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Investor Classifiers in Python - Part 2

Use stratified random sampling to select proportionate samples from categorical data. Understand the confusion matrix. Build and finalize a machine learning classifier from start to finish.

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24 Lessons (25m)

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  • Description & Objectives

  • 1. Investor Classifiers Part 2 Learning Objectives

    00:25
  • 2. Import Packages and Data

    00:38
  • 3. .drop Workout

    00:48
  • 4. Dummy Variables

    00:54
  • 5. Dummy Variables Workout

    00:36
  • 6. Remove Redundant Target

    00:45
  • 7. Splitting Data

    02:50
  • 8. Splitting Data Workout

    00:51
  • 9. Model Pipelines

    00:38
  • 10. Model Pipelines Workout

    01:39
  • 11. Validating Pipelines

    00:17
  • 12. Hyperparameter Tuning

    01:13
  • 13. Hyperparameters Workout

    00:32
  • 14. Validating Hyperparameter Grids

    00:13
  • 15. Cross Validation

    00:57
  • 16. Cross-Validation Workout

    01:13
  • 17. Fitting Untrained Models

    00:28
  • 18. Fitting Untrained Models Workout

    01:13
  • 19. AUROC

    01:27
  • 20. Confusion Matrix

    02:52
  • What the area under the ROC curve (AUROC) is, and its importance in evaluating the performance of a model.

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    21. Perfect AUROC

    01:32
  • 22. Calculating AUROC

    00:10
  • 23. Calculating AUROC Workout

    01:33
  • 24. Investor Classifiers Part 2 Review

    00:19

Prev: Investor Classifiers in Python - Part 1

Calculating AUROC Workout

  • Notes
  • Questions
  • Transcript
  • 01:33

What the area under the ROC curve (AUROC) is, and its importance in evaluating the performance of a model.

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Transcript

Write a for loop that cycles through the keys in models keys, and completes the following steps. First, it calculates predictions for each model based on the test inputs. Then it calculates the ROC curve and unpacks all three outputs. Finally, it prints the key and the AUROC for each model rounded to four decimal places. Pause the video now and complete the exercise.

First, make sure that you have the ROC curve and AUC functions imported. Then we're creating a for loop that says, for each key in the model's keys iterable, we're creating a temporary variable called pred to store our predictions, and that's going to be equal to our trained model's predictions based on our input test features. Then in the next line, we're comparing those predictions to our target test series using our ROC curve function, and then we're unpacking the results of that ROC curve function into FPR TPR and thresholds because those are the objects that ROC curve produces. Then we print the key on the next line, and then we're printing ROC equal to the area under curve function, comparing the false positive rate and the true positive rate rounded to four decimal places. Then finally, I'm putting in a little spacer for readability, and when you run this code your output should match what you see right here. It looks like these are all very strong performers, but the gradient boosting classifier is the highest one.

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