Equal Error Rate in Python

Question

Could anybody tell me how could I compute Equal Error Rate(EER) from ROC Curve in python? In scikit-learn there is method to compute roc curve and auc but could not find the met

Answer 1

To estimate the Equal Error Rate EER you look for the point within the ROC that makes the TPR value equal to FPR value, that is, TPR-FPR=0. In other words you look for the minimum point of abs(TPR-FPR)

1. First of all you need to estimate the ROC curve:

fpr, tpr, threshold = roc_curve(y, y_pred, pos_label=1)

2. To compute the EER in python you need only one line of code:

EER = threshold(np.argmin(abs(tpr-fpr)))