How to draw ROC curve ?

[tatsunidas]

Hi all,

I have tried to create a ROC curve with smile=4.3.0, however, it's not working.
My code is following:

public static void main(String[] args) {
    	//pseudo data
        int[] truth = {1, 1, 0, 0, 1, 0, 1, 0};
        double[] score = {0.95, 0.85, 0.8, 0.6, 0.55, 0.4, 0.3, 0.1};

        // --- AUC calculation ---
        double auc = AUC.of(truth, score);
        System.out.printf("AUC = %.4f%n", auc);//work fine

        // --- ROC's (FPR, TPR) 
        RocPoints roc = computeRocPoints(truth, score);
        Line roc_line = Line.of(new double[][]{roc.fpr, roc.tpr}, Style.SOLID, Color.BLUE);
        Line chance_line = Line.of(new double[][]{{0.0, 1.0}, {0.0, 1.0}}, Style.DASH, Color.GRAY);
        
        LinePlot plot = new LinePlot(roc_line, chance_line);
        
        /*
         * Exception in thread "main" java.lang.IllegalArgumentException: Invalid bound dimension: 101
         * at smile.plot.swing.Base.<init>(Base.java:86)
         * at smile.plot.swing.Canvas.initBase(Canvas.java:168)
         * at smile.plot.swing.Canvas.<init>(Canvas.java:105)
         * at smile.plot.swing.Canvas.<init>(Canvas.java:98)
         * at smile.plot.swing.LinePlot.canvas(LinePlot.java:60)
         * at utils.ROC.main(ROC.java:60) 
         */
//        plot.canvas();//here, error occurred.
        
        //alternative method
        Canvas canvas = new Canvas(new double[]{-0.05, 1.05}, new double[]{-0.05, 1.05});
        canvas.add(plot);
        canvas.setTitle("ROC Curve (Smile 4.3.0)");
        canvas.setAxisLabels("False Positive Rate", "True Positive Rate");
        try {
            canvas.window();//jframe will shown, but no drawing lines...
        } catch (InvocationTargetException | InterruptedException e) {
            e.printStackTrace();
        }
    }

    static class RocPoints {
        double[] fpr;
        double[] tpr;
    }

	static RocPoints computeRocPoints(int[] truth, double[] score) {
		int n = truth.length;
		double[] thresholds = new double[101];
		for (int i = 0; i < 101; i++) {
			thresholds[i] = i * 0.01;
		}
		int m = thresholds.length;
		double[] fpr = new double[m];
		double[] tpr = new double[m];
		
		for (int i = 0; i < m; i++) {
			double thr = thresholds[i];
			int tp = 0, fp = 0, fn = 0, tn = 0;
			for (int j = 0; j < n; j++) {
				int y = truth[j];
				double sc = score[j];
				int pred = (sc >= thr) ? 1 : 0;
				if (y == 1 && pred == 1)
					tp++;
				if (y == 1 && pred == 0)
					fn++;
				if (y == 0 && pred == 1)
					fp++;
				if (y == 0 && pred == 0)
					tn++;
			}
			double tprv = tp / (double) (tp + fn);
			double fprv = fp / (double) (fp + tn);
			fpr[i] = fprv;
			tpr[i] = tprv;
		}
		// start point (0,0), end point (1,1)
		fpr[0] = 0.0;
		tpr[0] = 0.0;
		fpr[m - 1] = 1.0;
		tpr[m - 1] = 1.0;
		RocPoints rp = new RocPoints();
		rp.fpr = fpr;
		rp.tpr = tpr;
		return rp;
	}

The window appears,
but the lines are not drawn.

If anyone knows the cause,
I would appreciate it if you could tell me the solution.

[haifengl]

Your roc_line may have wrong shape. It should be n x 2 array for n points. The below code defines a 2 x n array.

Line roc_line = Line.of(new double[][]{roc.fpr, roc.tpr}, Style.SOLID, Color.BLUE);

[tatsunidas]

Thank you for your response.

Now, I can show plot. Thank you.

int[] truth = { 1, 1, 0, 0, 1, 0, 1, 0 };
double[] score = { 0.95, 0.85, 0.8, 0.6, 0.55, 0.4, 0.3, 0.1 };
double auc = AUC.of(truth, score);
System.out.printf("AUC = %.4f%n", auc);// work fine
// --- ROC's (FPR, TPR)
RocResults roc = computeRocPoints(truth, score);
Line roc_line = Line.of(toSmileArray(roc), Style.SOLID, Color.BLUE);
Line chance_line = Line.of(toSmileArray(new double[][] { { 0.0, 1.0 }, { 0.0, 1.0 } }), Style.DASH, Color.GRAY);

LinePlot plot = new LinePlot(roc_line, chance_line);
try {
	Canvas canvas = plot.canvas();
	canvas.setTitle("ROC Curve (Smile 4.3.0)");
	canvas.setAxisLabels("False Positive Rate(1-Specificity)", "True Positive Rate(Sensitivity)");
	canvas.window();
} catch (InvocationTargetException | InterruptedException e) {
	e.printStackTrace();
}

But, I cannot change line color...
The chance_line is set GRAY, but it looks like BLUE color.

[tatsunidas]

Correction:

I have found my mistake in tpr and fpr calculation.
Now, all works fine. Thank you.