roc曲线和auc_roc和auc曲线的初学者指南

roc曲线和auc

博客结构(Blog Structure)

As can be seen in the title above, the purpose of this blog is to gain a basic but strong fundamental knowledge of ROC and AUC and how they relate to a binary classification model. The order of this blog is the following.

从上面的标题中可以看出，该博客的目的是获得ROC和AUC以及它们与二进制分类模型的关系的基础知识，但要有深厚的基础知识。 该博客的顺序如下。

1. Define what an ROC curve is and what it means
   定义什么是ROC曲线及其含义
2. Define the parameters of an ROC curve and gain an understanding of parameters
   定义ROC曲线的参数并了解参数
3. Define what AUC means and how it relates to ROC
   定义AUC的含义以及它与ROC的关系
4. Apply Lessons learned to a simple Kaggle Heart Disease Dataset to further understanding
   将获得的经验教训应用于简单的Kaggle心脏病数据集，以进一步了解

那么ROC和AUC到底是什么？(So what are ROC and AUC anyway?)

To put it simply, ROC(receiver operating characteristic curve) and AUC (area under the curve) are measures used to evaluate performance of classification models. ROC is a graph that shows the performance for a classification model at all unique thresholds. The graph uses the the following parameters on its axes:

简单来说，ROC(接收器工作特性曲线)和AUC(曲线下的面积)是用于评估分类模型性能的度量。 ROC是一个图表，显示了在所有唯一阈值下分类模型的性能。 该图在其轴上使用以下参数：

1. True Positive Rate
   真实正利率
2. False Positive Rate
   误报率

ROC curve

ROC曲线

As you can see in the graphs above, the errors of our classification model are dependent on our threshold selection. Ideally, if we have a threshold and there is no overlap between the Red curve (positive class) and the Green curve (negative class), then our model would be able to perfectly distinguish between the two classes. Thus, we would eliminate type one error (false positive) and type two errors (false negative).

如上图所示，分类模型的误差取决于阈值选择。 理想情况下，如果我们有一个阈值，并且红色曲线(正类)和绿色曲线(负类)之间没有重叠，那么我们的模型将能够完美地区分这两个类。 因此，我们将消除类型一的错误(假阳性)和类型二的错误(假阴性)。</