roc

ROC curve from training data in caret

我是研究僧i 提交于 2019-11-29 19:54:43
Using the R package caret, how can I generate a ROC curve based on the cross-validation results of the train() function? Say, I do the following: data(Sonar) ctrl <- trainControl(method="cv", summaryFunction=twoClassSummary, classProbs=T) rfFit <- train(Class ~ ., data=Sonar, method="rf", preProc=c("center", "scale"), trControl=ctrl) The training function goes over a range of mtry parameter and calculates the ROC AUC. I would like to see the associated ROC curve -- how do I do that? Note: if the method used for sampling is LOOCV, then rfFit will contain a non-null data frame in the rfFit$pred

Sklearn: ROC for multiclass classification

寵の児 提交于 2019-11-29 13:30:49
问题 I'm doing different text classification experiments. Now I need to calculate the AUC-ROC for each task. For the binary classifications, I already made it work with this code: scaler = StandardScaler(with_mean=False) enc = LabelEncoder() y = enc.fit_transform(labels) feat_sel = SelectKBest(mutual_info_classif, k=200) clf = linear_model.LogisticRegression() pipe = Pipeline([('vectorizer', DictVectorizer()), ('scaler', StandardScaler(with_mean=False)), ('mutual_info', feat_sel), ('logistregress'

How to deal with multiple class ROC analysis in R (pROC package)?

只愿长相守 提交于 2019-11-29 11:51:31
When I use multiclass.roc function in R (pROC package), for instance, I trained a data set by random forest, here is my code: # randomForest & pROC packages should be installed: # install.packages(c('randomForest', 'pROC')) data(iris) library(randomForest) library(pROC) set.seed(1000) # 3-class in response variable rf = randomForest(Species~., data = iris, ntree = 100) # predict(.., type = 'prob') returns a probability matrix multiclass.roc(iris$Species, predict(rf, iris, type = 'prob')) And the result is: Call: multiclass.roc.default(response = iris$Species, predictor = predict(rf, iris, type

How can I get The optimal cutoff point of the ROC in logistic regression as a number

你。 提交于 2019-11-29 09:34:19
问题 I would like to get the optimal cut off point of the ROC in logistic regression as a number and not as two crossing curves. Using the code below I can get the plot that will show the optimal point but in some cases I just need the point as a number that I can use for other calculations. Here are the code lines: library(Epi) ROC( form = IsVIP ~ var1+var2+var3+var4+var5, plot="sp", data=vip_data ) Thanks 回答1: As per documentation the optimal cut-off point is defined as the point where

ROC curve in R using ROCR package

寵の児 提交于 2019-11-28 17:34:29
Can someone explain me please how to plot a ROC curve with ROCR. I know that I should first run: prediction(predictions, labels, label.ordering = NULL) and then: performance(prediction.obj, measure, x.measure="cutoff", ...) I am just not clear what is meant with prediction and labels. I created a model with ctree and cforest and I want the ROC curve for both of them to compare it in the end. In my case the class attribute is y_n, which I suppose should be used for the labels. But what about the predictions? Here are the steps of what I do (dataset name= bank_part): pred<-cforest(y_n~.,bank

How to plot ROC curve in Python

若如初见. 提交于 2019-11-28 15:34:51
I am trying to plot a ROC curve to evaluate the accuracy of a prediction model I developed in Python using logistic regression packages. I have computed the true positive rate as well as the false positive rate; however, I am unable to figure out how to plot these correctly using matplotlib and calculate the AUC value. How could I do that? uniquegino Here are two ways you may try, assuming your model is an sklearn predictor: import sklearn.metrics as metrics # calculate the fpr and tpr for all thresholds of the classification probs = model.predict_proba(X_test) preds = probs[:,1] fpr, tpr,

How to plot ROC curve in Python

自古美人都是妖i 提交于 2019-11-28 14:00:27
问题 I am trying to plot a ROC curve to evaluate the accuracy of a prediction model I developed in Python using logistic regression packages. I have computed the true positive rate as well as the false positive rate; however, I am unable to figure out how to plot these correctly using matplotlib and calculate the AUC value. How could I do that? 回答1: Here are two ways you may try, assuming your model is an sklearn predictor: import sklearn.metrics as metrics # calculate the fpr and tpr for all

How to deal with multiple class ROC analysis in R (pROC package)?

一曲冷凌霜 提交于 2019-11-28 05:09:47
问题 When I use multiclass.roc function in R (pROC package), for instance, I trained a data set by random forest, here is my code: # randomForest & pROC packages should be installed: # install.packages(c('randomForest', 'pROC')) data(iris) library(randomForest) library(pROC) set.seed(1000) # 3-class in response variable rf = randomForest(Species~., data = iris, ntree = 100) # predict(.., type = 'prob') returns a probability matrix multiclass.roc(iris$Species, predict(rf, iris, type = 'prob')) And

ROC curve for a binary classifier in MATLAB

女生的网名这么多〃 提交于 2019-11-28 04:34:48
问题 I have a binary classifier, which classifies an input X as class zero if its predicted value is below some threshold (say T ), and one otherwise. I have all predicted and actual values for every input. So I can have both predicted class and actual class of an input. Now I want to have the ROC curve for this classifier with MATLAB. How should I do it? 回答1: Use perfcurve: [X,Y] = perfcurve(labels,scores,posclass); plot(X,Y); labels are the true labels of the data, scores are the output scores

ROC与AUC的定义与使用详解

生来就可爱ヽ(ⅴ<●) 提交于 2019-11-28 04:05:33
分类模型评估: 指标 描述 Scikit-learn函数 Precision 精准度 from sklearn.metrics import precision_score Recall 召回率 from sklearn.metrics import recall_score F1 F1值 from sklearn.metrics import f1_score Confusion Matrix 混淆矩阵 from sklearn.metrics import confusion_matrix ROC ROC曲线 from sklearn.metrics import roc AUC ROC曲线下的面积 from sklearn.metrics import auc 回归模型评估: 指标 描述 Scikit-learn函数 Mean Square Error (MSE, RMSE) 平均方差 from sklearn.metrics import mean_squared_error Absolute Error (MAE, RAE) 绝对误差 from sklearn.metrics import mean_absolute_error, median_absolute_error R-Squared R平方值 from sklearn.metrics import r2