label"] = f"AUC = {self.roc_auc:0.2f}"
        elif name is not None:
            line_kwargs["label"] = name

        line_kwargs.update(**kwargs)

        import matplotlib.pyplot as plt

        if ax is None:
            fig, ax = plt.subplots()

        (self.line_,) = ax.plot(self.fpr, self.tpr, **line_kwargs)
        info_pos_label = (
            f" (Positive label: {self.pos_label})" if self.pos_label is not None else ""
        )

        xlabel = "False Positive Rate" + info_pos_label
        ylabel = "True Positive Rate" + info_pos_label
        ax.set(xlabel=xlabel, ylabel=ylabel)

        if "label" in line_kwargs:
            ax.legend(loc="lower right")

        self.ax_ = ax
        self.figure_ = ax.figure
        return self

    @classmethod
    def from_estimator(
        cls,
        estimator,
        X,
        y,
        *,
        sample_weight=None,
        drop_intermediate=True,
        response_method="auto",
        pos_label=None,
        name=None,
        ax=None,
        **kwargs,
    ):
        """Create a ROC Curve display from an estimator.

        Parameters
        ----------
        estimator : estimator instance
            Fitted classifier or a fitted :class:`~sklearn.pipeline.Pipeline`
            in which the last estimator is a classifier.

        X : {array-like, sparse matrix} of shape (n_samples, n_features)
            Input values.

        y : array-like of shape (n_samples,)
            Target values.

        sample_weight : array-like of shape (n_samples,), default=None
            Sample weights.

        drop_intermediate : bool, 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.

        response_method : {'predict_proba', 'decision_function', 'auto'} \
                default='auto'
            Specifies whether to use :term:`predict_proba` or
            :term:`decision_function` as the target response. If set to 'auto',
            :term:`predict_proba` is tried first and if it does not exist
            :term:`decision_function` is tried next.

        pos_label : str or int, default=None
            The class considered as the positive class when computing the roc auc
            metrics. By default, `estimators.classes_[1]` is considered
            as the positive class.

        name : str, default=None
            Name of ROC Curve for labeling. If `None`, use the name of the
            estimator.

        ax : matplotlib axes, default=None
            Axes object to plot on. If `None`, a new figure and axes is created.

        **kwargs : dict
            Keyword arguments to be passed to matplotlib's `plot`.

        Returns
        -------
        display : :class:`~sklearn.metrics.plot.RocCurveDisplay`
            The ROC Curve display.

        See Also
        --------
        roc_curve : Compute Receiver operating characteristic (ROC) curve.
        RocCurveDisplay.from_predictions : ROC Curve visualization given the
            probabilities of scores of a classifier.
        roc_auc_score : Compute the area under the ROC curve.

        Examples
        --------
        >>> import matplotlib.pyplot as plt
        >>> from sklearn.datasets import make_classification
        >>> from sklearn.metrics import RocCurveDisplay
        >>> from sklearn.model_selection import train_test_split
        >>> from sklearn.svm import SVC
        >>> X, y = make_classification(random_state=0)
        >>> X_train, X_test, y_train, y_test = train_test_split(
        ...     X, y, random_state=0)
        >>> clf = SVC(random_state=0).fit(X_train, y_train)
        >>> RocCurveDisplay.from_estimator(
        ...    clf, X_test, y_test)
        <...>
        >>> plt.show()
        """
        check_matplotlib_support(f"{cls.__name__}.from_estimator")

        name = estimator.__class__.__name__ if name is None else name

        y_pred, pos_label = _get_response(
            X,
            estimator,
            response_method=response_method,
            pos_label=pos_label,
        )

        return cls.from_predictions(
            y_true=y,
            y_pred=y_pred,
            sample_weight=sample_weight,
            drop_intermediate=drop_intermediate,
            name=name,
            ax=ax,
            pos_label=pos_label,
            **kwargs,
        )

    @classmethod
    def from_predictions(
        cls,
        y_true,
        y_pred,
        *,
        sample_weight=None,
        drop_intermediate=True,
        pos_label=None,
        name=None,
        ax=None,
        **kwargs,
    ):
        """Plot ROC curve given the true and predicted values.

        Read more in the :ref:`User Guide <visualizations>`.

        .. versionadded:: 1.0

        Parameters
        ----------
        y_true : array-like of shape (n_samples,)
            True labels.

        y_pred : array-like of shape (n_samples,)
            Target scores, can either be probability estimates of the positive
            class, confidence values, or non-thresholded measure of decisions
            (as returned by “decision_function” on some classifiers).

        sample_weight : array-like of shape (n_samples,), default=None
            Sample weights.

        drop_intermediate : bool, 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.

        pos_label : str or int, 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.

        name : str, default=None
            Name of ROC curve for labeling. If `None`, name will be set to
            `"Classifier"`.

        ax : matplotlib axes, default=None
            Axes object to plot on. If `None`, a new figure and axes is
            created.

        **kwargs : dict
            Additional keywords arguments passed to matplotlib `plot` function.

        Returns
        -------
        display : :class:`~sklearn.metrics.RocCurveDisplay`
            Object that stores computed values.

        See Also
        --------
        roc_curve : Compute Receiver operating characteristic (ROC) curve.
        RocCurveDisplay.from_estimator : ROC Curve visualization given an
            estimator and some data.
        roc_auc_score : Compute the area under the ROC curve.

        Examples
        --------
        >>> import matplotlib.pyplot as plt
        >>> from sklearn.datasets import make_classification
        >>> from sklearn.metrics import RocCurveDisplay
        >>> from sklearn.model_selection import train_test_split
        >>> from sklearn.svm import SVC
        >>> X, y = make_classification(random_state=0)
        >>> X_train, X_test, y_train, y_test = train_test_split(
        ...     X, y, random_state=0)
        >>> clf = SVC(random_state=0).fit(X_train, y_train)
        >>> y_pred = clf.decision_function(X_test)
        >>> RocCurveDisplay.from_predictions(
        ...    y_test, y_pred)
        <...>
        >>> plt.show()
        """
        check_matplotlib_support(f"{cls.__name__}.from_predictions")

        fpr, tpr, _ = roc_curve(
            y_true,
            y_pred,
            pos_label=pos_label,
            sample_weight=sample_weight,
            drop_intermediate=drop_intermediate,
        )
        roc_auc = auc(fpr, tpr)

        name = "Classifier" if name is None else name
        pos_label = _check_pos_label_consistency(pos_label, y_true)

        viz = RocCurveDisplay(
            fpr=fpr, tpr=tpr, roc_auc=roc_auc, estimator_name=name, pos_label=pos_label
        )

        return viz.plot(ax=ax, name=name, **kwargs)