4
$\begingroup$

In a typical ROC curve all I do is a line from (0, 0) to (tpr, fpr) and a line from (tpr, fpr) to (1, 1). Now I see ROC curves with more than one points. Can someone explain what these extra points represent?

$\endgroup$
1
  • $\begingroup$ More than one points is unclear. Perhaps you would upload a picture of what you are asking to clarify, please? Welcome to the site. $\endgroup$
    – Carl
    Commented Sep 29, 2016 at 14:31

1 Answer 1

4
$\begingroup$

That pair TPR, FPR you put in your curve was obtained using a threshold in the continuous output (most likely probabilities).

Other points are obtained by simply changing said threshold.


A clarification: Sampling many points in the ROC curve is the norm, I don't remember ever seeing a ROC with such few samples. You can select different strategies to sample your TPR and FPR, but sampling enough points is essential, otherwise you wouldn't need the ROC at all.

$\endgroup$
3
  • $\begingroup$ So, is there any typical threshold range or step which is most often used (in case the output is probabilities)? I mean probably a threshold of 0.001 wouldn't make any sense. $\endgroup$
    – DimChtz
    Commented Sep 29, 2016 at 14:12
  • 1
    $\begingroup$ I just plotted such an ROC curve two days ago. There was one threshold involved, on a predicted probability. I varied that threshold from 0 to 1 in steps of 0.01, classified the sample for each threshold, calculated TPR and FPR for each threshold value, and plotted a 101-point ROC curve. $\endgroup$ Commented Sep 29, 2016 at 14:17
  • 1
    $\begingroup$ @DimChtz the full ROC curve can be obtained using every possible threshold, though that is usually unnecessary. Just try to sample uniformly through the curve, or do as Stephan says. $\endgroup$
    – Firebug
    Commented Sep 29, 2016 at 14:22

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.