Solving Sklearn AUC error: “x is neither increasing nor decreasing”

It’s been a while since I worked on a machine learning project from exploratory phase to model development. I bumped into a real newbie error and decided to write it down for my future self, and for you of course.

Here’s the code I wrote and I hoped to get one single value back: the Area Under the Curve.

from sklearn.metrics import auc
auc(y_true, y_pred)

But that’s not what happened. This seemingly obvious code produced an error:

x is neither increasing nor decreasing […]

It seems that I hadn’t read the documentation for auc() properly: “Compute Area Under the Curve (AUC) using the trapezoidal rule […] This is a general function, given points on a curve.”

The function accepts x and y coordinates that are used to compute the Area Under the Curve. Furthermore, the x coordinates should be “either monotonic increasing or monotonic decreasing.” This explains the error!

These x and y coordinates, for each threshold, can easily be calculated using the roc_curve function. After coding it as follows, I got what I expected.

from sklearn.metrics import auc, roc_curve

fpr, tpr, thresholds = roc_curve(y_true, y_pred, pos_label = 1)
auc(fpr, tpr)

Finally, there is a shortcut. You don’t need to calculate the ROC curve and pass the coordinates for each threshold to the auc function. There is a general function that does it all in one line of code: roc_auc_score().

from sklearn.metrics import auc_roc_score
roc_auc_score(y_true, y_pred)

Great success!