Bugs When Using ptype='auc'

[unbreakablegao]

There are several bugs in script glmnet_python / cvlognet.py when using ptype='auc' for binary classification.
Fix them by the following!

1. Replace functions 'auc' and 'auc_mat' by the following:

#=========================    
# Helper functions
#=========================    
def auc_mat(y, prob, weights = None):
    if type(weights) == type(None) or len(weights) == 0:
        weights = scipy.ones([y.shape[0], 1])
    wweights = weights*y
    wweights = wweights.flatten('F')
    wweights = scipy.reshape(wweights, [wweights.size])
    ny= y.shape[0]
    a = scipy.zeros([ny])
    b = scipy.ones([ny])
    yy = scipy.hstack((a, b))
    pprob = scipy.hstack((prob,prob))
    result = auc(yy, pprob, wweights)
    return(result)
#=========================
def auc(y, prob, w):
    if len(w) == 0:
        mindiff = scipy.amin(scipy.diff(scipy.unique(prob)))
        pert = scipy.random.uniform(0, mindiff/3, prob.size)
        t, rprob = scipy.unique(prob + pert, return_inverse = True)
        n1 = scipy.sum(y, keepdims = True)
        n0 = y.shape[0] - n1
        u = scipy.sum(rprob[y == 1]) - n1*(n1 + 1)/2
        result = u/(n1*n0)
    else:
        op = scipy.argsort(prob)
        y = y[op]
        w = w[op]
        cw = scipy.cumsum(w)
        w1 = w[y == 1]
        cw1 = scipy.cumsum(w1)
        wauc = scipy.sum(w1*(cw[y == 1] - cw1))
        sumw = cw1[-1]
        sumw = sumw*(cw[-1] - sumw)
        result = wauc/sumw
    return(result)
#=========================    

2. Replace line 112 to 116 by the following:

    if grouped == True and ptype != 'auc':
        cvob = cvcompute(cvraw, weights, foldid, nlams)
        cvraw = cvob['cvraw']
        weights = cvob['weights']
        N = cvob['N']