ROC curve

 

Confusion matrix example

 

Predicted A=0

Predicted A=1

Fact A=0

25

10

Fact A =1

5

30

 

Confusion Matrix  definition

 

 

Predicted A=0

(negative)

Predicted A=1

(positive)

Fact A=0

(negative)

a

b

Fact A =1 (positive)

c

d

 

Further definitions

 

Predicted A=0

(negative)

Predicted A=1

(positive)

 

Fact A=0

(negative)

TN=a/(a+b)

FP=b/(a+b)

 

Fact A =1 (positive)

FN=c/(c+d)

TP=recall

=d/(c+d)

 

 

 

Precision

P=d/(b+d)

Accuracy

AC=(a+d)/(a+b+c+d)

 

ROC graph: x=FP and y=TP

 

You can also graph: x=P and y=AC and other pairs from the last table.

 

In addition you can read 1 and 2. Note that the notation differs from used above.  

Table: Schematic outcomes of a test.

 

More terms

 

Predicted A=0

(negative)

Predicted A=1

(positive)

Fact A=0

(negative)

TN=specificity=

a/(a+b)

FP=(1-specificity)=

b/(a+b)

Fact A =1 (positive)

FN=(1-sencitivity) = c/(c+d)

TP=recall=sensitivity

=d/(c+d)

 

Accuracy =AC=(a+d)/(a+b+c+d)

Positive Likelihood Ratio= TP/FP

Negative Likelihood Ratio= FN/TN

Positive Predictive Value=Precision=P= d/(d+b)

Negative Predictive Value = a/(c+a)

 

 

From 1