diff --git a/Wiki/Machine Learning/Model Validation and Evaluation.md b/Wiki/Machine Learning/Model Validation and Evaluation.md index 059e578..315869a 100644 --- a/Wiki/Machine Learning/Model Validation and Evaluation.md +++ b/Wiki/Machine Learning/Model Validation and Evaluation.md @@ -70,4 +70,7 @@ $$ \kappa = \frac{{2 \times (TP \times TN - FN \times FP)}}{(TP + FP) \times (FP + TN) + (TP + FN) \times (FN + TN)} $$ When using it in this context a value of 1 represents a perfect classifier (model and reality are in perfect agreement) and 0 represents the same accuracy as random chance. The value can also go down to -1 which represents complete disagreement and worse performance than random chance. -### AUC-ROC Curve +### 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) \ No newline at end of file