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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.
The ROC curve is created by plotting the true positive rate (TPR) against the false positive rate (FPR) at various threshold settings. An example of ROC curve and the area under the curve (AUC). The area under the ROC curve (AUC) [1] [2] is often used to summarize in a single number the diagnostic ability of the classifier. The AUC is simply ...
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 receiver operating characteristic (ROC) also characterizes diagnostic ability, although ROC reveals less information than the TOC. For each threshold, ROC reveals two ratios, hits/(hits + misses) and false alarms/(false alarms + correct rejections), while TOC shows the total information in the contingency table for each threshold. [2]
In a classification task, the precision for a class is the number of true positives (i.e. the number of items correctly labelled as belonging to the positive class) divided by the total number of elements labelled as belonging to the positive class (i.e. the sum of true positives and false positives, which are items incorrectly labelled as belonging to the class).
The relationship between sensitivity and specificity, as well as the performance of the classifier, can be visualized and studied using the Receiver Operating Characteristic (ROC) curve. In theory, sensitivity and specificity are independent in the sense that it is possible to achieve 100% in both (such as in the red/blue ball example given above).
The template for any binary confusion matrix uses the four kinds of results discussed above (true positives, false negatives, false positives, and true negatives) along with the positive and negative classifications.
A cumulative accuracy profile (CAP) is a concept utilized in data science to visualize discrimination power.The CAP of a model represents the cumulative number of positive outcomes along the y-axis versus the corresponding cumulative number of a classifying parameter along the x-axis.