ROC Curve 함수

from sklearn.metrics import roc_curve, auc, roc_auc_score
from scipy import interp

def plot_roc(y_test,y_pred,title):
    fpr = dict()
    tpr = dict()
    roc_auc = dict()
    for i in range(n_classes):
        fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_pred[:, i])
        roc_auc[i] = auc(fpr[i], tpr[i])

    # Compute micro-average ROC curve and ROC area
    fpr["micro"], tpr["micro"], _ = roc_curve(y_test.ravel(), y_pred.ravel())
    roc_auc["micro"] = auc(fpr["micro"], tpr["micro"])

    # Compute macro-average ROC curve and ROC area
    all_fpr = np.unique(np.concatenate([fpr[i] for i in range(n_classes)]))

    # Then interpolate all ROC curves at this points
    mean_tpr = np.zeros_like(all_fpr)
    for i in range(n_classes):
        mean_tpr += interp(all_fpr, fpr[i], tpr[i])

    # Finally average it and compute AUC
    mean_tpr /= n_classes
    lw=2
    fpr["macro"] = all_fpr
    tpr["macro"] = mean_tpr
    roc_auc["macro"] = auc(fpr["macro"], tpr["macro"])

    # Plot all ROC curves
    plt.figure()
    plt.plot(fpr["micro"], tpr["micro"],
             label='micro-average ROC curve (area = {0:0.3f})'
                   ''.format(roc_auc["micro"]),
             color='deeppink', linestyle=':', linewidth=4)

    plt.plot(fpr["macro"], tpr["macro"],
             label='macro-average ROC curve (area = {0:0.3f})'
                   ''.format(roc_auc["macro"]),
             color='navy', linestyle=':', linewidth=4)

    plt.plot([0, 1], [0, 1], 'k--', lw=lw)
    plt.xlim([-0.01, 1.0])
    plt.ylim([0.0, 1.05])
    plt.xlabel('False Positive Rate')
    plt.ylabel('True Positive Rate')
    plt.title(title)
    plt.legend(loc="lower right")
    plt.show()