Seonglae ChoReceiver Operating characteristic
Graphical representation of the performance of a binary classifier at different classification thresholds; for Binary Classification but stochastic model not continuous model by changing threshold.
- X - False Positive Rate (FPR) Fall-out
- Y - True Positive Rate (TPR) Sensitivity
Random classifier is linear line
Perfect model
Fine model
Inverse Perfect Model
Bad Model
ROC AUC
Area Under the Curve
- Ideal model, ROC AUC=1
Youden's Index
0, 1에서 가장 가까운 점 찾기
Receiver operating characteristic
A receiver operating characteristic curve, or ROC curve, is a graphical plot that illustrates the performance of a binary classifier model at varying threshold values.
https://en.wikipedia.org/wiki/Receiver_operating_characteristic
Youden's J statistic
Youden's J statistic (also called Youden's index) is a single statistic that captures the performance of a dichotomous diagnostic test. (Bookmaker) Informedness is its generalization to the multiclass case and estimates the probability of an informed decision.
https://en.wikipedia.org/wiki/Youden%27s_J_statistic