ROC Curve

ROC曲线通过绘制不同阈值设置下的真阳性率与假阳性率来评估二分类模型的性能。它展示了敏感性和特异性之间的权衡,并且曲线越靠近左上角,测试准确性越高。

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Receiver operating characteristic curve, i.e. ROC curve

  • The ROC curve is created by plotting the true positive rate (TPR) against the false positive rate (FPR) at various threshold settings.
    • The true-positive rate is also known as sensitivity, recall or probability of detection in machine learning.
    • The false-positive rate is also known as the fall-out or probability of false alarm and can be calculated as (1 − specificity).
  • An ROC curve demonstrates several things:
    • It shows the tradeoff between sensitivity and specificity (any increase in sensitivity will be accompanied by a decrease in specificity).
    • The closer the curve follows the left-hand border and then the top border of the ROC space, the more accurate the test.
    • The closer the curve comes to the 45-degree diagonal of the ROC space, the less accurate the test.
    • The area under the curve(AUC) is a measure of accuracy.

ROC curve

Reference:
http://gim.unmc.edu/dxtests/roc2.htm
https://www.youtube.com/watch?v=OAl6eAyP-yo

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