Stand-alone ROC functions package

Anton Antonov Antonov — Tue, 27 Dec 2022 13:38:18 +0000

This blog post proclaims and outlines the usage of the Python package “ROCFunctions” that provides Receiver Operating Characteristic (ROC) functions.

The ROC framework is used for analysis and tuning of binary classifiers, [Wk1]. (The classifiers are assumed to classify into a positive/true label or a negative/false label. )

For computational introduction to ROC utilization (in Mathematica) see the article “Basic example of using ROC with Linear regression” , [AA1].

The examples below use the package “RandomDataGenerators”, [AA2].

Remark: Different classification-related Python packages provide ROC functions, but all of them — well, the ones I tried — have a certain opinionated signatures and workflow of usage. I think it is a very good idea to have a stand-alone package that is independent of other packages, and, hence, it is applicable in all cases.

Installation

From PyPI.org:

python3 -m pip install ROCFunctions

Usage examples

Properties

Here are some retrieval functions:

import pandas
from ROCFunctions import *
print(roc_functions("properties"))

['FunctionInterpretations', 'FunctionNames', 'Functions', 'Methods', 'Properties']

print(roc_functions("FunctionInterpretations"))

{'TPR': 'true positive rate', 'TNR': 'true negative rate', 'SPC': 'specificity', 'PPV': 'positive predictive value', 'NPV': 'negative predictive value', 'FPR': 'false positive rate', 'FDR': 'false discovery rate', 'FNR': 'false negative rate', 'ACC': 'accuracy', 'AUROC': 'area under the ROC curve', 'FOR': 'false omission rate', 'F1': 'F1 score', 'MCC': 'Matthews correlation coefficient', 'Recall': 'same as TPR', 'Precision': 'same as PPV', 'Accuracy': 'same as ACC', 'Sensitivity': 'same as TPR'}

print(roc_functions("FPR"))

Single ROC record

Definition: A ROC record (ROC-dictionary, or ROC-hash, or ROC-hash-map) is an associative object that has the keys: “FalseNegative”, “FalsePositive”, “TrueNegative”, “TruePositive”.Here is an example:

{"FalseNegative": 50, "FalsePositive": 51, "TrueNegative": 60, "TruePositive": 39}

{'FalseNegative': 50,
 'FalsePositive': 51,
 'TrueNegative': 60,
 'TruePositive': 39}

Here we generate a random “dataset” with columns “Actual” and “Predicted” that have the values “true” and “false”and show the summary:

from RandomDataGenerators import *

dfRandomLabels = random_data_frame(200, ["Actual", "Predicted"],
                                   generators={"Actual": ["true", "false"],
                                               "Predicted": ["true", "false"]})
dfRandomLabels.shape

(200, 2)

Here is a sample of the dataset:

print(dfRandomLabels[:4])

  Actual Predicted
0  false      true
1   true     false
2   true      true
3   true     false

Here we make the corresponding ROC dictionary:

to_roc_dict('true', 'false',
            list(dfRandomLabels.Actual.values),
            list(dfRandomLabels.Predicted.values))

{'TruePositive': 46,
 'FalsePositive': 52,
 'TrueNegative': 53,
 'FalseNegative': 49}

Multiple ROC records

Here we make random dataset with entries that associated with a certain threshold parameter with three unique values:

dfRandomLabels2 = random_data_frame(200, ["Threshold", "Actual", "Predicted"],
                                    generators={"Threshold": [0.2, 0.4, 0.6],
                                                "Actual": ["true", "false"],
                                                "Predicted": ["true", "false"]})

Remark: Threshold parameters are typically used while tuning Machine Learning (ML) classifiers. Here we find and print the ROC records(dictionaries) for each unique threshold value:

thresholds = list(dfRandomLabels2.Threshold.drop_duplicates())

rocGroups = {}
for x in thresholds:
    dfLocal = dfRandomLabels2[dfRandomLabels2["Threshold"] == x]
    rocGroups[x] = to_roc_dict('true', 'false',
                        list(dfLocal.Actual.values),
                        list(dfLocal.Predicted.values))

rocGroups

{0.2: {'TruePositive': 19,
  'FalsePositive': 18,
  'TrueNegative': 13,
  'FalseNegative': 13},
 0.4: {'TruePositive': 23,
  'FalsePositive': 20,
  'TrueNegative': 19,
  'FalseNegative': 17},
 0.6: {'TruePositive': 20,
  'FalsePositive': 10,
  'TrueNegative': 9,
  'FalseNegative': 19}}

Application of ROC functions

Here we define a list of ROC functions:

funcs = ["PPV", "NPV", "TPR", "ACC", "SPC", "MCC"]

Here we apply each ROC function to each of the ROC records obtained above:

import pandas
rocRes = { k : {f: roc_functions(f)(v) for f in funcs} for (k, v) in rocGroups.items()}

print(pandas.DataFrame(rocRes))

          0.2       0.4       0.6
PPV  0.513514  0.534884  0.666667
NPV  0.500000  0.527778  0.321429
TPR  0.593750  0.575000  0.512821
ACC  0.507937  0.531646  0.500000
SPC  0.419355  0.487179  0.473684
MCC  0.013309  0.062421 -0.013506