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A receiver operating characteristic curve, or ROC curve, is a graphical plot that illustrates the performance of a binary classifier model (can be used for multi class classification as well) at varying threshold values. The ROC curve is the plot of the true positive rate (TPR) against the false positive rate (FPR) at each threshold setting.
An image of different ROC curves is shown in Figure 1. ROC curves provide a simple visual method for one to determine the boundary limit (or the separation threshold) of a biomarker or a combination of biomarkers for the optimal combination of sensitivity and specificity. The AUC (area under the curve) of the ROC curve reflects the overall ...
In statistics, Somers’ D, sometimes incorrectly referred to as Somer’s D, is a measure of ordinal association between two possibly dependent random variables X and Y. Somers’ D takes values between when all pairs of the variables disagree and when all pairs of the variables agree. Somers’ D is named after Robert H. Somers, who proposed ...
Youden's index is often used in conjunction with receiver operating characteristic (ROC) analysis. [3] The index is defined for all points of an ROC curve, and the maximum value of the index may be used as a criterion for selecting the optimum cut-off point when a diagnostic test gives a numeric rather than a dichotomous result.
The Partial Area Under the ROC Curve (pAUC) is a metric for the performance of binary classifier. It is computed based on the receiver operating characteristic (ROC) curve that illustrates the diagnostic ability of a given binary classifier system as its discrimination threshold is varied. The ROC curve is created by plotting the true positive ...
It is common to report the area under the curve (AUC) to summarize a TOC or ROC curve. However, condensing diagnostic ability into a single number fails to appreciate the shape of the curve. The following three TOC curves are TOC curves that have an AUC of 0.75 but have different shapes. [citation needed]
The U statistic is related to the area under the receiver operating characteristic curve : [8] A U C 1 = U 1 n 1 n 2 {\displaystyle \mathrm {AUC} _{1}={U_{1} \over n_{1}n_{2}}} Note that this is the same definition as the common language effect size , i.e. the probability that a classifier will rank a randomly chosen instance from the first ...
Since in linear regression it is possible to directly compute the factor (n − p − 1)/(n + p + 1) by which the training MSE underestimates the validation MSE under the assumption that the model specification is valid, cross-validation can be used for checking whether the model has been overfitted, in which case the MSE in the validation set ...