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October 23, 2023 09:51
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Precision-recall curve for a skillful model
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import matplotlib.pyplot as plt | |
from sklearn.datasets import make_classification | |
from sklearn.linear_model import LogisticRegression | |
from sklearn.model_selection import train_test_split | |
from sklearn.metrics import precision_recall_curve, auc | |
import seaborn as sns | |
X, y = make_classification(n_samples=1000, n_classes=2, random_state=1) | |
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=2) | |
model = LogisticRegression(solver='lbfgs') | |
model.fit(X_train, y_train) | |
lr_proba = model.predict_proba(X_test) | |
lr_proba = lr_proba[:, 1] | |
yhat = model.predict(X_test) | |
lr_precision, lr_recall, thresholds = precision_recall_curve(y_test, lr_proba) | |
lr_auc = auc(lr_recall, lr_precision) | |
round(lr_auc, 3) | |
# Console output: | |
# AUC = 0.927 | |
no_skill = len(y_test[y_test==1]) / len(y_test) | |
# Plotting model comparison | |
plt.figure(figsize=(10, 6)) | |
ax = sns.lineplot(x=lr_recall, y=lr_precision, estimator=None, | |
color='#31D19A',linewidth=2.0, | |
label='Skillful model') | |
ax2 = sns.lineplot(x=[0,1], y=no_skill, estimator=None, | |
color='#EE472A',linewidth=2.0, linestyle="--", | |
label='No Skill') | |
ax.set_ylabel('Precision', fontname='Ubuntu', fontsize=12) | |
ax.set_xlabel('Recall', fontname='Ubuntu', fontsize=12) | |
ax.set_title('Precision-recall Curve for a skillful model',size=14, pad=30, fontname='Ubuntu', weight='bold') | |
sns.despine(top=True, right=True) |
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