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Fix roc #6693

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Fix roc #6693

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b122492
fix ROC for low variance scores
msoelch Apr 20, 2016
dd23495
adjust docu after changes in ROC
msoelch Apr 21, 2016
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6 changes: 5 additions & 1 deletion sklearn/metrics/ranking.py
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,7 @@
# Lars Buitinck
# Joel Nothman <joel.nothman@gmail.com>
# Noel Dawe <noel@dawe.me>
# Maximilian Soelch <m.soelch@tum.de>
# License: BSD 3 clause

from __future__ import division
Expand Down Expand Up @@ -328,8 +329,11 @@ def _binary_clf_curve(y_true, y_score, pos_label=None, sample_weight=None):
# concatenate a value for the end of the curve.
# We need to use isclose to avoid spurious repeated thresholds
# stemming from floating point roundoff errors.
# Setting the tolerances to higher values than 0.0 will cause unexpected
# behavior for low variance y_score arrays.
distinct_value_indices = np.where(np.logical_not(isclose(
np.diff(y_score), 0)))[0]
np.diff(y_score), 0, atol=0.0, rtol=0.0)))[0]

threshold_idxs = np.r_[distinct_value_indices, y_true.size - 1]

# accumulate the true positives with decreasing threshold
Expand Down