cvlognet.py 文件源码

def auc(y, prob, w):
    if len(w) == 0:
        mindiff = scipy.amin(scipy.diff(scipy.unique(prob)))
        pert = scipy.random.uniform(0, mindiff/3, prob.size)
        t, rprob = scipy.unique(prob + pert, return_inverse = True)
        n1 = scipy.sum(y, keepdims = True)
        n0 = y.shape[0] - n1
        u = scipy.sum(rprob[y == 1]) - n1*(n1 + 1)/2
        result = u/(n1*n0)
    else:
        op = scipy.argsort(prob)
        y = y[op]
        w = w[op]
        cw = scipy.cumsum(w)
        w1 = w[y == 1]
        cw1 = scipy.cumsum(w1)
        wauc = scipy.sum(w1*(cw[y == 1] - cw1))
        sumw = cw1[-1]
        sumw = sumw*(c1[-1] - sumw)
        result = wauc/sumw
    return(result)    
#=========================