Manually calculate AUC

Question

How can I obtain the AUC value having fpr and tpr? Fpr and tpr are just 2 floats obtained from these formulas:

my_fpr = fp / (fp + tn)
my_tpr = tp / (tp + fn)
my_roc_auc = auc(my_fpr, my_tpr)

I know this can't pe possible, because fpr and tpr are just some floats and they need to be arrays, but I can't figure it out how to do that so. I also know that I can compute AUC this way:

y_predict_proba = model.predict_proba(X_test)
probabilities = np.array(y_predict_proba)[:, 1]
fpr, tpr, _ = roc_curve(y_test, probabilities)
roc_auc = auc(fpr, tpr)

but I want to avoid using predict_proba for some reasons. So my question is: how can I obtain AUC having fp, tp, fn, tn, fpr, tpr? In other words, is it possible to obtain AUC without roc_curve?

Are you sure fpr and tpr really "just" to floats, or are they numpy arrays? — Calimo, Jun 14 '18 at 05:39
Then you cannot calculate a ROC curve. You need to get the values at all thresholds like `roc_curve(y_test, probabilities)` returns (whether it's a numpy array, pandas Series or just a list doesn't matter). — Calimo, Jun 14 '18 at 15:51

score 15 · Answer 1 · answered May 28 '19 at 05:58

Yes, it is possible to obtain the AUC without calling roc_curve.

You first need to create the ROC (Receiver Operating Characteristics) curve. To be able to use the ROC curve, your classifier should be able to rank examples such that the ones with higher rank are more likely to be positive (e.g. fraudulent). As an example, Logistic Regression outputs probabilities, which is a score that you can use for ranking. The ROC curve is created by plotting the True Positive Pate (TPR) against the False Positive Rate (FPR) at various threshold settings. As an example:

The model performance is determined by looking at the area under the ROC curve (or AUC)

You can find here the more detailed explanation.

score 2 · Accepted Answer · answered Jun 17 '18 at 00:30

You can divide the space into 2 parts: a triangle and a trapezium. The triangle will have area TPR*FRP/2, the trapezium (1-FPR)*(1+TPR)/2 = 1/2 - FPR/2 + TPR/2 - TPR*FPR/2. The total area is 1/2 - FPR/2 + TPR/2. This is how you can get it, having just 2 points.

Manually calculate AUC

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