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Created April 11, 2020 08:29
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# 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()), 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.savefig('Multiclass ROC',dpi=300);
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