具有n次交叉验证的精度召回曲线显示标准偏差

问题描述

我希望生成具有5倍交叉验证的精度-召回曲线，以显示example ROC curve code here中的标准偏差。

ValueError: operands could not be broadcast together with shapes (91,) (78,)

import matplotlib.pyplot as plt
import numpy
from sklearn.datasets import make_blobs
from sklearn.metrics import precision_recall_curve, auc
from sklearn.model_selection import KFold
from sklearn.svm import SVC


X, y = make_blobs(n_samples=500, n_features=2, centers=2, cluster_std=10.0,
    random_state=10)

k_fold = KFold(n_splits=5, shuffle=True, random_state=10)
predictor = SVC(kernel='linear', C=1.0, probability=True, random_state=10)

y_real = []
y_proba = []

precisions, recalls = [], []

for i, (train_index, test_index) in enumerate(k_fold.split(X)):
    Xtrain, Xtest = X[train_index], X[test_index]
    ytrain, ytest = y[train_index], y[test_index]
    predictor.fit(Xtrain, ytrain)
    pred_proba = predictor.predict_proba(Xtest)
    precision, recall, _ = precision_recall_curve(ytest, pred_proba[:,1])
    lab = 'Fold %d AUC=%.4f' % (i+1, auc(recall, precision))
    plt.plot(recall, precision, alpha=0.3, label=lab)
    y_real.append(ytest)
    y_proba.append(pred_proba[:,1])
    precisions.append(precision)
    recalls.append(recall)

y_real = numpy.concatenate(y_real)
y_proba = numpy.concatenate(y_proba)
precision, recall, _ = precision_recall_curve(y_real, y_proba)
lab = 'Overall AUC=%.4f' % (auc(recall, precision))

plt.plot(recall, precision, lw=2,color='red', label=lab)

std_precision = np.std(precisions, axis=0)
tprs_upper = np.minimum(precisions[median] + std_precision, 1)
tprs_lower = np.maximum(precisions[median] - std_precision, 0)
plt.fill_between(recall_overall, upper_precision, lower_precision, alpha=0.5, linewidth=0, color='grey')

Error reported and Plot generated

您能建议我如何在以下代码中添加，以显示平均PR曲线周围的一个标准差吗？

推荐答案

我有一个有效的解决方案，但如果有人能评论它是否在做正确的事情，那将是有帮助的。

import matplotlib.pyplot as plt
import numpy as np
from sklearn.datasets import make_blobs
from sklearn.metrics import precision_recall_curve, auc
from sklearn.model_selection import KFold
from sklearn.svm import SVC
from numpy import interp

X, y = make_blobs(n_samples=500, n_features=2, centers=2, cluster_std=10.0,
    random_state=10)

k_fold = KFold(n_splits=5, shuffle=True, random_state=10)
predictor = SVC(kernel='linear', C=1.0, probability=True, random_state=10)

y_real = []
y_proba = []

precision_array = []
threshold_array=[]
recall_array = np.linspace(0, 1, 100)

for i, (train_index, test_index) in enumerate(k_fold.split(X)):
    Xtrain, Xtest = X[train_index], X[test_index]
    ytrain, ytest = y[train_index], y[test_index]
    predictor.fit(Xtrain, ytrain)
    pred_proba = predictor.predict_proba(Xtest)
    precision_fold, recall_fold, thresh = precision_recall_curve(ytest, pred_proba[:,1])
    precision_fold, recall_fold, thresh = precision_fold[::-1], recall_fold[::-1], thresh[::-1]  # reverse order of results
    thresh = np.insert(thresh, 0, 1.0)
    precision_array = interp(recall_array, recall_fold, precision_fold)
    threshold_array = interp(recall_array, recall_fold, thresh)
    pr_auc = auc(recall_array, precision_array)

    lab_fold = 'Fold %d AUC=%.4f' % (i+1, pr_auc)
    plt.plot(recall_fold, precision_fold, alpha=0.3, label=lab_fold)
    y_real.append(ytest)
    y_proba.append(pred_proba[:,1])

y_real = numpy.concatenate(y_real)
y_proba = numpy.concatenate(y_proba)
precision, recall, _ = precision_recall_curve(y_real, y_proba)
lab = 'Overall AUC=%.4f' % (auc(recall, precision))

plt.plot(recall, precision, lw=2,color='red', label=lab)

plt.legend(loc='lower left', fontsize='small')

mean_precision = np.mean(precision_array)
std_precision = np.std(precision_array)
plt.fill_between(recall, precision + std_precision, precision - std_precision, alpha=0.3, linewidth=0, color='grey')
plt.show()