如何计算keras中的接收操作特性(ROC)和AUC？

我有一个多输出(200)二进制分类模型,我在keras中写道.

在这个模型中,我想添加其他指标,如ROC和AUC,但据我所知,keras没有内置的ROC和AUC指标函数.

我试图从scikit-learn导入ROC,AUC功能

from sklearn.metrics import roc_curve, auc
from keras.models import Sequential
from keras.layers import Dense
.
.
.
model.add(Dense(200, activation='relu'))
model.add(Dense(300, activation='relu'))
model.add(Dense(400, activation='relu'))
model.add(Dense(300, activation='relu'))
model.add(Dense(200,init='normal', activation='softmax')) #outputlayer

model.compile(loss='categorical_crossentropy', optimizer='adam',metrics=['accuracy','roc_curve','auc'])

但它给出了这个错误：

Exception: Invalid metric: roc_curve

我应该如何添加ROC,AUC到keras？

由于您无法通过小批量计算ROC和AUC,因此您只能在一个时期结束时计算它.从 jamartinh开始有一个解决方案,为方便起见,我修补了下面的代码：

from sklearn.metrics import roc_auc_score
from keras.callbacks import Callback
class roc_callback(Callback):
    def __init__(self,training_data,validation_data):
        self.x = training_data[0]
        self.y = training_data[1]
        self.x_val = validation_data[0]
        self.y_val = validation_data[1]


    def on_train_begin(self, logs={}):
        return

    def on_train_end(self, logs={}):
        return

    def on_epoch_begin(self, epoch, logs={}):
        return

    def on_epoch_end(self, epoch, logs={}):
        y_pred = self.model.predict(self.x)
        roc = roc_auc_score(self.y, y_pred)
        y_pred_val = self.model.predict(self.x_val)
        roc_val = roc_auc_score(self.y_val, y_pred_val)
        print('\rroc-auc: %s - roc-auc_val: %s' % (str(round(roc,4)),str(round(roc_val,4))),end=100*' '+'\n')
        return

    def on_batch_begin(self, batch, logs={}):
        return

    def on_batch_end(self, batch, logs={}):
        return

model.fit(X_train, y_train, validation_data=(X_test, y_test), callbacks=[roc_callback(training_data=(X_train, y_train),validation_data=(X_test, y_test))])

使用tf.contrib.metrics.streaming_auc的更具攻击性的方法：

import numpy as np
import tensorflow as tf
from sklearn.metrics import roc_auc_score
from sklearn.datasets import make_classification
from keras.models import Sequential
from keras.layers import Dense
from keras.utils import np_utils
from keras.callbacks import Callback, EarlyStopping


# define roc_callback, inspired by https://github.com/keras-team/keras/issues/6050#issuecomment-329996505
def auc_roc(y_true, y_pred):
    # any tensorflow metric
    value, update_op = tf.contrib.metrics.streaming_auc(y_pred, y_true)

    # find all variables created for this metric
    metric_vars = [i for i in tf.local_variables() if 'auc_roc' in i.name.split('/')[1]]

    # Add metric variables to GLOBAL_VARIABLES collection.
    # They will be initialized for new session.
    for v in metric_vars:
        tf.add_to_collection(tf.GraphKeys.GLOBAL_VARIABLES, v)

    # force to update metric values
    with tf.control_dependencies([update_op]):
        value = tf.identity(value)
        return value

# generation a small dataset
N_all = 10000
N_tr = int(0.7 * N_all)
N_te = N_all - N_tr
X, y = make_classification(n_samples=N_all, n_features=20, n_classes=2)
y = np_utils.to_categorical(y, num_classes=2)

X_train, X_valid = X[:N_tr, :], X[N_tr:, :]
y_train, y_valid = y[:N_tr, :], y[N_tr:, :]

# model & train
model = Sequential()
model.add(Dense(2, activation="softmax", input_shape=(X.shape[1],)))

model.compile(loss='categorical_crossentropy',
              optimizer='adam',
              metrics=['accuracy', auc_roc])

my_callbacks = [EarlyStopping(monitor='auc_roc', patience=300, verbose=1, mode='max')]

model.fit(X, y,
          validation_split=0.3,
          shuffle=True,
          batch_size=32, nb_epoch=5, verbose=1,
          callbacks=my_callbacks)

# # or use independent valid set
# model.fit(X_train, y_train,
#           validation_data=(X_valid, y_valid),
#           batch_size=32, nb_epoch=5, verbose=1,
#           callbacks=my_callbacks)