AUC-ROC6.py

# multi-class classification
from sklearn.multiclass import OneVsRestClassifier
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.metrics import roc_curve
from sklearn.metrics import roc_auc_score

# generate 2 class dataset
X, y = make_classification(n_samples=1000, n_classes=3, n_features=20, n_informative=3, random_state=42)

# split into train/test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4, random_state=42)

# fit model
clf = OneVsRestClassifier(LogisticRegression())
clf.fit(X_train, y_train)
pred = clf.predict(X_test)
pred_prob = clf.predict_proba(X_test)

# roc curve for classes
fpr = {}
tpr = {}
thresh ={}

n_class = 3

for i in range(n_class):    
    fpr[i], tpr[i], thresh[i] = roc_curve(y_test, pred_prob[:,i], pos_label=i)
    
# plotting    
plt.plot(fpr[0], tpr[0], linestyle='--',color='orange', label='Class 0 vs Rest')
plt.plot(fpr[1], tpr[1], linestyle='--',color='green', label='Class 1 vs Rest')
plt.plot(fpr[2], tpr[2], linestyle='--',color='blue', label='Class 2 vs Rest')
plt.title('Multiclass ROC curve')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive rate')
plt.legend(loc='best')
plt.savefig('Multiclass ROC',dpi=300);