diff --git a/Wiki/Machine Learning/Model Validation and Evaluation.md b/Wiki/Machine Learning/Model Validation and Evaluation.md index 45423bc..02abedf 100644 --- a/Wiki/Machine Learning/Model Validation and Evaluation.md +++ b/Wiki/Machine Learning/Model Validation and Evaluation.md @@ -73,4 +73,6 @@ When using it in this context a value of 1 represents a perfect classifier (mode ### ROC and AUC ROC stands for the Receiver-operating characteristic curve. The graph is found by plotting the true positive rate on the y-axis and the false positive rate on the x-axis as the threshold changes. This is a parametric graph with the threshold as the parameter. ![[rocCurve.excalidraw]] -A perfect classifier is represented by a point at $(0, 1)$ which means that every prediction is correct (no false positives). A straight line from $(0, 0)$ to $(1, 1)$ repres \ No newline at end of file +A perfect classifier is represented by a point at $(0, 1)$ which means that every prediction is correct (no false positives). A straight line from $(0, 0)$ to $(1, 1)$ represents a random classifier (same number of true and false positives). Curves will generally look like the green or blue ones with blue performing better than a random classifier and green performing worse. + +The area under the ROC curve (AUC) represents the probability that given random positive and negative examples it will rank the positive example above the negative one. A perfect classifier has a AUC of 1.0 meaning that it will always put a positive instance above a negative one thus separating the two classes. \ No newline at end of file