scikit-learn · glemaitre · Oct 24, 2022 · Oct 14, 2022 · Oct 14, 2022 · Oct 20, 2022
diff --git a/examples/model_selection/plot_roc_crossval.py b/examples/model_selection/plot_roc_crossval.py
@@ -3,77 +3,88 @@
 Receiver Operating Characteristic (ROC) with cross validation
 =============================================================
 
-Example of Receiver Operating Characteristic (ROC) metric to evaluate
-classifier output quality using cross-validation.
+This example presents how to estimate and visualize the variance of the Receiver
+Operating Characteristic (ROC) metric using cross-validation.
 
-ROC curves typically feature true positive rate on the Y axis, and false
-positive rate on the X axis. This means that the top left corner of the plot is
-the "ideal" point - a false positive rate of zero, and a true positive rate of
-one. This is not very realistic, but it does mean that a larger area under the
-curve (AUC) is usually better.
-
-The "steepness" of ROC curves is also important, since it is ideal to maximize
-the true positive rate while minimizing the false positive rate.
+ROC curves typically feature true positive rate (TPR) on the Y axis, and false
+positive rate (FPR) on the X axis. This means that the top left corner of the
+plot is the "ideal" point - a FPR of zero, and a TPR of one. This is not very
+realistic, but it does mean that a larger Area Under the Curve (AUC) is usually
+better. The "steepness" of ROC curves is also important, since it is ideal to
+maximize the TPR while minimizing the FPR.
 
 This example shows the ROC response of different datasets, created from K-fold
 cross-validation. Taking all of these curves, it is possible to calculate the
-mean area under curve, and see the variance of the curve when the
+mean AUC, and see the variance of the curve when the
 training set is split into different subsets. This roughly shows how the
-classifier output is affected by changes in the training data, and how
-different the splits generated by K-fold cross-validation are from one another.
+classifier output is affected by changes in the training data, and how different
+the splits generated by K-fold cross-validation are from one another.
 
 .. note::
 
-    See also :func:`sklearn.metrics.roc_auc_score`,
-             :func:`sklearn.model_selection.cross_val_score`,
-             :ref:`sphx_glr_auto_examples_model_selection_plot_roc.py`,
-
+    See :ref:`sphx_glr_auto_examples_model_selection_plot_roc.py` for a
+    complement of the present example explaining the averaging strategies to
+    generalize the metrics for multiclass classifiers.
 """
 
 # %%
-# Data IO and generation
-# ----------------------
-import numpy as np
+# Load and prepare data
+# =====================
+#
+# We import the :ref:`iris_dataset` which contains 3 classes, each one
+# corresponding to a type of iris plant. One class is linearly separable from
+# the other 2; the latter are **not** linearly separable from each other.
+#
+# In the following we binarize the dataset by dropping the "virginica" class
+# (`class_id=2`). This means that the "versicolor" class (`class_id=1`) is
+# regarded as the positive class and "setosa" as the negative class
+# (`class_id=0`).
 
-from sklearn import datasets
+import numpy as np
+from sklearn.datasets import load_iris
 
-# Import some data to play with
-iris = datasets.load_iris()
-X = iris.data
-y = iris.target
+iris = load_iris()
+target_names = iris.target_names
+X, y = iris.data, iris.target
 X, y = X[y != 2], y[y != 2]
 n_samples, n_features = X.shape
 
-# Add noisy features
+# %%
+# We also add noisy features to make the problem harder.
 random_state = np.random.RandomState(0)
-X = np.c_[X, random_state.randn(n_samples, 200 * n_features)]
+X = np.concatenate([X, random_state.randn(n_samples, 200 * n_features)], axis=1)
 
 # %%
 # Classification and ROC analysis
 # -------------------------------
+#
+# Here we run a :class:`~sklearn.svm.SVC` classifier with cross-validation and
+# plot the ROC curves fold-wise. Notice that the baseline to define the chance
+# level (dashed ROC curve) is a classifier that would always predict the most
+# frequent class.
+
 import matplotlib.pyplot as plt
 
 from sklearn import svm
 from sklearn.metrics import auc
 from sklearn.metrics import RocCurveDisplay
 from sklearn.model_selection import StratifiedKFold
 
-# Run classifier with cross-validation and plot ROC curves
 cv = StratifiedKFold(n_splits=6)
 classifier = svm.SVC(kernel="linear", probability=True, random_state=random_state)
 
 tprs = []
 aucs = []
 mean_fpr = np.linspace(0, 1, 100)
 
-fig, ax = plt.subplots()
-for i, (train, test) in enumerate(cv.split(X, y)):
+fig, ax = plt.subplots(figsize=(6, 6))
+for fold, (train, test) in enumerate(cv.split(X, y)):
     classifier.fit(X[train], y[train])
     viz = RocCurveDisplay.from_estimator(
         classifier,
         X[test],
         y[test],
-        name="ROC fold {}".format(i),
+        name=f"ROC fold {fold}",
         alpha=0.3,
         lw=1,
         ax=ax,
@@ -82,8 +93,7 @@
     interp_tpr[0] = 0.0
     tprs.append(interp_tpr)
     aucs.append(viz.roc_auc)
-
-ax.plot([0, 1], [0, 1], linestyle="--", lw=2, color="r", label="Chance", alpha=0.8)
+ax.plot([0, 1], [0, 1], "k--", label="chance level (AUC = 0.5)")
 
 mean_tpr = np.mean(tprs, axis=0)
 mean_tpr[-1] = 1.0
@@ -113,7 +123,10 @@
 ax.set(
     xlim=[-0.05, 1.05],
     ylim=[-0.05, 1.05],
-    title="Receiver operating characteristic example",
+    xlabel="False Positive Rate",
+    ylabel="True Positive Rate",
+    title=f"Mean ROC curve with variability\n(Positive label '{target_names[1]}')",
 )
+ax.axis("square")
 ax.legend(loc="lower right")
 plt.show()