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ROC-AUC calculation
According to scikit-learn documentation roc_auc_score
function takes target probability scores from estimator.predict_proba(X, y)[:, 1]
. However, in Supervised.py
roc_auc_score
takes binary predictions. This changes the output from roc_auc_score
. Is there a specific reason for this, or is it a bug?
In Supervised.py
y_pred = pipe.predict(X_test)
...
roc_auc = roc_auc_score(y_test, y_pred)
https://scikit-learn.org/stable/modules/generated/sklearn.metrics.roc_auc_score.html#sklearn.metrics.roc_auc_score
I use the "0.2.12" version of lazy predict and for ROC AUC returned None!
Do you have any idea why this problem happened