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det_curve.py
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det_curve.py
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import scipy as sp
from ...utils._plotting import _BinaryClassifierCurveDisplayMixin
from .._ranking import det_curve
class DetCurveDisplay(_BinaryClassifierCurveDisplayMixin):
"""DET curve visualization.
It is recommend to use :func:`~sklearn.metrics.DetCurveDisplay.from_estimator`
or :func:`~sklearn.metrics.DetCurveDisplay.from_predictions` to create a
visualizer. All parameters are stored as attributes.
Read more in the :ref:`User Guide <visualizations>`.
.. versionadded:: 0.24
Parameters
----------
fpr : ndarray
False positive rate.
fnr : ndarray
False negative rate.
estimator_name : str, default=None
Name of estimator. If None, the estimator name is not shown.
pos_label : int, float, bool or str, default=None
The label of the positive class.
Attributes
----------
line_ : matplotlib Artist
DET Curve.
ax_ : matplotlib Axes
Axes with DET Curve.
figure_ : matplotlib Figure
Figure containing the curve.
See Also
--------
det_curve : Compute error rates for different probability thresholds.
DetCurveDisplay.from_estimator : Plot DET curve given an estimator and
some data.
DetCurveDisplay.from_predictions : Plot DET curve given the true and
predicted labels.
Examples
--------
>>> import matplotlib.pyplot as plt
>>> from sklearn.datasets import make_classification
>>> from sklearn.metrics import det_curve, DetCurveDisplay
>>> from sklearn.model_selection import train_test_split
>>> from sklearn.svm import SVC
>>> X, y = make_classification(n_samples=1000, random_state=0)
>>> X_train, X_test, y_train, y_test = train_test_split(
... X, y, test_size=0.4, random_state=0)
>>> clf = SVC(random_state=0).fit(X_train, y_train)
>>> y_pred = clf.decision_function(X_test)
>>> fpr, fnr, _ = det_curve(y_test, y_pred)
>>> display = DetCurveDisplay(
... fpr=fpr, fnr=fnr, estimator_name="SVC"
... )
>>> display.plot()
<...>
>>> plt.show()
"""
def __init__(self, *, fpr, fnr, estimator_name=None, pos_label=None):
self.fpr = fpr
self.fnr = fnr
self.estimator_name = estimator_name
self.pos_label = pos_label
@classmethod
def from_estimator(
cls,
estimator,
X,
y,
*,
sample_weight=None,
response_method="auto",
pos_label=None,
name=None,
ax=None,
**kwargs,
):
"""Plot DET curve given an estimator and data.
Read more in the :ref:`User Guide <visualizations>`.
.. versionadded:: 1.0
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.
response_method : {'predict_proba', 'decision_function', 'auto'} \
default='auto'
Specifies whether to use :term:`predict_proba` or
:term:`decision_function` as the predicted 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 : int, float, bool or str, 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 DET 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
Additional keywords arguments passed to matplotlib `plot` function.
Returns
-------
display : :class:`~sklearn.metrics.DetCurveDisplay`
Object that stores computed values.
See Also
--------
det_curve : Compute error rates for different probability thresholds.
DetCurveDisplay.from_predictions : Plot DET curve given the true and
predicted labels.
Examples
--------
>>> import matplotlib.pyplot as plt
>>> from sklearn.datasets import make_classification
>>> from sklearn.metrics import DetCurveDisplay
>>> from sklearn.model_selection import train_test_split
>>> from sklearn.svm import SVC
>>> X, y = make_classification(n_samples=1000, random_state=0)
>>> X_train, X_test, y_train, y_test = train_test_split(
... X, y, test_size=0.4, random_state=0)
>>> clf = SVC(random_state=0).fit(X_train, y_train)
>>> DetCurveDisplay.from_estimator(
... clf, X_test, y_test)
<...>
>>> plt.show()
"""
y_pred, pos_label, name = cls._validate_and_get_response_values(
estimator,
X,
y,
response_method=response_method,
pos_label=pos_label,
name=name,
)
return cls.from_predictions(
y_true=y,
y_pred=y_pred,
sample_weight=sample_weight,
name=name,
ax=ax,
pos_label=pos_label,
**kwargs,
)
@classmethod
def from_predictions(
cls,
y_true,
y_pred,
*,
sample_weight=None,
pos_label=None,
name=None,
ax=None,
**kwargs,
):
"""Plot the DET curve given the true and predicted labels.
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.
pos_label : int, float, bool or str, 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 DET 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.DetCurveDisplay`
Object that stores computed values.
See Also
--------
det_curve : Compute error rates for different probability thresholds.
DetCurveDisplay.from_estimator : Plot DET curve given an estimator and
some data.
Examples
--------
>>> import matplotlib.pyplot as plt
>>> from sklearn.datasets import make_classification
>>> from sklearn.metrics import DetCurveDisplay
>>> from sklearn.model_selection import train_test_split
>>> from sklearn.svm import SVC
>>> X, y = make_classification(n_samples=1000, random_state=0)
>>> X_train, X_test, y_train, y_test = train_test_split(
... X, y, test_size=0.4, random_state=0)
>>> clf = SVC(random_state=0).fit(X_train, y_train)
>>> y_pred = clf.decision_function(X_test)
>>> DetCurveDisplay.from_predictions(
... y_test, y_pred)
<...>
>>> plt.show()
"""
pos_label_validated, name = cls._validate_from_predictions_params(
y_true, y_pred, sample_weight=sample_weight, pos_label=pos_label, name=name
)
fpr, fnr, _ = det_curve(
y_true,
y_pred,
pos_label=pos_label,
sample_weight=sample_weight,
)
viz = cls(
fpr=fpr,
fnr=fnr,
estimator_name=name,
pos_label=pos_label_validated,
)
return viz.plot(ax=ax, name=name, **kwargs)
def plot(self, ax=None, *, name=None, **kwargs):
"""Plot visualization.
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 DET curve for labeling. If `None`, use `estimator_name` if
it is not `None`, otherwise no labeling is shown.
**kwargs : dict
Additional keywords arguments passed to matplotlib `plot` function.
Returns
-------
display : :class:`~sklearn.metrics.DetCurveDisplay`
Object that stores computed values.
"""
self.ax_, self.figure_, name = self._validate_plot_params(ax=ax, name=name)
line_kwargs = {} if name is None else {"label": name}
line_kwargs.update(**kwargs)
(self.line_,) = self.ax_.plot(
sp.stats.norm.ppf(self.fpr),
sp.stats.norm.ppf(self.fnr),
**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 = "False Negative Rate" + info_pos_label
self.ax_.set(xlabel=xlabel, ylabel=ylabel)
if "label" in line_kwargs:
self.ax_.legend(loc="lower right")
ticks = [0.001, 0.01, 0.05, 0.20, 0.5, 0.80, 0.95, 0.99, 0.999]
tick_locations = sp.stats.norm.ppf(ticks)
tick_labels = [
"{:.0%}".format(s) if (100 * s).is_integer() else "{:.1%}".format(s)
for s in ticks
]
self.ax_.set_xticks(tick_locations)
self.ax_.set_xticklabels(tick_labels)
self.ax_.set_xlim(-3, 3)
self.ax_.set_yticks(tick_locations)
self.ax_.set_yticklabels(tick_labels)
self.ax_.set_ylim(-3, 3)
return self