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### How can I calculate AUC using Gini coefficient? [duplicate]

In the Gini Coefficient's Wikipedia page, it is defined as $G= 1 - \frac{\Sigma_{i=1}^n f(y_i)(S_{i-1}+S_i)}{S_n}$ for discrete variables, where $S_i= \Sigma_{j=1}^i f(y_i)y_i$ and $S_0=0$ ($y$ being ...
6k views

### What is AUC (Area Under the Curve)? [duplicate]

I've seen many questions posted about AUC but I'm still struggling to understand. I see this definition for AUC everywhere "The AUC is an estimate of the probability that a classifier will rank a ...
2k views

### draw roc curve on an example of 10 probability scores [duplicate]

I'm studying machine learning and find an example question on the book which really confused me. Q: A scoring classifier is evaluated on a test set of 10 examples resulting in the following ...
794 views

### Area under the ROC curve for continuous variable [duplicate]

I have the true output as the ratio between 0 and 1. I am trying predict the output using regression. I am supposed to find the area under the ROC curve between the prediction and true values. I am ...
386 views

### How are AUROC scores computed with just two vectors of actual and predicted values as input? [duplicate]

In the R package ModelMetrics, the auc score as shown in the documentation takes only two inputs; aucScore <- auc(actual=actuallabels, predicted=predictedlabels) where the inputs are pretty self ...
136 views

### ROC curve interpretation [duplicate]

In the context of binary classification how do you interpret ROC curve: more precisely: 1) Why the diagonal stand for a random classifier?  Let's imagine a random classifier: each time he ...
112 views

### How to interpret ROC curve? [duplicate]

I am currently doing a classification problem for classifying the functional class and non-functional class of peptidase cleavage site. The data on non-functional class (negative class) is highly ...
84 views

### How to plot ROC for LOOCV by hand based on output probabilities returned by SVM? [duplicate]

I want to plot ROC for Leave-one-out (LOO) cross-validation (CV). I have the decision values as well as probability values for each class from SVM classifier. I did see the answer to this post; ...
66 views

### Calculating AUC from continuous output [duplicate]

Calculating AUC for one threshold in the continuous output is simple: AUC = (TPR - FPR + 1) / 2; What if I want to calculate AUC for multiple thresholds in ...
50 views

### How to “draw” a ROC curve [duplicate]

I have read this question but it doesn't have any well-explained answer for this case: I understand the ROC curve in overall, but I'm looking for a step-to-step explanation in order to understand how ...
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### How to understand the mathematics of ROC/AUC in Wikipedia [duplicate]

Could someone help explain what happened in the red box? I'm struggling to figure out where the indicator function comes from in this calculation. Thank you~ wiki link
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### What is threshold in ROC curve? [duplicate]

Whenever I read about ROC, people say that it is graphical representation of True Positive Rate value and False Positive Rate at various threshold. Whenever I read in detail, people explain that ...
382k 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.
63k views

### Understanding ROC curve

I'm having trouble understanding the ROC curve. Is there any advantage / improvement in area under the ROC curve if I build different models from each unique subset of the training set and use it to ...
30k views

### Why is AUC higher for a classifier that is less accurate than for one that is more accurate?

I have two classifiers A: naive Bayesian network B: tree (singly-connected) Bayesian network In terms of accuracy and other measures, A performs comparatively worse than B. However, when I use the R ...
4k views

### Meaning of model calibration

A previous post has discussed model discrimination very nicely. The post also briefly discussed calibration: "When evaluating a risk model, calibration is also very important. To examine this, ...
4k views

### How does AUC of ROC equal concordance probability? [duplicate]

If this answer on Quora is correct then I think I understand what concordance probability is. However, I also find that this answer on StackExchange provides the formula of concordance probability ...
1k views

### How is a ROCAUC=1.0 possible with imperfect accuracy? [duplicate]

I used sklearn to compute roc_auc_score for a dataset of 72 instances. The accuracy was at 97% (2 misclassifications), but the ROC AUC score was 1.0. How is this ...
3k views

### How to compare predictive power of survival models?

Frank Harrell describes the concordance (or Somer's D) as not being sensitive enough to compare multiple survival models for their diagnostic ability, and I've observed this in my own work with ...
924 views

### AUC with incomplete ROC curve

I am doing an experiments where changing a parameter I am obtaining different number of FalsePositive, FalseNegative... and so on. I am using this parameter tuning as threshold tuning to obtain FPR ...
371 views

### Why does pROC roc work with non-probability predictions?

With the pROC package, I can do this: true <- c(1, 1, 1, 0) predicted <- c(0.5, 0.1, 0.6, 0.1) roc(true, predicted) which gives as expected: ...
2k views

### What is the best way to calculate the AUC of a ROC curve?

I have a ROC curve for which I'd like to calculate the AUC. I'm getting different values using the trapezoidal and rank-based approaches. What I'm noticing is that the two values actually add to 1.0 ...
861 views

### How can I compare model fitting accuracy between Random Forest and Logistic regression models

I am conducting a classification problem. Usually AUC is used to check the effectiveness of a model when performing logistic regression model. However, if I fit the same data set by using Random ...
925 views

### Cox regression with lasso regression

Is it possible to perform lasso regression (glmnet with "cox") for variable selection and then conduct Cox regression using ...
732 views

### Does AUC for multiple logistic regression make sense if prediction is not the goal?

Does it makes sense to calculate the AUC if I do not want to use my multiple logistic regression model for predictions? I only want to calculate some odds ratios and test if the variables in my model ...
481 views

### Are my data values too small for chi-squared for trend? If so what trend test can I do instead?

I'm doing a project about dilated kidneys, these can be arranged into mild, moderate and severe. There are 53 patients in total. I want to see if there is a trend in the severity of dilatation between ...
424 views

### Different visualization of AUC than ROC curve

There are multiple interpretations of area under ROC curve. (e.g What does AUC stand for and what is it? ). We also know that AUC is closely related to rank correlation. Are there also different ways ...
378 views

### Distributed AUC calculation (or approximation)

I am trying to calculate the ROC AUC for a dataset where I can't fit predictions and labels in memory (10s/100s billions of samples). Is there a way to calculate the AUC in a distributed way or at ...
Suppose you have a binary random variable $Y$, and several other random variables $X_1,...,X_p$. Your goal is to "predict $Y$ using $X_1,...,X_p$." So, you go ahead and fit logistic regression, which ...