lisa-lab/pylearn2 — pull request #766 by skearnes (2014-03-28 22:45:56+00:00)
Title: Calculate ROC AUC as a monitor channel

I wrapped `sklearn.metrics.roc_auc_score` as a Theano Op and wrote a `TrainExtension` class that calculates ROC AUC on each monitoring dataset. It's recommended to use `monitoring_batches=1` with this extension, since ROC AUC cannot be calculated unless both classes are represented in a batch (but it fails gracefully, returning `nan` for that channel value).