1. Some Basic Concepts
- True Positive Rate:
TPR=TPTP+FN - False Positive Rate
FPR=FPFP+TN
2. ROC Curve
ROC use the TPR as the y axis and FPR as the x axis, so we hope that y is as large as possible and x is as small as possible.
In a picture we hope that the ROC cure in the high and left.
So, how to choose the threshold
θ
.
1. if
h(x)>θ
, we classify the
x
is Positive as 1.
2. If
Let’s plot the picture.