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ROC
1. Medical decision making2. Machine learning3. Data mining research communities
A technique for visualizing, organizing , selecting classifiers based on their performance
ROC Confusion matrix
benefits
costs
ROC spaceAny classifier on the diagonal may be said to have on information about the class
ROC curve
A discrete classifierdecision trees rule sets
Y or N Produces a single point
a Naive Bayes classifier a neural network
probability score
Each threshold value
produces a different point
Vary a threshold from −∞ to +∞ and
tracing a ROC curve
ROC curve
ROC curve
Threshold= + ∞
ROC curve
ROC curves have an attractive property: they are insensitive to changes in class distribution.
ROC curve
ROC curve
AUCDefinition: Area under an ROC Curve
The AUC has an important statistical property
1. It is equivalent to the Wilcoxon test of ranks2. It is also closely related to the Gini coefficient Gini + 1 = 2 × AUC
Averaging ROC curvesThe error bars
Decision problems with more than two classes
Multi-class ROC graphs
Multi-class AUC
Iso-performance line
ability: 1. class skew 2. error costs
This equation defines the slope of an iso-performance line.
Conclusion: Lines “more northwest” (having a larger TP-intercept) are better because they correspond to classifiers with lower expected cost.
Combining classifiers
Conditional combinations of classifiers to remove concavities
1.idiosyncracies in learning 2.small test set effects
Conditional combinations of classifiers to remove concavities
Logically combining classifiers
2. c4= c1 c2∨
1. c3 = c1 c2∧