Lecture 22 – Data 100, Spring 2022¶

by Lisa Yan

Adapted from Josh Hug, Joey Gonzalez, Ani Adhikari, Suraj Rampure

In [64]:
import os
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns

import plotly.offline as py
import plotly.express as px
import plotly.graph_objects as go
from plotly.subplots import make_subplots
import plotly.figure_factory as ff
import cufflinks as cf
cf.set_config_file(offline=True, sharing=False, theme='ggplot');

from scipy.optimize import minimize

from sklearn.model_selection import train_test_split
from sklearn.model_selection import cross_val_score
from sklearn.linear_model import LinearRegression
from sklearn.linear_model import LogisticRegression, LogisticRegressionCV
In [65]:
# formatting options

# big font helper
def adjust_fontsize(size=None):
    SMALL_SIZE = 8
    MEDIUM_SIZE = 10
    BIGGER_SIZE = 12
    if size != None:
        SMALL_SIZE = MEDIUM_SIZE = BIGGER_SIZE = size
    plt.rcParams['font.size'] = SMALL_SIZE
    plt.rcParams['axes.titlesize'] = SMALL_SIZE
    plt.rcParams['axes.labelsize'] = MEDIUM_SIZE
    plt.rcParams['xtick.labelsize'] = SMALL_SIZE
    plt.rcParams['ytick.labelsize'] = SMALL_SIZE
    plt.rcParams['legend.fontsize'] = SMALL_SIZE
    plt.rcParams['figure.titlesize'] = BIGGER_SIZE
    # plt.rc('font', size=SMALL_SIZE)          # controls default text sizes
    # plt.rc('axes', titlesize=SMALL_SIZE)     # fontsize of the axes title
    # plt.rc('axes', labelsize=MEDIUM_SIZE)    # fontsize of the x and y labels
    # plt.rc('xtick', labelsize=SMALL_SIZE)    # fontsize of the tick labels
    # plt.rc('ytick', labelsize=SMALL_SIZE)    # fontsize of the tick labels
    # plt.rc('legend', fontsize=SMALL_SIZE)    # legend fontsize
    # plt.rc('figure', titlesize=BIGGER_SIZE)  # fontsize of the figure title
    
def savefig(fname):
    if not SAVE_FIGURES_FLAG:
        # avoid memory overload
        return
    
    if not os.path.exists("images"):
        os.mkdir("images")
    fig = plt.gcf()
    fig.patch.set_alpha(0.0)
    plt.savefig(f"images/{fname}.png", bbox_inches = 'tight');
    
    
#plt.rcParams['figure.figsize'] = (4, 4)
#plt.rcParams['figure.dpi'] = 150
plt.rcParams['lines.linewidth'] = 3

plt.style.use('fivethirtyeight')
sns.set_context("talk")
sns.set_theme()
#sns.set()
adjust_fontsize(20)


SAVE_FIGURES_FLAG = False

(Notebook setup) Obtaining the Data¶

For this lecture, we will use the same Wisconsin Breast Cancer Dataset from scikit learn. This is the same dataset we used in Lecture 21, so we'll skip the EDA analysis.

Classification task: Given the mean radius of tumor cells in an image, predict if the tumor is malignant (1) or benign (0).

In [66]:
import sklearn.datasets

# load the data

data_dict = sklearn.datasets.load_breast_cancer()
data = pd.DataFrame(data_dict['data'], columns=data_dict['feature_names'])
# Target data_dict['target'] = 0 is malignant 1 is benign
data['malignant'] = (data_dict['target'] == 0).astype(int)

# split the data
from sklearn.model_selection import train_test_split
data_tr, data_te = train_test_split(data, test_size=0.10, random_state=42)
data_tr.reset_index(inplace=True, drop=True)
data_te.reset_index(inplace=True, drop=True)
print("Training Data Size: ", len(data_tr))
print("Test Data Size: ", len(data_te))

# X, Y are training data
X = data_tr[['mean radius']].to_numpy()
Y = data_tr['malignant'].to_numpy()

Training Data Size:  512
Test Data Size:  57
In [67]:
# manual to allow for jitter
plt.figure(figsize=(4,4))
g = sns.JointGrid(data = data, x = "mean radius", y = "malignant")
g.plot_marginals(sns.histplot)
g.plot_joint(sns.stripplot,
             orient='h', order=[1, 0],
             color=sns.color_palette()[0])
(g.ax_joint).set_xticks([10, 15, 20, 25])
savefig("jitter")
plt.show()

<Figure size 288x288 with 0 Axes>




sklearn¶

The linear_model.LogisticRegression model (documentation) is what we want to use here. In order to recreate our specific model, there are a few parameters we need to set:

  • penalty = 'none': by default, LogisticRegression uses regularization. This is generally a good idea, which we'll discuss later.
  • fit_intercept = False: our toy model does not currently have an intercept term.
  • solver = 'lbgfs': need to specify a numerical optimization routine for the model (similar to gradient descent). lbfgs is one such type; it's the new default in scikit-learn.



Fit¶

We'll fit a model with the mean radius feature and a bias intercept. So $\theta = (\theta_0, \theta_1)$ and our model is:

$$\hat{P}_{\theta} (Y = 1 | x) = \sigma(x^T\theta) = \sigma(\theta_0 + \theta_1 x_1)$$
In [68]:
from sklearn.linear_model import LogisticRegression

model = LogisticRegression(fit_intercept=True)
model.fit(X, Y); # X, Y are training data


Optimal $\theta_0, \theta_1$ from fitting our model:

In [69]:
model.intercept_, model.coef_
Out[69]:
(array([-14.42394402]), array([[0.97889232]]))



Prediction¶


Predict probabilities: scikit-learn has a built-in .predict_proba method that allows us to get the predicted probabilities under our model. The .classes_ attribute stores our class labels.

In [70]:
model.predict_proba([[20]])
Out[70]:
array([[0.00574364, 0.99425636]])
In [71]:
model.classes_
Out[71]:
array([0, 1])



Let's visualize these probabilities on our train dataset, X and y.

In [72]:
Prob_hat_one = model.predict_proba(X)[:, 1]
Prob_hat_one.shape
Out[72]:
(512,)

The seaborn function stripplot auto-plots jittered data by class.

In [73]:
plt.figure(figsize=(6,6))
sns.stripplot(x=X.squeeze(), y=Y, 
              jitter = 0.1, orient='h');
sns.lineplot(x= X.squeeze(), y=Prob_hat_one,
             color='green', linewidth=5, label=r'$\hat{P}_{\theta}(Y = 1 | x)$')
plt.gca().invert_yaxis()
plt.xlabel('x: mean radius')
plt.ylabel('y: class')
savefig("predict_prob")


Predict class labels: By comparison, what does .predict() do?

It predicts 1 if the computed probability for class 1 is greater than 0.5, and 0 otherwise.

$$\text{classify}(x) = \begin{cases} 1, & P(Y = 1 | x) \geq 0.5 \\ 0, & \text{otherwise} \end{cases}$$

This is what we call classification.

Edit the above cells to see sklearn's prediction for a mean radius of 10.

In [74]:
model.predict([[20]])
Out[74]:
array([1])



Let's build a DataFrame to store this information. We may need it later.

In [75]:
# in case you want to see all of the probabilities and predictions
def make_prediction_df(X, Y, model):
    # assume X has one feature and that model is already fit 
    Prob = model.predict_proba(X)
    Y_hat = model.predict(X)
    df = pd.DataFrame({"X": X.squeeze(),
                       "Y": Y,
                       "P(Y = 1 | x)": Prob[:,1],
                       "Y_hat": Y_hat})
    return df
    
predict_train_df = make_prediction_df(X, Y, model)
predict_train_df
Out[75]:
X Y P(Y = 1 | x) Y_hat
0 25.220 1 0.999965 1
1 13.480 1 0.226448 0
2 11.290 0 0.033174 0
3 12.860 0 0.137598 0
4 19.690 1 0.992236 1
... ... ... ... ...
507 8.888 0 0.003257 0
508 11.640 0 0.046105 0
509 14.290 0 0.392796 0
510 13.980 1 0.323216 0
511 12.180 0 0.075786 0

512 rows × 4 columns




Linear Separability and the Need for Regularization¶

Suppose we had the following toy data:

In [76]:
toy_df = pd.DataFrame({"x": [-1, 1], "y": [1, 0]})
#plt.scatter(toy_df['x'], toy_df['y'], s=100);
sns.scatterplot(data=toy_df, x='x', y='y',
              s=100, legend=None);
# plt.yticks([0, 1]);

Let's look at the mean cross-entropy loss surface for this toy dataset, and a single feature model $\hat{y} = \sigma(\theta x)$.

Let's consider a simplified logistic regression model of the form:

$$ \Large \hat{P}_{\theta}(Y = 1 | x) = \sigma(\theta_1 x) = \frac{1}{1 + e^{-\theta_1 x}} $$

With mean cross-entropy loss:

\begin{align} \hat{\theta} &= \underset{\theta}{\operatorname{argmin}} - \frac{1}{n} \sum_{i=1}^n \left( y_i \log (\sigma(\theta_1 x_i) + (1 - y_i) \log (1 - \sigma(\theta_1 x_i)) \right) \\ &= \underset{\theta}{\operatorname{argmin}} -\frac{1}{2} \left[ \log (\sigma( - \theta_1 )) + \log(1 - \sigma(\theta_1))\right] \end{align}
In [77]:
def toy_model(theta1, x):
    return 1/(1 + np.exp(-theta1 * x))

def mean_cross_entropy_loss_toy(theta1):
    # Here we use 1 - sigma(t) = sigma(-t) to improve numerical stability
    return - np.sum(toy_df['y'] * np.log(toy_model(theta1, toy_df['x'])) + \
                    (1-toy_df['y']) * np.log(toy_model(theta1, -toy_df['x'])))
In [78]:
thetas = np.linspace(-30, 30, 100)
plt.plot(thetas, [mean_cross_entropy_loss_toy(theta) for theta in thetas], color = 'green')
plt.ylabel(r'MCE($\theta$)')
plt.xlabel(r'$\theta$');
plt.title("No regularization")
savefig("toy_loss")

But using regularization:

In [79]:
def mce_regularized_loss_single_arg_toy(theta, reg):
    return mce_loss_single_arg_toy(theta) + reg * theta**2 

def regularized_loss_toy(theta1, reg):
    return mean_cross_entropy_loss_toy(theta1) + reg * theta1**2

thetas = np.linspace(-30, 30, 100)
plt.plot(thetas, [regularized_loss_toy(theta, 0.1) for theta in thetas], color = 'green')
plt.ylabel(r'MCE($\theta$) + 0.1 $\theta^2$')
plt.xlabel(r'$\theta$');
plt.title(r"Mean Loss + L2 Regularization ($\lambda$ = 0.1)")
savefig("toy_loss_reg")

Linearly separable plots¶

In case you were curious about how we generated the linearly separable plots for lecture.

In [80]:
# change y_sep vs y_nosep
y_used = 'y_sep'

data_1d = pd.DataFrame(
    {"x": [-1, -.75, -.5, -.25, .3, .4, 1, 1.2, 3],
     "y_sep": [ 1,    1,   1,   1,   0,  0, 0, 0,   0],
     "y_nosep": [1,   0,   1,   0,   0,  0, 0, 0,   0]
    })

plt.figure(figsize=((6.1, 1.5)))
sns.scatterplot(data=data_1d, x='x', y=y_used,hue=y_used,
              s=100, edgecolor='k', linewidth=1, legend=None);
plt.ylim((-.3, 1.25))
plt.yticks([0, 1])
sns.rugplot(data=data_1d, x='x', hue=y_used, height = 0.1, legend=None, linewidth=4);
plt.ylabel("y")
savefig(f"1d_labels_{y_used}")
In [81]:
iris = sns.load_dataset('iris')

plt.figure(figsize=(6, 4))
# separable
sns.scatterplot(data = iris[iris['species'] != 'virginica'],
               x = 'petal_length',
               y = 'petal_width',
               hue = 'species', s=100);
plt.gca().legend_.set_title(None)
savefig("2d_sep")

And the following here is not:

In [82]:
# not separable
plt.figure(figsize=(6, 4))
sns.scatterplot(data = iris[iris['species'] != 'setosa'],
               x = 'petal_length',
               y = 'petal_width',
               palette=sns.color_palette()[1:3],
               hue = 'species', s=100);
plt.gca().legend_.set_title(None)
savefig("2d_nosep")
In [83]:
len(sns.color_palette()[1:] + [sns.color_palette()[0]])
Out[83]:
10

Regularization Demo¶

As a demo of the model fitting process from end-to-end, let's fit a regularized LogisticRegression model on the iris data, while performing a train/test split.

Let's try and predict the species of our iris. But, there are three possible values of species right now:

In [84]:
iris = sns.load_dataset('iris')
iris['species'].unique()
Out[84]:
array(['setosa', 'versicolor', 'virginica'], dtype=object)

So let's create a new column is_versicolor that is 1 if the iris is a versicolor, and a 0 otherwise.

In [85]:
iris['is_versicolor'] = (iris['species'] == 'versicolor').astype(int)
In [86]:
iris
Out[86]:
sepal_length sepal_width petal_length petal_width species is_versicolor
0 5.1 3.5 1.4 0.2 setosa 0
1 4.9 3.0 1.4 0.2 setosa 0
2 4.7 3.2 1.3 0.2 setosa 0
3 4.6 3.1 1.5 0.2 setosa 0
4 5.0 3.6 1.4 0.2 setosa 0
... ... ... ... ... ... ...
145 6.7 3.0 5.2 2.3 virginica 0
146 6.3 2.5 5.0 1.9 virginica 0
147 6.5 3.0 5.2 2.0 virginica 0
148 6.2 3.4 5.4 2.3 virginica 0
149 5.9 3.0 5.1 1.8 virginica 0

150 rows × 6 columns

In [87]:
cols = ['sepal_length', 'sepal_width', 'petal_length', 'petal_width']
In [88]:
from sklearn.model_selection import train_test_split
In [89]:
iris_train, iris_test = train_test_split(iris, test_size = 0.2)

First, let's look at the coefficients if we fit without regularization:

In [90]:
iris_model_no_reg = LogisticRegression(penalty = 'none', solver = 'lbfgs')
iris_model_no_reg.fit(iris_train[cols], iris_train['is_versicolor'])
Out[90]:
LogisticRegression(penalty='none')
In [91]:
iris_model_no_reg.coef_
Out[91]:
array([[-0.30333174, -2.05808589,  1.4801961 , -2.83530788]])
In [92]:
iris_model_no_reg.intercept_
Out[92]:
array([5.03870742])

Now let's fit with regularization, using the default value of C (the regularization hyperparameter in scikit-learn):

In [93]:
iris_model_reg = LogisticRegression(penalty = 'l2', solver = 'lbfgs')
iris_model_reg.fit(iris_train[cols], iris_train['is_versicolor'])
Out[93]:
LogisticRegression()
In [94]:
iris_model_reg.coef_
Out[94]:
array([[-0.19397245, -1.60222977,  0.75066749, -1.13733479]])
In [95]:
iris_model_reg.intercept_
Out[95]:
array([3.82588326])

We can see the coefficients on the regularized model are significantly smaller.

Let's evaluate the training and testing accuracy of both models – regularized and not.

In [96]:
iris_model_no_reg.score(iris_train[cols], iris_train['is_versicolor'])
Out[96]:
0.7083333333333334
In [97]:
iris_model_reg.score(iris_train[cols], iris_train['is_versicolor'])
Out[97]:
0.65

Unsurprisingly, the regularized model performs worse on the training data.

In [98]:
iris_model_no_reg.score(iris_test[cols], iris_test['is_versicolor'])
Out[98]:
0.8333333333333334
In [99]:
iris_model_reg.score(iris_test[cols], iris_test['is_versicolor'])
Out[99]:
0.8666666666666667

In this case, they both happened to perform the same on the test data. Interesting!

Question: What did we forget to do here (that we should always do when performing regularized linear or logistic regression)?




Performance Metric¶

Back to the breast cancer dataset.

Here is our data:

In [100]:
# split the data
from sklearn.model_selection import train_test_split

# X, Y are training data
X = data_tr[['mean radius']].to_numpy()
Y = data_tr['malignant'].to_numpy()
X.shape, Y.shape
Out[100]:
((512, 1), (512,))
In [101]:
from sklearn.linear_model import LogisticRegression

model = LogisticRegression(fit_intercept=True)
model.fit(X, Y); # X, Y are training data

Recall that sklearn's model.predict() will predict 1 if $P(Y = 1 | x) \geq 0.5$, and 0 otherwise.


First, let's compute the accuracy of our model on our training dataset.

In [102]:
def accuracy(X, Y):
    return np.mean(model.predict(X) == Y)

accuracy(X, Y)
Out[102]:
0.869140625

As per usual, scikit-learn can do this for us. The .score method of a LogisticRegression classifier gives us the accuracy of it.

In [103]:
model.score(X, Y)
Out[103]:
0.869140625

Confusion matrix¶

Our good old friend scikit-learn has an in-built confusion matrix method (of course it does).

In [104]:
from sklearn.metrics import confusion_matrix

# Be careful – confusion_matrix takes in y_true as the first parameter and y_pred as the second.
# Don't mix these up!
cm = confusion_matrix(Y, model.predict(X))
cm
Out[104]:
array([[294,  23],
       [ 44, 151]])
In [105]:
cm = confusion_matrix(Y, model.predict(X))
plt.figure(figsize=(4,4))
sns.heatmap(cm, annot=True, fmt = 'd', cmap = 'Blues', annot_kws = {'size': 16})
plt.xlabel('Predicted')
plt.ylabel('Actual');
savefig("cm")

Precision and Recall¶

We can also compute the number of TP, TN, FP, and TN for our classifier, and hence its precision and recall.

In [106]:
Y_hat = model.predict(X)
tp = np.sum((Y_hat == 1) & (Y == 1))
tn = np.sum((Y_hat == 0) & (Y == 0))

fp = np.sum((Y_hat == 1) & (Y == 0))
fn = np.sum((Y_hat == 0) & (Y == 1))
tp, tn, fp, fn
Out[106]:
(151, 294, 23, 44)
In [107]:
cm # [tn, fp]
   # [fn, tp]
Out[107]:
array([[294,  23],
       [ 44, 151]])

These numbers match what we see in the confusion matrix above.

In [108]:
precision = tp / (tp + fp)
precision
Out[108]:
0.867816091954023
In [109]:
recall = tp / (tp + fn)
recall
Out[109]:
0.7743589743589744

It's important to remember that these values are all for the threshold of $T = 0.5$, which is scikit-learn's default.




Adjusting the Classification Threshold¶

What does a prediction of 1 mean with the default sklearn threshold of $T = 0.5$?

In [110]:
Prob_hat_one = model.predict_proba(X)[:, 1]

plt.figure(figsize=(4,4))
sns.stripplot(x=X.squeeze(), y=Y, 
              jitter = 0.1, orient='h');
sns.lineplot(x= X.squeeze(), y=Prob_hat_one,
             color='green', linewidth=5, label=r'$\hat{P}_{\theta}(Y = 1 | x)$')
plt.gca().invert_yaxis()
plt.xlabel('x: mean radius')
plt.ylabel('y: class')
plt.title("True classes and model fit")
plt.legend().remove()
savefig("true")
In [111]:
# predictions as well
Prob_hat_one = model.predict_proba(X)[:, 1]
Y_hat = model.predict(X) # threshold T = 0.5

plt.figure(figsize=(4,4))
sns.stripplot(x=X.squeeze(), y=Y_hat, 
              jitter = 0.1, orient='h', facecolors=None, linewidth=1);
sns.lineplot(x= X.squeeze(), y=Prob_hat_one,
             color='green', linewidth=5, label=r'$\hat{P}_{\theta}(Y = 1 | x)$')
plt.gca().invert_yaxis()
plt.axhline(y=0.5, label='T = 0.5')
plt.xlabel('x: mean radius')
plt.ylabel(r'$\hat{y}$: predicted class')
plt.legend().remove()
plt.title("Predicted classes if T = 0.5")
savefig("predict_05")



Choosing a Threshold¶

What is the best threshold for a given performance metric?

Accuracy¶

Accuracy threshold prediction on the train set:

In [112]:
bc_model = model        # fit to breast cancer dataset
def predict_threshold(model, X, T): 
    prob_one = model.predict_proba(X)[:, 1]
    return (prob_one >= T).astype(int)

def accuracy_threshold(X, Y, T):
    return np.mean(predict_threshold(bc_model, X, T) == Y)
In [113]:
# compute accuracies for different thresholds on train set
thresholds = np.linspace(0, 1, 100)
accs = [accuracy_threshold(X, Y, t) for t in thresholds]


fig = px.line(x=thresholds, y=accs, title="Train Accuracy vs. Threshold")
fig.update_xaxes(title="threshold")
fig.update_yaxes(title="Accuracy")
In [114]:
# the threshold that maximizes accuracy
np.argmax(accs)
Out[114]:
57



In practice we should use cross validation:

In [115]:
from sklearn import metrics

# used for sklearn's cross_val_score
def make_scorer(metric, T):
    return lambda model, X, Y: metric(Y, predict_threshold(model, X, T)) 

def acc_scorer(T):
    return make_scorer(metrics.accuracy_score, T)
In [116]:
from sklearn.model_selection import cross_val_score
cv_accs = [
    np.mean(cross_val_score(bc_model, X, Y, 
                            scoring=acc_scorer(t), 
                            cv=5))
    for t in thresholds
]
In [117]:
fig = px.line(x=thresholds, y=cv_accs, title="Cross-Validated Accuracy vs. Threshold")
fig.update_xaxes(title="threshold")
fig.update_yaxes(title="Accuracy")
In [118]:
# the threshold that maximizes cross-validation accuracy
np.argmax(cv_accs)
Out[118]:
56




ROC Curves¶

First let's plot both TPR vs. threshold and FPR vs. threshold.

In [119]:
bc_model = model        # fit to breast cancer dataset
def predict_threshold(model, X, T): 
    prob_one = model.predict_proba(X)[:, 1]
    return (prob_one >= T).astype(int)


def tpr_threshold(X, Y, T): # this is recall
    Y_hat = predict_threshold(bc_model, X, T)
    return np.sum((Y_hat == 1) & (Y == 1)) / np.sum(Y == 1)

def fpr_threshold(X, Y, T):
    Y_hat = predict_threshold(bc_model, X, T)
    return np.sum((Y_hat == 1) & (Y == 0)) / np.sum(Y == 0)
In [120]:
# compute for different thresholds on train set
thresholds = np.linspace(0, 1, 100)
tprs = [tpr_threshold(X, Y, t) for t in thresholds]
fprs = [fpr_threshold(X, Y, t) for t in thresholds]



First we plot the TPR and FPR rates vs. threshold:

In [121]:
fig = go.Figure()
fig.add_trace(go.Scatter(name = 'TPR', x = thresholds, y = tprs))
fig.add_trace(go.Scatter(name = 'FPR', x = thresholds, y = fprs))
fig.update_xaxes(title="Threshold")
fig.update_yaxes(title="Proportion")

Some observations:

  • T = 0 means everything is positive.
    • Then there are no TN (all of them are FP). → FPR = 1
    • We identified all true 1’s as 1, so TPR = recall = 1
  • T = 1 means everything is negative.
    • Then there are no FP (all of them are TN). → FPR = 0
    • We identified zero true 1’s as 1, so TPR = recall = 0

In other words, TPR and FPR are both inversely proportional to the classification threshold T.

As we increase T, both TPR and FPR decrease.

  • A decreased TPR is bad (detecting fewer positives).
  • A decreased FPR is good (fewer false positives).


Next, we plot the ROC curve.

In [122]:
fig = px.line(x=fprs, y = tprs, hover_name=thresholds, title="ROC Curve")
fig.update_xaxes(title="False Positive Rate")
fig.update_yaxes(title="True Positive Rate")
fig

[Extra] Precision-Recall Curves¶

We can also plot precision vs. recall.

In [123]:
bc_model = model        # fit to breast cancer dataset
def predict_threshold(model, X, T): 
    prob_one = model.predict_proba(X)[:, 1]
    return (prob_one >= T).astype(int)

def precision_threshold(X, Y, T):
    Y_hat = predict_threshold(bc_model, X, T)
    return np.sum((Y_hat == 1) & (Y == 1)) / np.sum(Y_hat)

def recall_threshold(X, Y, T): # this is recall
    Y_hat = predict_threshold(bc_model, X, T)
    return np.sum((Y_hat == 1) & (Y == 1)) / np.sum(Y)


def precision_recall_curve(Y, prob):
    unique_thresh = np.unique(prob)
    precision = [precision_at_threshold(Y, prob, t) for t in unique_thresh]
    recall = [recall_at_threshold(Y, prob, t) for t in unique_thresh]
    return precision, recall, unique_thresh
In [124]:
fig = px.line(x=recs, y=precs, hover_name=thresholds)
fig.update_xaxes(title="Recall")
fig.update_yaxes(title="Precision")

---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Input In [124], in <cell line: 1>()
----> 1 fig = px.line(x=recs, y=precs, hover_name=thresholds)
      2 fig.update_xaxes(title="Recall")
      3 fig.update_yaxes(title="Precision")

NameError: name 'recs' is not defined

scikit-learn can also do this for us.

In [ ]:
from sklearn.metrics import precision_recall_curve
In [ ]:
precision, recall, threshold = precision_recall_curve(games['WON'], 
                                                              better_model.predict_proba(games[['FG_PCT_DIFF', 'PF_DIFF']])[:, 1])
In [ ]:
fig = px.line(x=recall[:-1], y = precision[:-1], hover_name=threshold)
fig.update_xaxes(title="Recall")
fig.update_yaxes(title="Precision")
fig

Same thing, just a bit more granular.

We can also plot a ROC curve (explained in lecture).

In [ ]:
from sklearn.metrics import roc_curve
In [ ]:
fpr, tpr, threshold = roc_curve(games['WON'], 
                               better_model.predict_proba(games[['FG_PCT_DIFF', 'PF_DIFF']])[:, 1])
In [ ]:
fig = px.line(x=fpr, y = tpr, hover_name=threshold)
fig.update_xaxes(title="False Positive Rate")
fig.update_yaxes(title="True Positive Rate")
fig

For a random classifier:

In [ ]:
fpr, tpr, threshold = roc_curve(games['WON'], np.random.uniform(0, 1, len(games['WON'])))
In [ ]:
fig = px.line(x=fpr, y = tpr, hover_name=threshold)
fig.update_xaxes(title="False Positive Rate")
fig.update_yaxes(title="True Positive Rate")
fig