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ROC (Receiver operating characteristic) & AUC (Area Under Curve)

  • TPR (y-axis) vs FPR
# Alis for recall or sensitivity
TPR = TP/P = TP / (TP + FN)

# Alis for fall-out
FPR = FP/N = FP / (FP + TN)
  • AP is a summary of Precision-Recall curve
  • precision (y-axis) vs recall
  • Useful when classes are unbalanced.
Precision = TP / (TP + FP)

Recall = TP / (TP + FN)

# area under Precision-Recall curve
AP = sum_n (R_n - R_{n-1}) P_n

multi-label average

micro: ignore classes, directly calculate metrics.
macro: calculate metric per-classes, then average the metrics.
mAP: mean Average Precision, claculate AP for each class, then average over classes.
mAUC: claculate AUC for each class, then average over classes.