ONLINECAST
Home

Using pROC to make a ROC curve from existing data

3 min read 05-09-2024
Using pROC to make a ROC curve from existing data


Creating ROC Curves from Existing Data with pROC: A Step-by-Step Guide

Generating Receiver Operating Characteristic (ROC) curves is crucial for evaluating the performance of binary classifiers. While many resources show how to create ROC curves directly from raw data, there are situations where you might have pre-calculated sensitivity and specificity values for different thresholds. This article explores how to create an ROC curve using the pROC package in R from existing data, drawing inspiration from a Stack Overflow question by user "user3074586."

Understanding the Problem

The user has already generated a classifier, performed cross-validation, and computed sensitivity (Sn) and specificity (1-Sp) values for various thresholds. They're seeking a method to construct an ROC curve from this pre-computed data using pROC.

The pROC Solution

The pROC package in R provides a flexible approach to creating ROC curves. Although the primary roc function typically expects raw data, we can leverage its power to work with our existing data:

  1. Format Data: We need to restructure the data into a format compatible with pROC. This means we need to have separate vectors for the true positive rates (sensitivities) and false positive rates (1 - specificity) corresponding to each threshold.

  2. Construct the ROC object: Using the roc function with a formula like roc(response ~ predictor, data = data_frame) is not directly applicable here. Instead, we will create a custom roc object using the pre-computed values:

library(pROC)

# Assuming the data is stored in a data frame called 'data'
# Create vectors for the true positive rates (sensitivities) and false positive rates 
tpr <- data$Sn
fpr <- 1 - data

   


      Using pROC to make a ROC curve from existing data
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
   
   
      

         

            

            

            

               

                  

                     

                        ONLINECAST
                        

                           

                              

                              

                                 
                                    
                                 
                              

                              

                              	
                              

                           

                        

                     

                     

                        

                           
                              
                                 

                                    
Home

                                 

                              
                           
                        

                     

                     

                        

                           
                              

                                 
                                    
                                 
                              

                           
                        

                     

                     

                        
                     

                  

               

               

                  

                     

                        

                     

                     

                        

                           

                              
                              

                                 

                                    

                                    

                                       

                                          

                                             

                                                
Using pROC to make a ROC curve from existing data

                                                

                                                   

                                                      

                                                         

                                                            
                                                            

                                                               

                                                                  
                                                               

                                                               

                                                                  
                                                                     

                                                                        
                                                                           

                                                                              3 min read
                                                                              
                                                                              05-09-2024
                                                                              
                                                                              
                                                                           

                                                                        
                                                                     

                                                                  
                                                               

                                                            

                                                         

                                                         
                                                      

                                                   

                                                

                                             

                                             

                                                

                                                   

                                                      
                                                         Using pROC to make a ROC curve from existing data
                                                      
                                                   

                                                

                                             

                                             
 






 
                                             
1-Sp`
thresholds <- data$Threshold  

# Create the roc object
roc_object <- roc(tpr, fpr, thresholds = thresholds)
  1. Plot the ROC curve: We can plot the ROC curve using the plot method for the roc object.
# Plot the ROC curve
plot(roc_object)
  1. Calculate AUC: The auc function from pROC can be used to calculate the area under the ROC curve (AUC):
auc(roc_object)

Example

Let's apply this to the data provided in the Stack Overflow question:

data <- data.frame(
  Index = 1:33,
  Seed = rep(0, 33),
  Threshold = rep(seq(0, 1, by = 0.1), each = 3),
  Fold = rep(1:3, 11),
  Sn = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.9523810, 0.9523810, 1, 0.9523810, 0.9047619, 1, 0.8571429, 0.8095238, 0.9523810, 0.8571429, 0.7142857, 0.8571429, 0.8571429, 0.6666667, 0.7619048, 0.8571429, 0.6666667, 0.7619048),
  `1-Sp` = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.97435897, 1, 1, 0.8974359, 1, 0.8974359, 0.7948718, 0.6750000, 0.58974359, 0.56410256, 0.3500000, 0.17948718, 0.12820513, 0.2000000, 0.02564103, 0.1025641, 0.0750000, 0.02564103, 0.1025641, 0.0500000, 0.02564103)
)

tpr <- data$Sn
fpr <- 1 - data

   


      Using pROC to make a ROC curve from existing data
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
      
   
   
      

         

            

            

            

               

                  

                     

                        ONLINECAST
                        

                           

                              

                              

                                 
                                    
                                 
                              

                              

                              	
                              

                           

                        

                     

                     

                        

                           
                              
                                 

                                    
Home

                                 

                              
                           
                        

                     

                     

                        

                           
                              

                                 
                                    
                                 
                              

                           
                        

                     

                     

                        
                     

                  

               

               

                  

                     

                        

                     

                     

                        

                           

                              
                              

                                 

                                    

                                    

                                       

                                          

                                             

                                                
Using pROC to make a ROC curve from existing data

                                                

                                                   

                                                      

                                                         

                                                            
                                                            

                                                               

                                                                  
                                                               

                                                               

                                                                  
                                                                     

                                                                        
                                                                           

                                                                              3 min read
                                                                              
                                                                              05-09-2024
                                                                              
                                                                              
                                                                           

                                                                        
                                                                     

                                                                  
                                                               

                                                            

                                                         

                                                         
                                                      

                                                   

                                                

                                             

                                             

                                                

                                                   

                                                      
                                                         Using pROC to make a ROC curve from existing data
                                                      
                                                   

                                                

                                             

                                             
 






 
                                             
1-Sp`
thresholds <- data$Threshold

roc_object <- roc(tpr, fpr, thresholds = thresholds)

plot(roc_object)
auc(roc_object)

Adding Value

This approach not only addresses the user's question but also demonstrates how to create a custom roc object in pROC. This gives you flexibility when dealing with situations where you have pre-computed performance metrics.

Beyond pROC: Other Options

While pROC is a powerful tool, other packages and libraries are available for creating ROC curves:

  • Python's scikit-learn: The roc_curve function in sklearn.metrics allows you to generate an ROC curve directly from predictions and true labels.
  • ROCR package in R: This package offers functionalities for ROC analysis and also provides methods for plotting the curves.

Key Takeaways

  • The pROC package in R allows you to create ROC curves from pre-computed sensitivity and specificity values.
  • You can create a custom roc object using the roc function and then plot the curve and calculate the AUC.
  • pROC provides a comprehensive framework for ROC analysis, while other packages like scikit-learn and ROCR offer alternative approaches.

Remember to give proper attribution to the original authors of the Stack Overflow question and the pROC package.

r statistics cross-validation proc-r-package

Related Posts

Latest Posts

Popular Posts