|
最近在做一个模型，用到了ROC曲线。
ROC(Receiver Operating Characteristic,受试者工作特征的缩写)曲线是一个非常有用的技术，经常用来组织分类器，可视化分类器的性能。可作为某一诊断方法准确性评价的指标。在医学上用的较多，同样在地质领域也可以进行缓坡敏感性评价及构建成矿预测模型。
function [tp, fp] = roc(t, y)
% % ROC - generate a receiver operating characteristic curve % % [TP,FP] = ROC(T,Y) gives the true-positive rate (TP) and false positive % rate (FP), where Y is a column vector giving the score assigned to each % pattern and T indicates the true class (a value above zero represents % the positive class and anything else represents the negative class). To % plot the ROC curve, % % PLOT(FP,TP); % XLABEL('FALSE POSITIVE RATE'); % YLABEL('TRUE POSITIVE RATE'); % TITLE('RECEIVER OPERATING CHARACTERISTIC (ROC)'); % % See [1] for further information. % % [1] Fawcett, T., "ROC graphs : Notes and practical % considerations for researchers", Technical report, HP % Laboratories, MS 1143, 1501 Page Mill Road, Palo Alto % CA 94304, USA, April 2004. % % See also : ROCCH, AUROC %
% File : roc.m % % Date : Friday 9th June 2005 % % Author : Dr Gavin C. Cawley % % Description : Generate an ROC curve for a two-class classifier. % % References : [1] Fawcett, T., "ROC graphs : Notes and practical % considerations for researchers", Technical report, HP % Laboratories, MS 1143, 1501 Page Mill Road, Palo Alto % CA 94304, USA, April 2004. % % History : 10/11/2004 - v1.00 % 09/06/2005 - v1.10 - minor recoding % 05/09/2008 - v2.00 - re-write using algorithm from [1] % % Copyright : (c) G. C. Cawley, September 2008. % % This program is free software; you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation; either version 2 of the License, or % (at your option) any later version. % % This program is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with this program; if not, write to the Free Software % Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA % ntp = size(y,1);
% sort by classeifier output
[y,idx] = sort(y, 'descend');
t = t(idx) > 0; % generate ROC
P = sum(t);
N = ntp - P; fp = zeros(ntp+2,1); tp = zeros(ntp+2,1); FP = 0; TP = 0; n = 1; yprev = -realmax; for i=1:ntp
if y(i) ~= yprev
tp(n) = TP/P;
fp(n) = FP/N; yprev = y(i); n = n + 1; end
if t(i) == 1
TP = TP + 1;
else
FP = FP + 1;
end
end
tp(n) = 1;
fp(n) = 1; fp = fp(1:n); tp = tp(1:n); % bye bye...
|
|
|
