ENH RocCurveDisplay add option to plot chance level #25987

Charlie-XIAO · 2023-03-27T20:45:49Z

Reference Issues/PRs

towards #25929. Relevant PR: #25972.

What does this implement/fix? Explain your changes.

This PR implements the following:

Add attribute chance_level_ to RocCurveDisplay class
Add option to plot the chance level line, and supports passing a dict to alter its style
Will not plot the chance level line multiple times
Update examples where RocCurveDisplay is used. Remove the part we were plotting the chance level by hand and instead use the new feature.

Any other comments?

The previous pull request is #25972, but it was from another repo so reviewers do not have permission to directly modify it. Therefore I closed that issue and moved the changes here, meanwhile adopting the suggestions by @glemaitre.

…and visual improvement postponed

…les/miscellaneous/plot_roc.py

…nch and roc plot

…learn into roc-vis-enh

Charlie-XIAO · 2023-03-27T21:35:45Z

In the current implementation, I searched the all the lines of ax_ to check if the chance level line is already plotted. That is really inefficient. For instance, if one plots n times in a for loop, the complexity would be 1+...+n=O(n^2). I haven't figured out a better way to do this. Please let me know if I need to change the implementation.

glemaitre · 2023-03-28T09:24:41Z

In the current implementation, I searched the all the lines of ax_ to check if the chance level line is already plotted. That is really inefficient. For instance, if one plots n times in a for loop, the complexity would be 1+...+n=O(n^2). I haven't figured out a better way to do this. Please let me know if I need to change the implementation.

We should not try to be smart. We just need to add the capability. Being False by default means that we will not plot the chance level t 8000 wice. People will be able to use the feature if they read the documentation. This is good enough.

sklearn/metrics/_plot/roc_curve.py

glemaitre

Another quick review.

…uld note that themselves

glemaitre

After checking the rendering, I have the following changes to propose.

examples/miscellaneous/plot_outlier_detection_bench.py

sklearn/metrics/_plot/roc_curve.py

sklearn/metrics/_plot/tests/test_roc_curve_display.py

doc/whats_new/v1.3.rst

examples/miscellaneous/plot_outlier_detection_bench.py

glemaitre

I think it is the last round of review. It looks good to me apart of those minor changes.

examples/model_selection/plot_roc.py

examples/model_selection/plot_roc_crossval.py

sklearn/metrics/_plot/tests/test_roc_curve_display.py

examples/miscellaneous/plot_outlier_detection_bench.py

sklearn/metrics/_plot/tests/test_roc_curve_display.py

glemaitre

Otherwise LGTM.

glemaitre

I just realised that for consistency with other display, we need to change the name of the kwargs using *_kw instead of _kwargs.

Here are the necessary changes.

doc/whats_new/v1.3.rst

examples/miscellaneous/plot_outlier_detection_bench.py

sklearn/metrics/_plot/roc_curve.py

sklearn/metrics/_plot/tests/test_roc_curve_display.py

…ther display

jeremiedbb

LGTM. Thanks @Charlie-XIAO. I just have 1 question below

sklearn/metrics/_plot/roc_curve.py

sklearn/metrics/_plot/tests/test_roc_curve_display.py

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Fan <thomasjpfan@gmail.com> * FIX Keeps namedtuple's class when transform returns a tuple (scikit-learn#26121) * DOC corrected letter case for better readability in sklearn/metrics/_classification.py / (scikit-learn#26169) * MAINT Parameters validation for sklearn.preprocessing.power_transform (scikit-learn#26142) * FIX `roc_auc_score` now uses `y_prob` instead of `y_pred` (scikit-learn#26155) * MAINT Parameters validation for sklearn.datasets.load_iris (scikit-learn#26177) * MAINT Parameters validation for sklearn.datasets.load_diabetes (scikit-learn#26166) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.load_breast_cancer (scikit-learn#26165) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.metrics.cluster.entropy (scikit-learn#26162) * MAINT Parameters validation for sklearn.datasets.fetch_species_distributions (scikit-learn#26161) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * ASV Fix tol in SGDRegressorBenchmark (scikit-learn#26146) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MNT use api.openml.org URLs for fetch_openml (scikit-learn#26171) * MAINT Parameters validation for sklearn.utils.resample (scikit-learn#26139) * MAINT make it explicit that additive_chi2_kernel does not accept sparse matrix (scikit-learn#26178) * MNT fix circleci link in README.rst (scikit-learn#26183) * CI Fix circleci artifact redirector action (scikit-learn#26181) * GOV introduce rights for groups as discussed in SLEP019 (scikit-learn#25753) Co-authored-by: Julien <git@jjerphan.xyz> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * MAINT Parameters validation for sklearn.neighbors.sort_graph_by_row_values (scikit-learn#26173) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * FIX improve convergence criterion for LogisticRegression(penalty="l1", solver='liblinear') (scikit-learn#25214) Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * MAINT Fix several typos in src and doc files (scikit-learn#26187) * PERF fix overhead of _rescale_data in LinearRegression (scikit-learn#26207) * ENH add Huber loss (scikit-learn#25966) * MAINT Refactor GraphicalLasso and graphical_lasso (scikit-learn#26033) Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Cython linting (scikit-learn#25861) * DOC Add 325D JupyterLite button in example gallery (scikit-learn#25887) * MAINT Parameters validation for sklearn.covariance.ledoit_wolf_shrinkage (scikit-learn#26200) * MAINT Parameters validation for sklearn.datasets.load_linnerud (scikit-learn#26199) * MAINT Parameters validation for sklearn.datasets.load_wine (scikit-learn#26196) * DOC Added redirect to Provost paper + minor refactor (scikit-learn#26223) * MAINT Parameter Validation for `covariance.graphical_lasso` (scikit-learn#25053) Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.load_digits (scikit-learn#26195) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.preprocessing.quantile_transform (scikit-learn#26144) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.model_selection.cross_validate (scikit-learn#26129) Co-authored-by: jeremiedbb <jeremiedbb@yahoo.fr> * DOC Adds TargetEncoder example explaining the internal CV (scikit-learn#26185) Co-authored-by: Tim Head <betatim@gmail.com> * spelling mistake corrected in documentation for script `plot_document_clustering.py` (scikit-learn#26228) Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * FIX possible UnboundLocalError in fetch_openml (scikit-learn#26236) * ENH Adds PyTorch support to LinearDiscriminantAnalysis (scikit-learn#25956) Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> Co-authored-by: Tim Head <betatim@gmail.com> * MNT Use fixed version of Pyodide (scikit-learn#26247) * MNT Reset transform_output default in example to fix doc build build (scikit-learn#26269) * DOC Update example plot_nearest_centroid.py (scikit-learn#26263) * MNT reduce JupyterLite build size (scikit-learn#26246) * DOC term -> meth in GradientBoosting (scikit-learn#26225) * MNT speed-up html-noplot build (scikit-learn#26245) Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * MNT Use copy=False when creating DataFrames (scikit-learn#26272) * MAINT Parameters validation for sklearn.model_selection.permutation_test_score (scikit-learn#26230) * MAINT Parameters validation for sklearn.datasets.clear_data_home (scikit-learn#26259) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.load_files (scikit-learn#26203) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.datasets.get_data_home (scikit-learn#26260) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * DOC Fix y-axis plot labels in permutation test score example (scikit-learn#26240) * MAINT cython-lint ignores asv_benchmarks (scikit-learn#26282) * MAINT Parameter validation for met D62E rics.cluster._supervised (scikit-learn#26258) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * DOC Improve docstring for tol in SequentialFeatureSelector (scikit-learn#26271) * MAINT Parameters validation for sklearn.datasets.load_sample_image (scikit-learn#26226) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * DOC Consistent param type for pos_label (scikit-learn#26237) * DOC Minor grammar fix to imputation docs (scikit-learn#26283) * MAINT Parameters validation for sklearn.calibration.calibration_curve (scikit-learn#26198) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MAINT Parameters validation for sklearn.inspection.partial_dependence (scikit-learn#26209) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MAINT Parameters validation for sklearn.model_selection.validation_curve (scikit-learn#26229) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MAINT Parameters validation for sklearn.model_selection.learning_curve (scikit-learn#26227) Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr> * MNT Remove deprecated pandas.api.types.is_sparse (scikit-learn#26287) * CI Use Trusted Publishers for uploading wheels to PyPI (scikit-learn#26249) * MAINT Parameters validation for sklearn.metrics.pairwise.manhattan_distances (scikit-learn#26122) * PERF revert openmp use in csr_row_norms (scikit-learn#26275) * MAINT Parameters validation for metrics.check_scoring (scikit-learn#26041) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> * MNT Improve error message when checking classification target is of a non-regression type (scikit-learn#26281) Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * DOC fix link to User Guide encoder_infrequent_categories (scikit-learn#26309) * MNT remove unused args in _predict_regression_tree_inplace_fast_dense (scikit-learn#26314) * ENH Adds missing value support for trees (scikit-learn#23595) Co-authored-by: Tim Head <betatim@gmail.com> Co-authored-by: Julien Jerphanion <git@jjerphan.xyz> * CLN Clean up logic in validate_data and cast_to_ndarray (scikit-learn#26300) * MAINT refactor scorer using _get_response_values (scikit-learn#26037) Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> * DOC Add HGBDT to "see also" section of random forests (scikit-learn#26319) Co-authored-by: ArturoAmorQ <arturo.amor-quiroz@polytechnique.edu> Co-authored-by: Tim Head <betatim@gmail.com> * MNT Bump Github Action labeler version to use newer Node (scikit-learn#26302) * FIX thresholds should not exceed 1.0 with probabilities in `roc_curve` (scikit-learn#26194) Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * ENH Allow for appropriate dtype us in `preprocessing.PolynomialFeatures` for sparse matrices (scikit-learn#23731) Co-authored-by: Aleksandr Kokhaniukov <alexander.kohanyukov@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> Co-authored-by: Julien Jerphanion <git@jjerphan.xyz> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> * DOC Fix minor typo (scikit-learn#26327) * MAINT bump minimum version for pytest (scikit-learn#26184) Co-authored-by: Loïc Estève <loic.esteve@ymail.com> Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> * DOC fix return type in isotonic_regression (scikit-learn#26332) * FIX fix available_if for MultiOutputRegressor.partial_fit (scikit-learn#26333) Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> * FIX make pipeline pass check_estimator (scikit-learn#26325) * FEA Add multiclass support to `average_precision_score` (scikit-learn#24769) Co-authored-by: Geoffrey <geoffrey.bolmier@gmail.com> Co-authored-by: gbolmier <geoffrey.bolmier@volvocars.com> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> --------- Signed-off-by: Julien Jerphanion <git@jjerphan.xyz> Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com> Co-authored-by: Meekail Zain <34613774+Micky774@users.noreply.github.com> Co-authored-by: Julien Jerphanion <git@jjerphan.xyz> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org> Co-authored-by: zeeshan lone <56621467+still-learning-ev@users.noreply.github.com> Co-authored-by: jeremiedbb <jeremiedbb@yahoo.fr> Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com> Co-authored-by: Shiva chauhan <103742975+Shivachauhan17@users.noreply.github.com> Co-authored-by: AymericBasset <45051041+AymericBasset@users.noreply.github.com> Co-authored-by: Maren Westermann <maren.westermann@gmail.com> Co-authored-by: Nishu Choudhary <51842539+choudharynishu@users.noreply.github.com> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Loïc Estève <loic.esteve@ymail.com> Co-authored-by: Benedek Harsanyi <80836204+hbenedek@users.noreply.github.com> Co-authored-by: Pooja Subramaniam <poojas2086@gmail.com> Co-authored-by: Rushil Desai <rushildesai01@gmail.com> Co-authored-by: Xiao Yuan <yuanx749@gmail.com> Co-authored-by: Omar Salman <omar.salman@arbisoft.com> Co-authored-by: 2357juan <29247195+2357juan@users.noreply.github.com> Co-authored-by: Théophile Baranger <39696928+tbaranger@users.noreply.github.com> Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com> Co-authored-by: Andreas Mueller <t3kcit@gmail.com> Co-authored-by: Jovan Stojanovic <62058944+jovan-stojanovic@users.noreply.github.com> Co-authored-by: Rahil Parikh <75483881+rprkh@users.noreply.github.com> Co-authored-by: Bharat Raghunathan <bharatraghunthan9767@gmail.com> Co-authored-by: Sortofamudkip <wishyutp0328@gmail.com> Co-authored-by: Gleb Levitski <36483986+glevv@users.noreply.github.com> Co-authored-by: Christian Lorentzen <lorentzen.ch@gmail.com> Co-authored-by: Ashwin Mathur <97467100+awinml@users.noreply.github.com> Co-authored-by: Sahil Gupta <sahil@Sahils-MBP.lan> Co-authored-by: Veghit <itay.vegh@gmail.com> Co-authored-by: Itay <itayvegh@gmail.com> Co-authored-by: precondition <57645186+precondition@users.noreply.github.com> Co-authored-by: Marc Torrellas Socastro <marc.torsoc@gmail.com> Co-authored-by: Dominic Fox <dominicjfox2@gmail.com> Co-authored-by: futurewarning <36329275+futurewarning@users.noreply.github.com> Co-authored-by: Yao Xiao <108576690+Charlie-XIAO@users.noreply.github.com> Co-authored-by: Joey Ortiz <orangesherbet0@gmail.com> Co-authored-by: Tim Head <betatim@gmail.com> Co-authored-by: Christian Veenhuis <veenhuis@gmail.com> Co-authored-by: adienes <51664769+adienes@users.noreply.github.com> Co-authored-by: Dave Berenbaum <dave.berenbaum@gmail.com> Co-authored-by: Lene Preuss <lene.preuss@gmail.com> Co-authored-by: A.H.Mansouri <83764851+A-H-Mansoury@users.noreply.github.com> Co-authored-by: Boris Feld <lothiraldan@gmail.com> Co-authored-by: Carla J <ca.jancik@gmail.com> Co-authored-by: windiana42 <61181806+windiana42@users.noreply.github.com> Co-authored-by: mdarii <dariimaxim@gmail.com> Co-authored-by: murezzda <47388020+murezzda@users.noreply.github.com> Co-authored-by: Peter Piontek <piontek0@gmail.com> Co-authored-by: John Pangas <swiftyxswaggy@outlook.com> Co-authored-by: Dmitry Nesterov <76070534+dmitrylala@users.noreply.github.com> Co-authored-by: Yuchen Zhou <72342196+ROMEEZHOU@users.noreply.github.com> Co-authored-by: Ekaterina Butyugina <102963496+ekaterinabutyugina@users.noreply.github.com> Co-authored-by: Jiawei Zhang <jiawei.zhang@nyu.edu> Co-authored-by: Ansam Zedan <86729068+ansamz@users.noreply.github.com> Co-authored-by: genvalen <genvalen@protonmail.com> Co-authored-by: farhan khan <86480450+BabaYaga1221@users.noreply.github.com> Co-authored-by: Arturo Amor <86408019+ArturoAmorQ@users.noreply.github.com> Co-authored-by: Jiawei Zhang <jz4721@nyu.edu> Co-authored-by: Ralf Gommers <ralf.gommers@gmail.com> Co-authored-by: Jessicakk0711 <106110789+Jessicakk0711@users.noreply.github.com> Co-authored-by: Ankur Singh <singankur28@gmail.com> Co-authored-by: Seoeun(Sun☀️) Hong <75988952+seoeunHong@users.noreply.github.com> Co-authored-by: Nightwalkx <74856680+xi-jiajun@users.noreply.github.com> Co-authored-by: VIGNESH D <35656793+dvignesh1995@users.noreply.github.com> Co-authored-by: Vincent-violet <130581473+Vincent-violet@users.noreply.github.com> Co-authored-by: Elabonga Atuo <elabongaatuo@gmail.com> Co-authored-by: Tom Dupré la Tour <tom.dupre-la-tour@m4x.org> Co-authored-by: André Pedersen <andrped94@gmail.com> Co-authored-by: Ashish Dutt <ashish.dutt8@gmail.com> Co-authored-by: Phil <philsupertramp@users.noreply.github.com> Co-authored-by: Stanislav (Stanley) Modrak <44023416+smith558@users.noreply.github.com> Co-authored-by: hujiahong726 <52920842+hujiahong726@users.noreply.github.com> Co-authored-by: James Dean <24254612+AcylSilane@users.noreply.github.com> Co-authored-by: ArturoAmorQ <arturo.amor-quiroz@polytechnique.edu> Co-authored-by: Aleksandr Kokhaniukov <alexander.kohanyukov@gmail.com> Co-authored-by: c-git <43485962+c-git@users.noreply.github.com> Co-authored-by: annegnx <64203599+annegnx@users.noreply.github.com> Co-authored-by: Geoffrey <geoffrey.bolmier@gmail.com> Co-authored-by: gbolmier <geoffrey.bolmier@volvocars.com>

Charlie-XIAO and others added 13 commits March 25, 2023 06:25

ROC curve axes limits [0, 1], ratio squared, frame loosely dotted

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add changelog

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Added option plot_chance_level

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added changelog

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added chance level kwargs, adopted suggestions @glemaitre, despining …

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…and visual improvement postponed

check that chance_level_kwargs alters the style of chance_level_ line

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modified default params for chance level line, corresponding to examp…

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…les/miscellaneous/plot_roc.py

minor modification to chance level label

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adopted new features in some examples, including outlier detection be…

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…nch and roc plot

adopted new feature in roc crossval example

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add test to check that chance level line is plotted only once

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FIX plot chance level line multiple times

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Merge branch 'scikit-learn:main' into roc-vis-enh

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github-actions bot added the module:metrics label Mar 27, 2023

Charlie-XIAO mentioned this pull request Mar 27, 2023

ENH Improve ROC curves visualization and add option to plot chance level #25972

Closed

Charlie-XIAO added 3 commits March 28, 2023 04:50

add changelog

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Merge remote-tracking branch 'upstream/main' into roc-vis-enh

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Merge branch 'roc-vis-enh' of https://github.com/Charlie-XIAO/scikit-…

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…learn into roc-vis-enh

Charlie-XIAO added 2 commits March 28, 2023 05:49

fixed docstring error, versionadded indentation

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modified test cases to cover all asserted cases

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