'key of type tuple not found and not a MultiIndex' while generating ROC for multi-class classification - multi-index

Question

I am trying to generate a ROC curve using XGBoost through a multi-class classification but facing this 'key of type tuple not found and not a MultiIndex' everytime.
Classification:
from xgboost import XGBClassifier
from xgboost import plot_tree
from sklearn import metrics
from sklearn.metrics import roc_curve, auc
from itertools import cycle
from sklearn.metrics import roc_auc_score
model = XGBClassifier()
model = model.fit(x_train, y_train)
print('Accuracy:', model.score(x_test,y_test))
score=cross_val_score(model,X,y,cv=5)
print(score)
print('CV Score:',np.mean(score))
y_pred1=model.predict(x_test)
Generating ROC:
n_classes = 5
fpr = dict()
tpr = dict()
roc_auc = dict()
lw=2
for i in range(n_classes):
fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_pred1[:, i])
roc_auc[i] = auc(fpr[i], tpr[i])
colors = cycle(['blue', 'red', 'green', 'yellow', 'pink'])
for i, color in zip(range(n_classes), colors):
plt.plot(fpr[i], tpr[i], color=color, lw=2,
label='ROC curve of class {0} (area = {1:0.2f})'
''.format(i, roc_auc[i]))
plt.plot([0, 1], [0, 1], 'k--', lw=lw)
plt.xlim([-0.05, 1.0])
plt.ylim([0.0, 1.05])
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver operating characteristic for multi-class data')
plt.legend(loc="lower right")
plt.show()
Out:
---------------------------------------------------------------------------
KeyError Traceback (most recent call last)
<ipython-input-34-14f08a1b6222> in <module>
5 lw=2
6 for i in range(n_classes):
----> 7 fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_pred1[:, i])
8 roc_auc[i] = auc(fpr[i], tpr[i])
9 colors = cycle(['blue', 'red', 'green', 'yellow', 'pink'])
2 frames
/usr/local/lib/python3.8/dist-packages/pandas/core/series.py in _get_values_tuple(self, key)
1014
1015 if not isinstance(self.index, MultiIndex):
-> 1016 raise KeyError("key of type tuple not found and not a MultiIndex")
1017
1018 # If key is contained, would have returned by now
KeyError: 'key of type tuple not found and not a MultiIndex'
Q: Why is it returning a multi-index error even after I have 5 classes in my dataframe?