Allow reoder=True in auc if values are not increasing (due to neg event weights)

compare.py

@@ -38,7 +38,11 @@ def overlay_ROC(filename, *projects, **kwargs):
     for p, color in zip(projects, colors):
         fpr, tpr, threshold = roc_curve(p.y_test, p.scores_test, sample_weight = p.w_test)
         fpr = 1.0 - fpr
-        roc_auc = auc(tpr, fpr)
+        try:
+            roc_auc = auc(tpr, fpr)
+        except ValueError:
+            logger.warning("Got a value error from auc - trying to rerun with reorder=True")
+            roc_auc = auc(tpr, fpr, reorder=True)
 
         ax.grid(color='gray', linestyle='--', linewidth=1)
         ax.plot(tpr,  fpr, label=str(p.name+" (AUC = {:.3f})".format(roc_auc)), color=color)

toolkit.py

@@ -911,9 +911,12 @@ class ClassificationProject(object):
 
         logger.info("Plot ROC curve")
         fpr, tpr, threshold = roc_curve(self.y_test, self.scores_test, sample_weight = self.w_test)
-
         fpr = 1.0 - fpr
-        roc_auc = auc(tpr, fpr)
+        try:
+            roc_auc = auc(tpr, fpr, reorder=True)
+        except ValueError:
+            logger.warning("Got a value error from auc - trying to rerun with reorder=True")
+            roc_auc = auc(tpr, fpr, reorder=True)
 
         plt.grid(color='gray', linestyle='--', linewidth=1)
         plt.plot(tpr,  fpr, label=str(self.name + " (AUC = {})".format(roc_auc)))