I have trouble understanding the difference (if there is one) between roc_auc_score() and auc() in scikit-learn.
I'm trying to predict a binary output with imbalanced classes (around 1.5% for Y=1).
Classifier
model_logit = LogisticRegression(class_weight='auto')
model_logit.fit(X_train_ridge, Y_train)
Roc curve
false_positive_rate, true_positive_rate, thresholds = roc_curve(Y_test, clf.predict_proba(xtest)[:,1])
AUC's
auc(false_positive_rate, true_positive_rate)
Out[490]: 0.82338034042531527
and
roc_auc_score(Y_test, clf.predict(xtest))
Out[493]: 0.75944737191205602
Somebody can explain this difference? I thought both were just calculating the area under the ROC curve. Might be because of the imbalanced dataset but I could not figure out why.
Thanks!