r - 如何使用 ROCR 包计算 AUC

Question

我已经安装了 SVM 模型并使用 ROCR 包创建了 ROC 曲线。如何计算曲线下面积 (AUC)？

set.seed(1)
tune.out=tune(svm ,Negative~.-Positive, data=trainSparse, kernel ="radial",ranges=list(cost=c(0.1,1,10,100,1000),gamma=c(0.5,1,2,3,4) ))
summary(tune.out)
best=tune.out$best.model

##prediction on the test set
ypred = predict(best,testSparse, type = "class")
table(testSparse$Negative,ypred)

###Roc curve
yhat.opt = predict(best,testSparse,decision.values = TRUE)
fitted.opt = attributes(yhat.opt)$decision.values
rocplot(fitted.opt,testSparse ["Negative"], main = "Test Data")## 

Answer 1

从ROCR包中的预测方法开始。

pred_ROCR <- prediction(df$probabilities, df$target)

获取绘图中的 ROC:

roc_ROCR <- performance(pred_ROCR, measure = "tpr", x.measure = "fpr")
plot(roc_ROCR, main = "ROC curve", colorize = T)
abline(a = 0, b = 1)

并获取 AUC 值:

  auc_ROCR <- performance(pred_ROCR, measure = "auc")
  auc_ROCR <- auc_ROCR@y.values[[1]]