ROC (Receiver Operator Characteristic) graphs and AUC (the area under the curve), are useful for consolidating the information from a ton of confusion matrices into a single, easy to interpret graph. This video walks you through how to create and interpret ROC graphs step-by-step. We then show how the AUC can be used to compare classification methods and, lastly, we talk about what to do when your data isn’t as warm and fuzzy as it should be.
NOTE: This is the 2019.07.11 revision of a video published earlier.
NOTE: This video assumes you already know about
…Sensitivity and Specificity…
…and the example I work through is based on Logistic Regression, so it would help to understand the basics of that as well:
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