I'm trying to build a PRC (precision-recall curve) for a CatBoostClassifier
.
But when I'm calling sklearn.metrics.precision_recall_curve(y_test, y_score)
I'm getting ValueError: bad input shape (11912, 2)
.
What could be wrong with my current approach? And what do I need to fix here to provide a correct shape?
import sklearn
from sklearn import metrics
y_score = model.predict_proba(X_test)
prc_auc = sklearn.metrics.precision_recall_curve(y_test, y_score)
//Here is how I build a model
model = CatBoostClassifier(
iterations=50,
random_seed=63,
learning_rate=0.15,
custom_loss=['Accuracy', 'Precision', 'Recall', 'AUC']
)
model.fit(
X_train, y_train,
cat_features=cat_features,
eval_set=(X_test, y_test),
verbose=10,
plot=True
);
The trivial answer is that CatBoostClassifier.model.predict_proba
returns a 2d array; sklearn.model.precision_recall_curve
requires a 1d array (or a 2d array with one column, whichever).
The documentation for CatBoostClassifier
says that predict_proba()
returns numpy.array
, and provides no other information about this method. So I hate the documentation for this package now.
Walking through some poorly-commented code gets me to:
if prediction_type == 'Probability':
predictions = np.transpose([1 - predictions, predictions])
return predictions
I'm guessing that column 0 is the probability of class 0, and column 1 is the probability of class 1. So pick whichever of those things your test aligns with and use that column only.
prc_auc = sklearn.metrics.precision_recall_curve(y_test, y_score[:, 1])
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