Plots.py

from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import GradientBoostingClassifier
from sklearn import metrics
import matplotlib.pyplot as plt

plt.figure()

# Add the models to the list that you want to view on the ROC plot
models = [
{
    'label': 'Logistic Regression',
    'model': LogisticRegression(),
},
{
    'label': 'Gradient Boosting',
    'model': GradientBoostingClassifier(),
}
]

# Below for loop iterates through your models list
for m in models:
    model = m['model'] # select the model
    model.fit(x_train, y_train) # train the model
    y_pred=model.predict(x_test) # predict the test data
# Compute False postive rate, and True positive rate
    fpr, tpr, thresholds = metrics.roc_curve(y_test, model.predict_proba(x_test)[:,1])
# Calculate Area under the curve to display on the plot
    auc = metrics.roc_auc_score(y_test,model.predict(x_test))
# Now, plot the computed values
    plt.plot(fpr, tpr, label='%s ROC (area = %0.2f)' % (m['label'], auc))
# Custom settings for the plot 
plt.plot([0, 1], [0, 1],'r--')
plt.xlim([0.0, 1.0])
plt.ylim([0.0, 1.05])
plt.xlabel('1-Specificity(False Positive Rate)')
plt.ylabel('Sensitivity(True Positive Rate)')
plt.title('Receiver Operating Characteristic')
plt.legend(loc="lower right")
plt.show()   # Display