ROC Curve Demo.

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Presentation transcript:

ROC Curve Demo

|<-logits of the 1s->| | Say 1 Say %1s 1 | | %0s |<-logits of the 1s->| | |<-logits of the 0s->|

Say 1 Say

Say 1 Say

Say 1 Say

Say 1 Say

Say 1 Say

Say 1 Say

Say 1 Say

Example 2 0 1 Say 1 2 18 8 12 15 5 Say 0 X=10 X=13 X=16 1 - specificity

2 18 8 12 15 5 Example 2 0 1 X=10 Say 1 X=13 Say 0 X=16 (2/25, 18/35) 0 1 2 18 8 12 15 5 X=10 X=13 X=16 Say 1 Say 0 (2/25, 18/35) 1 - specificity

Example 2 0 1 2 18 8 12 15 5 X=10 X=13 X=16 (10/25, 30/35) (2/25, 18/35) Say 1 Say 0 1 - specificity

Example 2 0 1 2 18 8 12 15 5 X=10 X=13 X=16 (10/25, 30/35) (1, 1) (2/25, 18/35) Say 1 Say 0 1 - specificity

2 18 8 12 15 5 Example 2 0 1 X=10 Tie Tie Say 1 X=13 Say 0 X=16 0 1 2 18 8 12 15 5 X=10 X=13 X=16 Tie Tie Say 1 Say 0 18 x 23 1 - specificity

2 18 8 12 15 5 Example 2 0 1 X=10 X=13 X=16 Tie Tie 15 x 12 Tie 0 1 2 18 8 12 15 5 X=10 X=13 X=16 Tie Tie 15 x 12 Tie Tie Tie Say 1 Say 0 18 x 23 Tie 1 - specificity

2 18 8 12 15 5 Example 2 0 1 X=10 X=13 X=16 15x5/2 Tie Tie 8x12/2 Tie 0 1 2 18 8 12 15 5 X=10 X=13 X=16 15x5/2 Tie Tie 8x12/2 Tie 15 x 12 Tie Tie Tie 2x18/2 18 x 23 Tie Tie Say 1 Tie Say 0 1 - specificity 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.