I have fitted a SVM model and created the ROC curve with ROCR package. How can I compute the Area Under the Curve (AUC)?
set.seed(1)
tune.out=tune(svm ,Negative~.-Positive, data=trainSparse, kernel ="radial",ranges=list(cost=c(0.1,1,10,100,1000),gamma=c(0.5,1,2,3,4) ))
summary(tune.out)
best=tune.out$best.model
##prediction on the test set
ypred = predict(best,testSparse, type = "class")
table(testSparse$Negative,ypred)
###Roc curve
yhat.opt = predict(best,testSparse,decision.values = TRUE)
fitted.opt = attributes(yhat.opt)$decision.values
rocplot(fitted.opt,testSparse ["Negative"], main = "Test Data")##
Start with the prediction
Method from the ROCR
Package.
pred_ROCR <- prediction(df$probabilities, df$target)
to get the ROC in a plot:
roc_ROCR <- performance(pred_ROCR, measure = "tpr", x.measure = "fpr")
plot(roc_ROCR, main = "ROC curve", colorize = T)
abline(a = 0, b = 1)
and get the AUC Value:
auc_ROCR <- performance(pred_ROCR, measure = "auc")
auc_ROCR <- [email protected][[1]]