ROC Curve Demo

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ROC Curve Demo

description

ROC Curve Demo. Say 1. Say 0. %1s. 1. 0. | |. %0s. ||. |. ||. Say 1. Say 0. Say 1. Say 0. Say 1. Say 0. Say 1. Say 0. Say 1. Say 0. Say 1. Say 0. - PowerPoint PPT Presentation

Transcript of ROC Curve Demo

Page 1: ROC Curve Demo

ROC Curve Demo

Page 2: ROC Curve Demo

1 0

|<-logits of the 1s->|

|<-logits of the 0s->|

%1s

%0s| |

|

Say 1

Say 0

Page 3: ROC Curve Demo

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Example 2

2 18

8 12

15 5

Say 1

Say 0

0 1

X=10

X=13

X=16

1 - specificity

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Example 2

2 18

8 12

15 5

Say 1

Say 0

0 1

X=10

X=13

X=16

1 - specificity

(2/25, 18/35)

Page 12: ROC Curve Demo

Example 2

2 18

8 12

15 5Say 1

Say 0

0 1

X=10

X=13

X=16

1 - specificity

(2/25, 18/35)

(10/25, 30/35)

Page 13: ROC Curve Demo

Example 2

2 18

8 12

15 5Say 1

Say 0

0 1

X=10

X=13

X=16

1 - specificity

(2/25, 18/35)

(10/25, 30/35) (1, 1)

Page 14: ROC Curve Demo

Example 2

2 18

8 12

15 5

Say 1

Say 0

0 1

X=10

X=13

X=16

1 - specificity

18 x 23

Tie Tie

Page 15: ROC Curve Demo

Example 2

2 18

8 12

15 5

Say 1

Say 0

0 1

X=10

X=13

X=16

1 - specificity

15 x 12Tie Tie

Tie Tie

Tie

Tie

18 x 23

Page 16: ROC Curve Demo

Example 2

2 18

8 12

15 5Say 1

Say 0

0 1

X=10

X=13

X=16

1 - specificity

Tie

Tie

TieTie Tie

Tie Tie

Tie Tie

15x5/2

18 x 23

15 x 12

8x12/2

2x18/2

AUC Area Under Curve = concordant pair plus ½ ties (proportions) Pairs: 25x35=875 with 0 paired with 1. Proportion Concordant: (18x23+12x15)/(25x35)=(18/25)x(23/35)+(12/25)x(15/35) ½ Proportion Ties ½(2x18 + 8x12 + 15x5)/(25x35) AUC = 697.5/875 = 0.7971.