Kanakorn Horsiritham nagarindkx
nagarindkx
/ roc_auc_ci.py
Created
December 20, 2022 05:54
— forked from doraneko94/roc_auc_ci.py
Calculating confidence interval of ROC-AUC.
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| from sklearn.metrics import roc_auc_score | |
| from math import sqrt | |
| def roc_auc_ci(y_true, y_score, positive=1): | |
| AUC = roc_auc_score(y_true, y_score) | |
| N1 = sum(y_true == positive) | |
| N2 = sum(y_true != positive) | |
| Q1 = AUC / (2 - AUC) | |
| Q2 = 2*AUC**2 / (1 + AUC) | |
| SE_AUC = sqrt((AUC*(1 - AUC) + (N1 - 1)*(Q1 - AUC**2) + (N2 - 1)*(Q2 - AUC**2)) / (N1*N2)) |