Returns are under the ROC curve

def roc_auc(y_true, y_score):
    """
    Returns are under the ROC curve
    """
    notnull = ~np.isnan(y_true)
    fpr, tpr, thresholds = sklearn.metrics.roc_curve(y_true[notnull], y_score[notnull])
    return sklearn.metrics.auc(fpr, tpr)