auc.py

import numpy as np
import sklearn.metrics


def calc_auc(error_array, cutoff=0.25):

    error_array = error_array.squeeze()
    error_array = np.sort(error_array)
    num_values = error_array.shape[0]

    plot_points = np.zeros((num_values, 2))

    midfraction = 1.

    for i in range(num_values):
        fraction = (i + 1) * 1.0 / num_values
        value = error_array[i]
        plot_points[i, 1] = fraction
        plot_points[i, 0] = value
        if i > 0:
            lastvalue = error_array[i - 1]
            if lastvalue < cutoff < value:
                midfraction = (lastvalue * plot_points[i - 1, 1] + value * fraction) / (value + lastvalue)

    if plot_points[-1, 0] < cutoff:
        plot_points = np.vstack([plot_points, np.array([cutoff, 1])])
    else:
        plot_points = np.vstack([plot_points, np.array([cutoff, midfraction])])

    sorting = np.argsort(plot_points[:, 0])
    plot_points = plot_points[sorting, :]

    auc = sklearn.metrics.auc(plot_points[plot_points[:, 0] <= cutoff, 0],
                              plot_points[plot_points[:, 0] <= cutoff, 1])
    auc = auc / cutoff

    return auc, plot_points