ROC algorithms 1.0

Tom Fawcett — Sat, 09 Jan 2010 19:52:00 -0000

This package contains a set of Perl programs for generating and manipulating ROC curves. They are based on the algorithms in "ROC Graphs: Notes and Practical Considerations for Researchers". There are several versions of this article. This is the original (and longest) version, which mentions the software:

Tom Fawcett (2003). "ROC Graphs: Notes and Practical Considerations for Researchers", HP Labs Tech Report HPL-2003-4. Available from: http://www.purl.org/net/tfawcett/papers/ROC101.pdf

Please cite this paper if you use these programs in a published work.

A shorter, more polished version was published as:

Tom Fawcett (2006). "An Introduction to ROC Analysis", Pattern Recognition Letters, Volume 27, Issue 8, Pages 861-874. Available from: http://dx.doi.org/10.1016/j.patrec.2005.10.010

Very little is needed to run these programs, other than a working Perl interpreter. See the file INSTALL for details.

ALGORITHMS:

The program ROC.pl generates ROC curves (algorithm 2) and calculates the area under the ROC curve (algorithm 3). Since these are so similar, one program does both. The program vertical_average.pl implements algorithm 4, and threshold_average.pl implements algorithm 5. Note that threshold_average.pl can actually select threshold partitions in one of two ways: by frequency and by range. Algorithm 5 in the paper does it by frequency, whereas by range makes slightly more sense, so that is the default of threshold_average.pl. It shouldn't make much difference except in degenerate cases.

ROC CONVEX HULL

If you're interested in computing the ROC convex hull, see a related publicly available perl script, ROCCH, available from:

http://home.comcast.net/~TOM.FAWCETT/public_html/software/

Comment by Tom Fawcett on 2010-01-09 19:52

Tom Fawcett — Sat, 09 Jan 2010 19:52:55 -0000

Initial announcement on mloss.org

mloss.org ROC algorithms

ROC algorithms 1.0

Comment by Tom Fawcett on 2010-01-09 19:52