ROC curve
Definition
Receiver operating characteristic curve: a plot of sensitivity (y-axis) against FPR (x-axis) as the decision threshold is swept from its most lenient to its most stringent value. The area under the ROC curve (AUC) summarises discriminating power, ranging from 0.5 (chance) to 1.0 (perfect).
Related terms
- Decision threshold
- The cut-off score above which a classification method declares a positive result. Raising the threshold reduces FPR but increases FNR; lowering it...
- False negative rate (FNR)
- The proportion of true matches (or true positives) that a classification method fails to detect, declaring them as non-matches. Also called the...
- False positive rate (FPR)
- The proportion of true non-matches (or true negatives) that a classification method declares as matches (or positives). Also called the type I...
- Sensitivity (true positive rate)
- The proportion of true matches correctly identified as matches. Sensitivity = TP / (TP + FN) = 1 minus FNR. A method...
- Specificity (true negative rate)
- The proportion of true non-matches correctly identified as non-matches. Specificity = TN / (TN + FP) = 1 minus FPR. A method...
Explained in
- False Positive and False Negative Error RatesReceiver operating characteristic curve: a plot of sensitivity (y-axis) against FPR (x-axis) as the decision threshold is swept from its most lenient to its mo...