由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Statistics版 - [R] ROC curve怎么指定cutoffs?
相关主题
roc curve in Rcredit card fraud risk detection问题求教
How to compute the area between my curve and diagonal line请教SAS IML调用DATA step数据的问题
请教一个R的问题!How to calculate the area under a curve if just know values of x and y?
老板总问:C很好 为啥gain chart的夹区面积那么小proc logistic: how to build 2 X 2 classification table
R-square of logistic regressionLogistic regression,一个validation 的问题
ROC curve可以用来比较变量吗对比曲线的形状有什么方法吗?
请问如何验证已知的logistic regression models是不是能很好predict 自己的dataset想问一个关于评价prediction performance的问题
Misclassification error急需帮助,关于比较ROC的问题。
相关话题的讨论汇总
话题: roc话题: cutoff话题: fpr话题: inf话题: cutoffs
进入Statistics版参与讨论
1 (共1页)
a***a
发帖数: 434
1
比如默认是Inf 1.0, 0.9, 0.8, ...
怎么改为Inf, 1.0, 0.99, 0.98, 0.97, ...
求教~~thx!!
D******n
发帖数: 2836
2
roc needs cutoff?
isnt roc designed to avoid using a cutoff?

【在 a***a 的大作中提到】
: 比如默认是Inf 1.0, 0.9, 0.8, ...
: 怎么改为Inf, 1.0, 0.99, 0.98, 0.97, ...
: 求教~~thx!!

r*****a
发帖数: 27155
3
新手。。不太明白
FPR不是由cutoff定的么?

【在 D******n 的大作中提到】
: roc needs cutoff?
: isnt roc designed to avoid using a cutoff?

D******n
发帖数: 2836
4
if u want FPR at a certain cutoff, it is FPR at a certain cutoff.
ROC is used to get the big picture of the performance of the algorithm
as the cutoff varies.
And AUC is used to describe the discriminatory power of the alogorithm.

【在 r*****a 的大作中提到】
: 新手。。不太明白
: FPR不是由cutoff定的么?

r*****a
发帖数: 27155
5
我的意思是,如何修改x坐标的精度呢?那个plot应该是取不同FPR值来plot的吧?
比如FPR <- c(0.0, 0.1, 0.2, ..., 1.0)
可不可以指定classification的cutoff c?
就是这个:
probability > c, label <- 1
probability <= c, label <- 0
thx a lot~~

【在 D******n 的大作中提到】
: if u want FPR at a certain cutoff, it is FPR at a certain cutoff.
: ROC is used to get the big picture of the performance of the algorithm
: as the cutoff varies.
: And AUC is used to describe the discriminatory power of the alogorithm.

D******n
发帖数: 2836
6
ROC curve is usually a zigzag plot. and the usual input is ur prediction and
the real pos/negative value. Such as
1.2 0
3.4 0
5.3 1
7.8 1
9.1 0
...
...
0 for negative 1 for positive. u can see u dont need to vary a cutoff to
plot it.
For example any value between 1.2 and 3.4 will be the same.

【在 r*****a 的大作中提到】
: 我的意思是,如何修改x坐标的精度呢?那个plot应该是取不同FPR值来plot的吧?
: 比如FPR <- c(0.0, 0.1, 0.2, ..., 1.0)
: 可不可以指定classification的cutoff c?
: 就是这个:
: probability > c, label <- 1
: probability <= c, label <- 0
: thx a lot~~

r*****a
发帖数: 27155
7
哦!明白你意思了
thx a lot~~

and

【在 D******n 的大作中提到】
: ROC curve is usually a zigzag plot. and the usual input is ur prediction and
: the real pos/negative value. Such as
: 1.2 0
: 3.4 0
: 5.3 1
: 7.8 1
: 9.1 0
: ...
: ...
: 0 for negative 1 for positive. u can see u dont need to vary a cutoff to

1 (共1页)
进入Statistics版参与讨论
相关主题
急需帮助,关于比较ROC的问题。R-square of logistic regression
123love@ROC curve可以用来比较变量吗
报两个offer-updated-附面试心得 (转载)请问如何验证已知的logistic regression models是不是能很好predict 自己的dataset
梦想公司onsite,壮烈牺牲.发面经Misclassification error
roc curve in Rcredit card fraud risk detection问题求教
How to compute the area between my curve and diagonal line请教SAS IML调用DATA step数据的问题
请教一个R的问题!How to calculate the area under a curve if just know values of x and y?
老板总问:C很好 为啥gain chart的夹区面积那么小proc logistic: how to build 2 X 2 classification table
相关话题的讨论汇总
话题: roc话题: cutoff话题: fpr话题: inf话题: cutoffs