calc_ROC.py

import numpy as np
import matplotlib.pyplot as plt
from sklearn.neighbors import LocalOutlierFactor
from sklearn import metrics
from sklearn.preprocessing import MinMaxScaler

train = model.predict(X_train_s)
test_s = model.predict(X_test_s)
test_b = model.predict(X_test_b)

train = train.reshape((len(X_train_s),-1))
test_s = test_s.reshape((len(X_test_s),-1))
test_b = test_b.reshape((len(X_test_b),-1))

#Convert to 0-1
ms = MinMaxScaler()
train = ms.fit_transform(train)
test_s = ms.transform(test_s)
test_b = ms.transform(test_b)

# fit the model
clf = LocalOutlierFactor(n_neighbors=5)
y_pred = clf.fit(train)

#Abnormal score
Z1 = -clf._decision_function(test_s)
Z2 = -clf._decision_function(test_b)

#Drawing of ROC curve
y_true = np.zeros(len(test_s)+len(test_b))
y_true[len(test_s):] = 1 #0:Normal, 1：Abnormal

#Calculate FPR, TPR(, Threshould)
fpr, tpr, _ = metrics.roc_curve(y_true, np.hstack((Z1, Z2)))

#AUC
auc = metrics.auc(fpr, tpr)

#Plot the ROC curve
plt.plot(fpr, tpr, label='DeepOneClassification(AUC = %.2f)'%auc)
plt.legend()
plt.title('ROC curve')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.grid(True)
plt.show()