m]wWnAUCiArea Under the ROC CurveFROCȐ̖̉ʐρjƂ́HFAIE@BwK̗pꎫT - IT

m]wWnAUCiArea Under the ROC CurveFROCȐ̖̉ʐρjƂ́HFAIE@BwK̗pꎫT

puAUCvɂ‚ĐBlރ^XNijɑ΂]wẄ‚ŁAuROCȐ̖̉ʐρvӖAAUCl1.0ɋ߂قǕނ\@BwKf̐\B

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@vw^@BwKɂAUCiArea Under the ROC CurveAAUROCAROC-AUCjƂ́Aɓlރ^XNijɑ΂]wẄ‚ŁAuROCȐiqj̖̉ʐρvӖB̎wẂA0.0i0j`1.0i100j͈̔͂̒lA1.0ɋ߂قǃf̗\\ƂB

@Ⴆ΋@BwKfɂ\SĐi}1ideal curveFz̋ȐjłꍇAAUCl1.0ƂȂA\\ƂӖBAUCl0.5̏ꍇ́A@BwKfɂ\_Ȑirandam guessĂۂ̗\jƓł邱ƂA\\ႢƂӖBAUCl̊͎̂悤ɂȂB

  • 0.9`1.0F ɂ悢iexcellentj
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@ȂAUCɂ́AL2ނB

@PɁuAUCvƌꍇAuROCȐgAUCvwƂB

@ROCȐiReceiver Operating Characteristics CurveAȐjƂ́Ac^ziTPRFTrue Positive RatejAUziFPRFFalse Positive Ratejăvbgꍇ̋ȐA‚܂TPRFPR̊֌W\Ot̂Ƃłi}1jB

}1@uROCȐvƁuAUCṽC[W }1@uROCȐvƁuAUCṽC[W

@TPRxiSensitivityj^ČiRecalljƑSłBFPŔu1ٓxiSpecificityjvƓӖłBTPRFPŘvZ͖{e̍ŌŎB

@xٓxł͕ޔ̂lw肵AAUCTPR^FPRł0.0`1.0͈̔͂li臒lFthreshold valueJbgIt|CgFcutoff pointsjׂw肵ĂƂŁA}1̂悤ROCȐ`B`̏ڍׂ́Au@BwK̕]֐ilށ^NXޗpj𗝉悤vƂLɂAUC̐QlɂĂقB

@̂悤ɑ̂lp̂ŁÂlgȂ𗦁iAccuracyjF1XRAƔׂāAAUĆul̉e󂯂ɁAėpIȃf\vłvƂB

@ႦΑ݋Ƃő݂|ꃊXN\A‚܂u݂|^݂|ȂvƂlނsfł΁Au肵vuɂ肵vƂ`ŗpړIɉĂlύX邱Ƃl邾낤B̏ꍇAl̉elɁAėpIȃf̐\̗ǂvBʂł́A𗦂łF1XRAłȂAAUCg悢B

@ėpIȐ\̗ǂvłAUĆALogLoss̐ŏʂAقȂf[^Zbgg@BwKfԂ̐\rꍇɂg₷]wWłB

@̂悤AUCA͂茇_BAUCTPR͐lẑ̂ΏۂɂlŁAFPR͐lÂ̂ΏۂɂlłBzƉA̐lƒf[^̐ɒ[sύtiimbalanced datajȏꍇẢeɎ󂯂Ă܂”\BႦΐlz̃f[^ȂꍇATPRFPRX̃f[^ɕqɔ悤ɂȂA}1̂悤ȂꂢȃOtɂȂȂ”\܂BāuROCȐgAUCv]wWƂėpꍇɂ́Atx̗zƉA͂ł邾炢̐ɂ낦悢BꂪłȂꍇ́AuPRȐgAUCvgƂƂ悢B

@xiSensitivityj̋LłȒPɐĂAlނsgĂ炽߂TPRFPŘvZoƈȉ̂悤ɂȂB

yRzGiniWAUCƖڂɊ֘A]wW

@]kɂȂ邪֘AƂāAAUC̎A

Ƃ`ɉpƁAGiniWiGini coefficientjƂ]wW̒lZołB


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