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kategorie
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podkategorie
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pojęcia
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True Positive Rate

Proportion of positive samples correctly identified by the model, also known as sensitivity or recall.

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False Positive Rate

Proportion of negative samples incorrectly classified as positive, corresponding to 1 minus specificity.

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Decision Threshold

Threshold value that converts the output probabilities of a classifier into discrete binary predictions.

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Optimal Operating Point

Point on the ROC curve that maximizes a composite metric like Youden's index or minimizes a specific cost function.

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Precision-Recall Curve

Alternative graph to the ROC curve visualizing the trade-off between precision and recall, particularly useful for imbalanced classes.

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Youden's Index

Evaluation metric combining sensitivity and specificity, defined as their sum minus 1, used to select the optimal threshold.

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DET Curve

Detection Error Tradeoff graph using logarithmic scales to more clearly visualize classifier performance in low error rate regions.

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PR Curve

Abbreviation for Precision-Recall curve, an alternative to the ROC curve preferred when the cost of false positives differs from that of false negatives.

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Lift curve

Graph evaluating the performance improvement of a model compared to a random model, measuring the targeted gain ratio.

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Brier score

Calibration metric evaluating the accuracy of predicted probabilities, complementary to AUC which only measures discrimination.

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DeLong test

Non-parametric statistical test allowing for significant comparison of AUCs of two or more classifiers on the same dataset.

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Multiclass ROC curve

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