[Machine Learning]---ROC(Receiver Operating Characteristic) Curve

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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 h(x)<\theat, we classify the x as Negative as 0.
Let’s plot the picture.
这里写图片描述

3. Reference

http://blog.csdn.net/abcjennifer/article/details/7359370

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