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An Introduction To ROC Curve (Receiver Operating Characteristics)
An Introduction To ROC Curve (Receiver Operating Characteristics)
An Introduction To ROC Curve (Receiver Operating Characteristics)
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Outline
1. 2. 3. 4. 5.
Introduction Create an ROC curve Area Under an ROC Curve (AUC) R-package ROCR demo References
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1. Introduction
History : Signal detection theory hit rates and false alarm rates Development:
Diagnostic system Medical decision making Machine learning
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Classier Performance
Problem: two classes classification
Classification model Input (instance, I )
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Predicted class
p (positive)
True Positives False Negatives P
n (negative)
False Positives True Negatives N
Y N
Total
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Performance index
TP FN FP TN
TP FP TPR = = Recall , FPR = P N TP TP + TN Precision = , Accuracy = TP + FP P+N Sensitivity = Recall , Specificity = 1 FPR
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ROC curve
Y axis: TPR X axis: FPR
(0,1)
Benefits (TP) Costs (FP)
(1,1)
(0,0)
(1,0)
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TP FN
FP TN
y=x
(0,0) Numbers of P =0, No FP error, No TP (0,1) perfect D classifiers Northwest location is better. Near x axis and on the left side Conservative e.g. A vs. B Near upper right-hand side Liberal Lower Lower Right ? Right ? (?) Triangle Triangle
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5 5 10
1 9 10
6 14 20
1 x : = 0.1 10 5 y : = 0.5 10
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Conceptual Algorithm
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Practical Algorithm
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4. References
1.
Bradley, A. P. (1997). The use of the area under the ROC curve in the evaluation of machine learning algorithms, Pattern Recognition, 30 (7), 1145-1159. Fawcett, T. (2003) ROC Graphs: Notes and Practical Considerations for Data Mining Researchers, HP Laboratories technical report. Witten, I.H. and Frank, E. (2005) Data Mining: Practical Machine Learning Tools and Techniques, Second Edition, Morgan Kaufmann. The magnificent ROC: http://www.anaesthetist.com/mnm/stats/roc/
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2.
3.
4.
THANKS
Q&A
Web: http://web.ydu.edu.tw/~alan9956/ Email: alan9956@webmail.ydu.edu.tw
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