Linked Questions

228
votes
5answers
340k views

What does AUC stand for and what is it?

Searched high and low and have not been able to find out what AUC, as in related to prediction, stands for or means.
78
votes
5answers
112k views

How to calculate Area Under the Curve (AUC), or the c-statistic, by hand

I am interested in calculating area under the curve (AUC), or the c-statistic, by hand for a binary logistic regression model. For example, in the validation dataset, I have the true value for the ...
12
votes
4answers
52k views

How to interpret a ROC curve?

I applied logistic regression to my data on SAS and here are the ROC curve and classification table. I am comfortable with the figures in the classification table, but not exactly sure what the roc ...
12
votes
2answers
28k views

How we can draw an ROC curve for decision trees?

Normally we cannot draw an ROC curve for the discrete classifiers like decision trees. Am I right? Is there any way to draw an ROC curve for Dtrees?
9
votes
2answers
11k views

Calculate ROC curve for data

So, I have 16 trials in which I am trying to authenticate a person from a biometric trait using Hamming Distance. My threshold is set to 3.5. My data is below and only trial 1 is a True Positive: <...
7
votes
3answers
12k views

How to create ROC curve to assess the performance of regression models?

I knew that, ROC curve are use to assess the performance of classifiers. But is it possible to generate ROC curve for the regression model? If yes, How?
2
votes
1answer
849 views

How to draw the ROC curve?

Currently I'm asking me how to draw the ROC curve (Receiver Operating Characteristic curve). On the x-axis there is the false positive rate (1-specificity) and on the y-axis there is the true positive ...
2
votes
1answer
34 views

SVM: achieving ROC curve by varying misclassification costs

Assume that we have SVM model for binary classification with objective function as follows: $$ min(\frac{1}{2}\omega\cdot\omega +C^{+}\sum_{i|y_{i}=+1}^{n}\xi_{i}\quad+C^{-}\sum_{i|y_{i}=-1}^{n}\xi_{i}...
2
votes
0answers
76 views

How to calculate the prediction score of a classificator?

I want to compare a given classification algorithm with others via the Area under the (ROC-)curve metric. Unfortunately this algorithm only outputs the values of the respective confusion matrix (TP, ...
1
vote
4answers
2k views

How is an ROC curve constructed for a set of data?

I know that sensitivity and recall (and precision, and ...
1
vote
1answer
10k views

varying classification threshold to produce ROC curves.

How can I vary classification threshold to produce ROC curves. I am new to R and I wanted to classify in different algorithm. Since the accuracy of ROC plot is high I wanted to change the threshold ...
1
vote
1answer
41 views

ROC Curve Horizontal Line

I'm trying to conceptually understand 'why' the horizontal gray line in ROC curve below would be considered random. I know the basics of the ROC in that the farther the curved black line is from the ...
1
vote
1answer
526 views

Determining the validity of ROC curves

ROC curves were generated using ROCR package using only actual and predicted labels(from a SVM) as input. Script: ...
1
vote
1answer
2k views

How do you use a ROC curve to optimize a random forest classifier? [duplicate]

I am using a random forest for a binary classification problem using sklearn. The sklearn implementation outputs both a predicted class, and a probability for each class. The sklearn implementation ...
0
votes
2answers
1k views

How can I plot an ROC curve? [closed]

Given this simple data: How can I plot an ROC curve in Microsoft Excel? Step by step instructions would be very helpful. I know my TPR is ~87% and my FPR is ~13%. How do I know where to set the ...

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