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Roc curve pdf

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Roc curve pdf

  1. 1. The ROC Curve (Receiver Operating Characteristic) Luis Serrano
  2. 2. A tale of two models
  3. 3. A tale of two models Positive Negative False positive False negative
  4. 4. A tale of two models
  5. 5. A tale of two models
  6. 6. A tale of two models Medical model Spam model Spam (+) Ham (-) Sick (+) Healthy (-) False positive: Healthy person sent for more tests False negative: Spam email sent to inbox False negative: Sick person not treated False positive: Good email sent to spam folder
  7. 7. Drawing the ROC Curve
  8. 8. Bluecorrect 0 1 2 3 4 5 Red correct 0 1 2 3 4 5 Step Correct Correct 0 0 5 1 1 5 2 2 5 3 2 4 4 3 4 5 4 4 6 4 3 7 5 3 8 5 2 9 5 1 10 5 0 AUC = 21 (area under curve) AUC = 0.84 (area under curve)
  9. 9. Making decisions
  10. 10. Bluecorrect 0 1 2 3 4 5 Red correct 0 1 2 3 4 5 Medical model (No false negatives) Spam model (No false positives) Ideally
  11. 11. 0 1
  12. 12. Bluecorrect 0 20 40 60 80 100 Red correct 0 20 40 60 80 100 Ideal Threshold Ideal Threshold = 0.65 0 1
  13. 13. Comparing
  14. 14. Bluecorrect 0 1 2 3 4 5 Red correct 0 1 2 3 4 5 Bluecorrect 0 1 2 3 4 5 Red correct 0 1 2 3 4 5 AUC = 0.52 AUC = 0.8 AUC = 1Bluecorrect 0 1 2 3 4 5 Red correct 0 1 2 3 4 5
  15. 15. AUC = 1Bluecorrect 0 1 2 3 4 5 Red correct 0 1 2 3 4 5 Terrible model? AUC = 0
  16. 16. Thank you!
  17. 17. https://www.manning.com/books/grokking-machine-learning Discount code: serranoyt Grokking Machine Learning By Luis G. Serrano
  18. 18. Thank you! @luis_likes_math Subscribe, like, share, comment! youtube.com/c/LuisSerrano http://serrano.academy

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