area under the curve code example

Example: roc curve

#ROC curve code snippet from external source(Module notes)
def draw_roc( actual, probs ):
    fpr, tpr, thresholds = metrics.roc_curve( actual, probs,
                                              drop_intermediate = False )
    auc_score = metrics.roc_auc_score( actual, probs )
    plt.figure(figsize=(5, 5))
    plt.plot( fpr, tpr, label='ROC curve (area = %0.2f)' % auc_score )
    plt.plot([0, 1], [0, 1], 'k--')
    plt.xlim([0.0, 1.0])
    plt.ylim([0.0, 1.05])
    plt.xlabel('False Positive Rate or [1 - True Negative Rate]')
    plt.ylabel('True Positive Rate')
    plt.title('Receiver operating characteristic example')
    plt.legend(loc="lower right")
    plt.show()

    return None

fpr, tpr, thresholds = metrics.roc_curve( y_train_pred_final.Converted, y_train_pred_final.Converted_prob, drop_intermediate = False )

draw_roc(y_train_pred_final.Converted, y_train_pred_final.Converted_prob)