# How to plot multiple ROC curves in one plot with legend and AUC scores in python?

from sklearn import metrics
import numpy as np
import matplotlib.pyplot as plt

plt.figure(0).clf()

pred = np.random.rand(1000)
label = np.random.randint(2, size=1000)
fpr, tpr, thresh = metrics.roc_curve(label, pred)
auc = metrics.roc_auc_score(label, pred)
plt.plot(fpr,tpr,label="data 1, auc="+str(auc))

pred = np.random.rand(1000)
label = np.random.randint(2, size=1000)
fpr, tpr, thresh = metrics.roc_curve(label, pred)
auc = metrics.roc_auc_score(label, pred)
plt.plot(fpr,tpr,label="data 2, auc="+str(auc))

plt.legend(loc=0)


Just by adding the models to the list will plot multiple ROC curves in one plot. Hopefully this works for you!

from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import GradientBoostingClassifier
from sklearn import metrics
import matplotlib.pyplot as plt

plt.figure()

# Add the models to the list that you want to view on the ROC plot
models = [
{
'label': 'Logistic Regression',
'model': LogisticRegression(),
},
{
}
]

# Below for loop iterates through your models list
for m in models:
model = m['model'] # select the model
model.fit(x_train, y_train) # train the model
y_pred=model.predict(x_test) # predict the test data
# Compute False postive rate, and True positive rate
fpr, tpr, thresholds = metrics.roc_curve(y_test, model.predict_proba(x_test)[:,1])
# Calculate Area under the curve to display on the plot
auc = metrics.roc_auc_score(y_test,model.predict(x_test))
# Now, plot the computed values
plt.plot(fpr, tpr, label='%s ROC (area = %0.2f)' % (m['label'], auc))
# Custom settings for the plot
plt.plot([0, 1], [0, 1],'r--')
plt.xlim([0.0, 1.0])
plt.ylim([0.0, 1.05])
plt.xlabel('1-Specificity(False Positive Rate)')
plt.ylabel('Sensitivity(True Positive Rate)')
plt.legend(loc="lower right")
plt.show()   # Display


Something like this ...

#ROC Curve
from sklearn.metrics import roc_curve
y_pred_prob1 = classifier1.predict_proba(X_test)[:,1]
fpr1 , tpr1, thresholds1 = roc_curve(Y_test, y_pred_prob1)

y_pred_prob2 = classifier2.predict_proba(X_test)[:,1]
fpr2 , tpr2, thresholds2 = roc_curve(Y_test, y_pred_prob2)

y_pred_prob3 = classifier3.predict_proba(X_test)[:,1]
fpr3 , tpr3, thresholds3 = roc_curve(Y_test, y_pred_prob3)

y_pred_prob4 = classifier4.predict_proba(X_test)[:,1]
fpr4 , tpr4, thresholds4 = roc_curve(Y_test, y_pred_prob4)

plt.plot([0,1],[0,1], 'k--')
plt.plot(fpr1, tpr1, label= "Linear")
plt.plot(fpr2, tpr2, label= "Poly")
plt.plot(fpr3, tpr3, label= "RBF")
plt.plot(fpr4, tpr4, label= "Sigmoid")
plt.legend()
plt.xlabel("FPR")
plt.ylabel("TPR")