binary_clf_curve.py

def _binary_clf_curve(y_true, y_score, pos_label=None, sample_weight=None):
    """Calculate true and false positives per binary classification threshold.
    Parameters
    ----------
    y_true : array, shape = [n_samples]
        True targets of binary classification
    y_score : array, shape = [n_samples]
        Estimated probabilities or decision function
    pos_label : int or str, default=None
        The label of the positive class
    sample_weight : array-like of shape (n_samples,), default=None
        Sample weights.
    Returns
    -------
    fps : array, shape = [n_thresholds]
        A count of false positives, at index i being the number of negative
        samples assigned a score >= thresholds[i]. The total number of
        negative samples is equal to fps[-1] (thus true negatives are given by
        fps[-1] - fps).
    tps : array, shape = [n_thresholds <= len(np.unique(y_score))]
        An increasing count of true positives, at index i being the number
        of positive samples assigned a score >= thresholds[i]. The total
        number of positive samples is equal to tps[-1] (thus false negatives
        are given by tps[-1] - tps).
    thresholds : array, shape = [n_thresholds]
        Decreasing score values.
    """
    # Check to make sure y_true is valid
    y_type = type_of_target(y_true)
    if not (y_type == "binary" or
            (y_type == "multiclass" and pos_label is not None)):
        raise ValueError("{0} format is not supported".format(y_type))

    check_consistent_length(y_true, y_score, sample_weight)
    y_true = column_or_1d(y_true)
    y_score = column_or_1d(y_score)
    assert_all_finite(y_true)
    assert_all_finite(y_score)

    if sample_weight is not None:
        sample_weight = column_or_1d(sample_weight)

    # ensure binary classification if pos_label is not specified
    # classes.dtype.kind in ('O', 'U', 'S') is required to avoid
    # triggering a FutureWarning by calling np.array_equal(a, b)
    # when elements in the two arrays are not comparable.
    classes = np.unique(y_true)
    if (pos_label is None and (
            classes.dtype.kind in ('O', 'U', 'S') or
            not (np.array_equal(classes, [0, 1]) or
                 np.array_equal(classes, [-1, 1]) or
                 np.array_equal(classes, [0]) or
                 np.array_equal(classes, [-1]) or
                 np.array_equal(classes, [1])))):
        classes_repr = ", ".join(repr(c) for c in classes)
        raise ValueError("y_true takes value in {{{classes_repr}}} and "
                         "pos_label is not specified: either make y_true "
                         "take value in {{0, 1}} or {{-1, 1}} or "
                         "pass pos_label explicitly.".format(
                             classes_repr=classes_repr))
    elif pos_label is None:
        pos_label = 1.

    # make y_true a boolean vector
    y_true = (y_true == pos_label)

    # sort scores and corresponding truth values
    desc_score_indices = np.argsort(y_score, kind="mergesort")[::-1]
    y_score = y_score[desc_score_indices]
    y_true = y_true[desc_score_indices]
    if sample_weight is not None:
        weight = sample_weight[desc_score_indices]
    else:
        weight = 1.

    # y_score typically has many tied values. Here we extract
    # the indices associated with the distinct values. We also
    # concatenate a value for the end of the curve.
    distinct_value_indices = np.where(np.diff(y_score))[0]
    threshold_idxs = np.r_[distinct_value_indices, y_true.size - 1]

    # accumulate the true positives with decreasing threshold
    tps = stable_cumsum(y_true * weight)[threshold_idxs]
    if sample_weight is not None:
        # express fps as a cumsum to ensure fps is increasing even in
        # the presence of floating point errors
        fps = stable_cumsum((1 - y_true) * weight)[threshold_idxs]
    else:
        fps = 1 + threshold_idxs - tps
    return fps, tps, y_score[threshold_idxs]