计算精度以及roc曲线

1 敏感性以及特异性定义
https://en.wikipedia.org/wiki/Sensitivity_and_specificity
2 zhang博客讲的挺好的，但是有错误，还是可以参考
http://blog.csdn.net/abcjennifer/article/details/7359370
3 precision以及recall定义
https://www.douban.com/note/284051363/
3 代码以及画roc曲线的图
参考：
https://stackoverflow.com/questions/25009284/how-to-plot-roc-curve-in-python

import pandas as pdpred = pd.read_csv('prediction.csv')gt = pd.read_csv('stage2_solution.csv')pred_data = pred.valuesgt_data = gt.valuesgt_d = gt_data[:,0:2]

diction = {}for i in range(len(gt_d)):#     print(gt_d[i,0],gt_d[i,1])    diction[gt_d[i,0]]=gt_d[i,1]

pred_label=[]gt_label = []

tp=0tn=0fp=0fn=0for i in range(len(pred_data)):#     print (pred_data[i,0],pred_data[i,1],diction[pred_data[i,0]])    g = diction[pred_data[i,0]]    pred_label.append(pred_data[i,1])    gt_label.append(diction[pred_data[i,0]])    if(pred_data[i,1]>0.5):        p = 1    else:        p = 0#     print('g:',g,'p:',p)    if(g==1):        if(p==1):            tp = tp+1        else:            tn = tn +1    else:        if(p==1):            fp = fp+1        else:            fn = fn+1    if(p==0 and g==1):        print (pred_data[i,0],pred_data[i,1],diction[pred_data[i,0]])print tp,tn,fp,fn

('07625e01a28581f0d854cd53f9fd46ee', 0.117159187794, 1)('9fb26348e55b7b1b5247e59104beec5f', 0.23055803775800002, 1)('d63bcca00bf9df3d3aca0973aba7f22a', 0.115243196487, 1)('678b4a8e39c885e4220f87f4fdacb18a', 0.233972370625, 1)('1093f95635baf659ad5b3a893b14a0d9', 0.321477591991, 1)('c8690d3efb5cbfcb9f2871fe19a3b32f', 0.037960231304199996, 1)('9e041750951de329e7c7a20acdb9c88f', 0.215780794621, 1)('c5f3b3390e3f873360b8f91439e0f280', 0.4399498701100001, 1)('5b162effadb4b71d97cc48f0d3472d1f', 0.346106171608, 1)('66dfced7056ab28e85423be7839d1d7d', 0.0265184044838, 1)('2805ecbf568656eff77e968f27f55711', 0.207600712776, 1)('4434c5c933b67ce29d62b2556ebd4b0d', 0.354858398438, 1)('15e96a2ba69d4f8af4d44e75a1cfc91f', 0.336322128773, 1)('5bcb6eda63001cfce086f1fe5de51f41', 0.0494830608368, 1)('951cb7ff32666ac91dd95968af53e3dc', 0.042300403118099995, 1)('a77b5a7654310f555e04a046711b81b6', 0.116569340229, 1)('e62c65f23653e8439a5176fe778cf8b1', 0.0626381635666, 1)('87de7ae1cbcd60a3cc98684f03ff975b', 0.271269857883, 1)('15df31b452c0c92bef1d60fd75a99df7', 0.287601053715, 1)('65d6bc5aaa876d81dead5d02d5638f98', 0.29096144437800003, 1)('35a388aafa5fae8987968dfc4341ba0b', 0.22209799289700002, 1)('82689b6006173d5c9b37bb4b5731d77d', 0.290232181549, 1)('a59a4d0518786ac8ab13081238dd0757', 0.0694873332977, 1)('f68e914a9970ec8ecc17b479f9c30e69', 0.300102353096, 1)('a966293e9872a02b8011e19219cd52a2', 0.12901556491900001, 1)('e50e25554d4aad665f9ffbc7a6605a18', 0.355409502983, 1)('ad9877d7153ba81280cf6fda3ec258ec', 0.42044192552599996, 1)('c69b8fbe155444085faa2d8a77fa2077', 0.24609863758099998, 1)('ee7d43a9c214c33d1ca97b6e8b62dfed', 0.344136297703, 1)('5a06ebc438b934a360a5e469a6874505', 0.310246169567, 1)('d2cdfbcadca86bcb7365bc86d9c29132', 0.474076628685, 1)('ff910f590b8d19dbc135d69a4bb6dc3e', 0.410838961601, 1)('9f2e0344d97a73499ac3c2f364177660', 0.127251148224, 1)('a05dae5c271ef3048b80d22408bf0d4c', 0.44878578186000007, 1)('4eb7ea2cb6e3ebf6a9ac680665c58970', 0.426235556602, 1)('172f016737a31607818a98360f25a0d6', 0.0955578684807, 1)('e65babe52dbff77a3efa66066cc5d9bd', 0.180333673954, 1)('ad677d927dbfdca141d5f5e990301867', 0.383404612541, 1)('7513342e12f6ff612403693c7fbf3cdc', 0.22137969732299997, 1)('4d7c36fb4b7009d4a90fc5b6ba4609c7', 0.13613379001599998, 1)('d7fc3c406dae05d72a3d932944cd4a39', 0.320285797119, 1)('8bb78b08c671f1c52d03d29f56997640', 0.0917291641235, 1)('825ea4ecda33bb0a3aa86188d8deec8b', 0.0786511301994, 1)('2503439e08a1e9232b80a625eeb26614', 0.27218401431999995, 1)('356f21ce2359091e3adbe4dd24247420', 0.388289391994, 1)('37f046c4e2bbc062bb103b302b22beef', 0.213571429253, 1)('63248fdafd2df302b57a479289d76105', 0.499042093754, 1)('f81025619a4993f4e406f3ccd07e9c0b', 0.0994927883148, 1)('07ba80a4520fd85c686715bc0f7d7170', 0.361474454403, 1)('5d1dd71ccc0e5c54726daa38e0ec353c', 0.0834940075874, 1)('c65c04ff2cab8677c509abc3d14615df', 0.26668071746800004, 1)('5514032473557df7a4a0d484d0ed27e5', 0.181709766388, 1)('b37b42625992ced93aa5b876292419e0', 0.0973561406136, 1)('467fbaad4184bc2a030c27351549298f', 0.0871037840843, 1)99 54 38 315

print tp+fn,tn+fp

414 92

pred_label

[0.306648731232, 0.8760701417919999, 0.0346515774727, 0.1649710536, 0.0914691090584, 0.0446593165398, 0.07621145248410001, 0.117159187794, 0.23253923654599998, 0.23055803775800002, 0.115243196487, 0.0224041938782, 0.0458522439003, 0.299911916256, 0.704319000244, 0.43548732996000006, 0.030129075050400002, 0.233972370625, 0.0498383045197, 0.321477591991, 0.812364935875, 0.0718807578087, 0.919714152813, 0.49185758829099996, 0.026584863662700003, 0.0679003000259, 0.0449317097664, 0.0711770057678, 0.11159145832100001, 0.037960231304199996, 0.5159543752669999, 0.215780794621, 0.044772207737, 0.321922183037, 0.8048728704449999, 0.4399498701100001, 0.243216395378, 0.346106171608, 0.0257115364075, 0.614302396774, 0.923866629601, 0.121345341206, 0.0645252466202, 0.26350492239, 0.0444534420967, 0.6119161844250001, 0.0265184044838, 0.129248678684, 0.09459382295610001, 0.8202509880069999, 0.0154209733009, 0.0690587162971, 0.108752191067, 0.8403134942049999, 0.810078263283, 0.787731289864, 0.049283266067500005, 0.207600712776, 0.0320543646812, 0.04333925247190001, 0.849267244339, 0.0329706668854, 0.0446615815163, 0.0807330608368, 0.861198723316, 0.048518240451800004, 0.05440914630890001, 0.0340330004692, 0.354858398438, 0.409967780113, 0.023639500141099997, 0.939375579357, 0.059544444084199996, 0.728375673294, 0.644544184208, 0.970956742764, 0.11147278547299999, 0.031562447547900004, 0.209877669811, 0.28941488266, 0.0336276292801, 0.101174592972, 0.133744955063, 0.525971651077, 0.45949858427, 0.22605919838000002, 0.850231289864, 0.060046672821000006, 0.0673955082893, 0.040676891803699995, 0.051343739032699995, 0.336322128773, 0.789554357529, 0.0494830608368, 0.887484014034, 0.333477795124, 0.115098059177, 0.0343714952469, 0.0166711807251, 0.042300403118099995, 0.116569340229, 0.02067476511, 0.0536320209503, 0.162982702255, 0.019909024238599998, 0.019078195095099997, 0.848688483238, 0.0237035155296, 0.07821965217589999, 0.0748621821404, 0.12407445907600001, 0.0260081887245, 0.549250781536, 0.64028608799, 0.5554161071779999, 0.0626381635666, 0.337692081928, 0.166900634766, 0.7358903288840001, 0.271269857883, 0.7449672222139999, 0.754090726376, 0.036576986312899996, 0.0154871940613, 0.162472724915, 0.8283893466, 0.561336040497, 0.022459089756, 0.12467682361600001, 0.15985864400900002, 0.12295264005699999, 0.0408948659897, 0.08322954177860001, 0.0155268907547, 0.253732264042, 0.287601053715, 0.5059261918069999, 0.7878701686859999, 0.0340597033501, 0.052699804306, 0.179771304131, 0.11872249841700001, 0.29096144437800003, 0.0258894562721, 0.796294391155, 0.0793922543526, 0.20181220769900002, 0.625052571297, 0.9538311362270001, 0.7827150821690001, 0.966531693935, 0.683534145355, 0.025528848171200002, 0.398672938347, 0.052346765994999996, 0.988933742046, 0.0205284953117, 0.057099699974100006, 0.533129096031, 0.108986318111, 0.8740727305410001, 0.054328620433800004, 0.815580070019, 0.0532991290092, 0.153633058071, 0.0325220823288, 0.025053441524499998, 0.898797214031, 0.055256009101900004, 0.9507915973659999, 0.8566108345990001, 0.0243853926659, 0.22209799289700002, 0.022739171981799998, 0.910795509815, 0.169241070747, 0.0378332734108, 0.0367866158485, 0.23314499855, 0.8260697722429999, 0.0478984713554, 0.225474655628, 0.8025456666949999, 0.290232181549, 0.947477519512, 0.0706942677498, 0.0694873332977, 0.493386030197, 0.864034891129, 0.0584462285042, 0.300102353096, 0.06039792299269999, 0.301897644997, 0.7810286283490001, 0.9301441907879999, 0.99861240387, 0.12901556491900001, 0.135593295097, 0.134292602539, 0.033970952034, 0.0749914646149, 0.355409502983, 0.134282767773, 0.0326668024063, 0.6847266554829999, 0.42044192552599996, 0.032674074173, 0.960749745369, 0.24609863758099998, 0.344136297703, 0.896595299244, 0.310246169567, 0.035803914070099994, 0.37698054313699997, 0.06826096773149999, 0.053512275219000004, 0.7839746475220001, 0.010945975780499998, 0.0522285699844, 0.118953585625, 0.8401124477390001, 0.0912300944328, 0.9939808845520001, 0.05664479732509999, 0.575493991375, 0.043535888195000004, 0.869194030762, 0.119209587574, 0.061302781105, 0.193221330643, 0.11779540777200001, 0.786761283875, 0.0511956214905, 0.06733179092410001, 0.040928423404699994, 0.959544181824, 0.906318724155, 0.0444074273109, 0.0489168763161, 0.0294325351715, 0.816952228546, 0.027754008769999998, 0.956563353539, 0.672473907471, 0.267829358578, 0.9915587902069999, 0.0157701969147, 0.0807236433029, 0.277778983116, 0.0154266357422, 0.0809623003006, 0.040648162365000004, 0.652987837791, 0.137083649635, 0.0237013697624, 0.474076628685, 0.017674446106, 0.9826710820200001, 0.526813030243, 0.227248251438, 0.052958905696900004, 0.0703300833702, 0.0569689869881, 0.015280723571799998, 0.0175392627716, 0.05126118659969999, 0.083359181881, 0.66984641552, 0.043055236339600005, 0.8001756668089999, 0.104937016964, 0.0661010146141, 0.8102839589120001, 0.0547814369202, 0.107002198696, 0.709119081497, 0.555048823357, 0.022159814834599997, 0.71013122797, 0.410838961601, 0.0753583908081, 0.0222990512848, 0.639405250549, 0.054847359657300004, 0.0682095885277, 0.9155819416050001, 0.09025275707239999, 0.04651945829390001, 0.027292370796199998, 0.0821488499641, 0.07674360275270001, 0.07838195562360001, 0.0537794828415, 0.151747643948, 0.0403423905373, 0.035184204578400005, 0.047605812549599995, 0.942981719971, 0.7264840006829999, 0.0390491485596, 0.558655023575, 0.7652485370640001, 0.884135842323, 0.713637709618, 0.6731960177420001, 0.0918847322464, 0.635707080364, 0.813631594181, 0.0240622162819, 0.028998851776099996, 0.628164947033, 0.0184214711189, 0.6033244133, 0.09100937843319999, 0.903185069561, 0.7863504886630001, 0.109753608704, 0.238945126534, 0.0491129159927, 0.609125494957, 0.055827498436, 0.127251148224, 0.44878578186000007, 0.0890922546387, 0.430430710316, 0.0947884321213, 0.0657268762589, 0.426235556602, 0.0401832461357, 0.0955578684807, 0.39128816127800004, 0.18202227354000003, 0.0398209691048, 0.37694716453599997, 0.0157968401909, 0.07383424043660002, 0.042762398719800004, 0.04445165395740001, 0.04965978860859999, 0.109847545624, 0.6804876327509999, 0.506127297878, 0.0267729759216, 0.143815755844, 0.111534059048, 0.7794041633609999, 0.015767574310299997, 0.038128733634900006, 0.0511896014214, 0.180333673954, 0.702603936195, 0.103834271431, 0.159316837788, 0.383404612541, 0.0831456184387, 0.150595903397, 0.22137969732299997, 0.583897650242, 0.06986886262889999, 0.13613379001599998, 0.320285797119, 0.0450734496117, 0.621346950531, 0.0808102488518, 0.029326438903799996, 0.0917291641235, 0.0786511301994, 0.0845966339111, 0.500489234924, 0.139561355114, 0.944442391396, 0.841670095921, 0.706939518452, 0.139667630196, 0.10517472028699999, 0.8459794521330001, 0.014253795146899999, 0.128443598747, 0.0613714456558, 0.27218401431999995, 0.0393926501274, 0.0251014828682, 0.187129318714, 0.0212181806564, 0.051073253154800005, 0.722355008125, 0.0679240822792, 0.388289391994, 0.015026271343200002, 0.213571429253, 0.882094442844, 0.0288588404655, 0.0459799766541, 0.872308850288, 0.509616732597, 0.037440061569199996, 0.570501208305, 0.039659738540599995, 0.017843186855299998, 0.648983478546, 0.08827137947080001, 0.9297993183140001, 0.0254611372948, 0.021844089031199998, 0.0901657938957, 0.0737712979317, 0.612956285477, 0.0234156847, 0.067400932312, 0.159428536892, 0.0353515744209, 0.029090940952300002, 0.988542079926, 0.0594680905342, 0.9943150877949999, 0.876945018768, 0.05685520172119999, 0.041065394878400004, 0.645810365677, 0.375511944294, 0.43031364679300005, 0.375743567944, 0.145624101162, 0.0369937419891, 0.07281547784810001, 0.0326633453369, 0.194029033184, 0.499042093754, 0.0227205753326, 0.0271198749542, 0.024527013301800002, 0.0806727409363, 0.135131299496, 0.039363801479300006, 0.042473375797300005, 0.0994927883148, 0.033588647842399996, 0.13234364986400002, 0.130347132683, 0.762364864349, 0.0736729502678, 0.0309421420097, 0.10914081335100001, 0.165281057358, 0.035065472126, 0.019040286541, 0.00971162319183, 0.586828112602, 0.361474454403, 0.019100189209, 0.0812140703201, 0.961014151573, 0.539634466171, 0.0861241817474, 0.07396948337550001, 0.0709484815598, 0.18269032239900002, 0.056558668613400004, 0.0685266852379, 0.7308714389800001, 0.0642604231834, 0.920344531536, 0.0678136944771, 0.0234156847, 0.06957840919489999, 0.592350780964, 0.8675767183299999, 0.0428700447083, 0.051432013511699994, 0.0565760731697, 0.0401865839958, 0.703727483749, 0.0442606806755, 0.8268591165539999, 0.0834940075874, 0.840219736099, 0.455112397671, 0.8079274296760001, 0.021398961544, 0.0617161989212, 0.0770745873451, 0.9037966728210001, 0.07724809646610001, 0.7189496755600001, 0.056118667125699996, 0.029981791973099997, 0.541769862175, 0.027953922748599997, 0.018179237842599998, 0.774275898933, 0.0774254202843, 0.571707069874, 0.083989918232, 0.26668071746800004, 0.61296248436, 0.039847552776300005, 0.181709766388, 0.848829567432, 0.0736467838287, 0.0453742742538, 0.07220143079760001, 0.0161296129227, 0.0973561406136, 0.0580281019211, 0.0871037840843, 0.09880226850510002]

gt_label

[0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 1, 0, 1, 0, 1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 1, 1, 1, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 1, 1, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 1, 1, 0, 1, 0, 0, 1, 1, 0, 1, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 1, 1, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 1, 0, 1, 0, 1, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0]

import numpy as npy = np.array(gt_label)scores = np.array(pred_label)

y[0:10]

array([0, 1, 0, 0, 0, 0, 0, 1, 0, 1])

scores[0:10]

array([ 0.30664873,  0.87607014,  0.03465158,  0.16497105,  0.09146911,        0.04465932,  0.07621145,  0.11715919,  0.23253924,  0.23055804])

from sklearn import metrics

fpr, tpr, thresholds = metrics.roc_curve(y, scores, pos_label=1)roc_auc = metrics.auc(fpr, tpr)# method I: pltimport matplotlib.pyplot as pltplt.title('Receiver Operating Characteristic')plt.plot(fpr, tpr, 'b', label = 'AUC = %0.2f' % roc_auc)plt.legend(loc = 'lower right')plt.plot([0, 1], [0, 1],'r--')plt.xlim([0, 1])plt.ylim([0, 1])plt.ylabel('True Positive Rate')plt.xlabel('False Positive Rate')plt.show()

thresholds

array([ 0.9986124 ,  0.95954418,  0.95656335,  0.94747752,  0.94444239,        0.92979932,  0.92034453,  0.91558194,  0.91079551,  0.86119872,        0.85661083,  0.84926724,  0.84882957,  0.84597945,  0.8416701 ,        0.81558007,  0.81236494,  0.81028396,  0.81007826,  0.7742759 ,        0.76524854,  0.72837567,  0.726484  ,  0.71894968,  0.71013123,        0.704319  ,  0.68048763,  0.67319602,  0.66984642,  0.65298784,        0.64581037,  0.64454418,  0.64028609,  0.63940525,  0.63570708,        0.62816495,  0.62505257,  0.61296248,  0.61295629,  0.60332441,        0.58682811,  0.57170707,  0.57050121,  0.56133604,  0.55865502,        0.55541611,  0.55504882,  0.53963447,  0.51595438,  0.5061273 ,        0.50592619,  0.49904209,  0.49185759,  0.47407663,  0.4551124 ,        0.43994987,  0.43031365,  0.41083896,  0.39128816,  0.38340461,        0.37551194,  0.3441363 ,  0.33769208,  0.33632213,  0.32192218,        0.31024617,  0.30189764,  0.30010235,  0.29991192,  0.29023218,        0.28941488,  0.28760105,  0.27777898,  0.27126986,  0.26782936,        0.26668072,  0.25373226,  0.24609864,  0.23894513,  0.23397237,        0.23253924,  0.23055804,  0.22547466,  0.21357143,  0.20987767,        0.20760071,  0.18202227,  0.18033367,  0.13708365,  0.13613379,        0.12924868,  0.12901556,  0.1284436 ,  0.12725115,  0.11779541,        0.1152432 ,  0.10117459,  0.09949279,  0.09880227,  0.09555787,        0.09188473,  0.09172916,  0.08827138,  0.08710378,  0.08398992,        0.08349401,  0.07939225,  0.07865113,  0.06957841,  0.06948733,        0.06426042,  0.06263816,  0.04965979,  0.04948306,  0.04247338,        0.0423004 ,  0.03812873,  0.03796023,  0.02658486,  0.0265184 ,        0.0236395 ,  0.02341568,  0.00971162])