Plotting a ROC curve in scikit yields only 3 points

sapo_cosmico picture sapo_cosmico · May 5, 2015 · Viewed 9.2k times · Source

TLDR: scikit's roc_curve function is only returning 3 points for a certain dataset. Why could this be, and how do we control how many points to get back?

I'm trying to draw a ROC curve, but consistently get a "ROC triangle".

lr = LogisticRegression(multi_class = 'multinomial', solver = 'newton-cg')
y = data['target'].values
X = data[['feature']].values

model = lr.fit(X,y)

# get probabilities for clf
probas_ = model.predict_log_proba(X)

Just to make sure the lengths are ok:

print len(y)
print len(probas_[:, 1])

Returns 13759 on both.

Then running:

false_pos_rate, true_pos_rate, thresholds = roc_curve(y, probas_[:, 1])
print false_pos_rate

returns [ 0. 0.28240129 1. ]

If I call threasholds, I get array([ 0.4822225 , -0.5177775 , -0.84595197]) (always only 3 points).

It is therefore no surprise that my ROC curve looks like a triangle.

What I cannot understand is why scikit's roc_curve is only returning 3 points. Help hugely appreciated.

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Answer

pyan picture pyan · May 5, 2015

The number of points depend on the number of unique values in the input. Since the input vector has only 2 unique values, the function gives correct output.