Rate Driven Curves:
ROC Curves in Cost Space
Flach and Cèsar
- ROC curves can be transferred to cost space by means of a very natural threshold choice method:
- We employ a very natural threshold choice method, which
sets the decision threshold such that the proportion of positive
equals the operating condition
- Using this threshold choice method we define a new curve: rate-driven curves
- The expected loss as measured by the area under these curves is linearly related to AUC
- Rate-driven curves are the genuine equivalent of ROC curves in cost space
- A decomposition of the rate-driven curves separates the loss
due to the threshold choice method from the ranking loss (Kendall τ
- The corresponding curve to the ROC convex hull in cost space is also derived
- More details in this paper.
- An R script for drawing Rate-Driven
curves and ROC curves.