How to calculate a partial Area Under the Curve (AUC)
<p>In scikit learn you can compute the area under the curve for a binary classifier with</p>

<pre><code>roc_auc_score( Y, clf.predict_proba(X)[:,1] )
</code></pre>

<p>I am only interested in the part of the curve where the false positive rate is less than 0.1.</p>

<blockquote>
  <p>Given such a threshold false positive rate, how can I compute the AUC
  only for the part of the curve up the threshold?</p>
</blockquote>

<p>Here is an example with several ROC-curves, for illustration:</p>

<p><a href="https://i.stack.imgur.com/Xg4uc.png" rel="noreferrer"><img src="https://i.stack.imgur.com/Xg4uc.png" alt="Illustration of ROC-curves plot for several types of a classifier."></a></p>

<p>The scikit learn docs show how to use roc_curve</p>

<pre><code>&gt;&gt;&gt; import numpy as np
&gt;&gt;&gt; from sklearn import metrics
&gt;&gt;&gt; y = np.array([1, 1, 2, 2])
&gt;&gt;&gt; scores = np.array([0.1, 0.4, 0.35, 0.8])
&gt;&gt;&gt; fpr, tpr, thresholds = metrics.roc_curve(y, scores, pos_label=2)
&gt;&gt;&gt; fpr
array([ 0. ,  0.5,  0.5,  1. ])
&gt;&gt;&gt; tpr
array([ 0.5,  0.5,  1. ,  1. ])
&gt;&gt;&gt; thresholds
array([ 0.8 ,  0.4 ,  0.35,  0.1 ]
</code></pre>

<p>Is there a simple way to go from this to the partial AUC?</p>

<hr>

<p>It seems the only problem is how to compute the tpr value at fpr = 0.1 as roc_curve doesn't necessarily give you that.</p>