Compare ROCs (RapidMiner Studio Core)

Synopsis

This operator generates ROC charts for the models created by the learners in its subprocess and plots all the charts in the same plotter for comparison.

Description

The Compare ROCs operator is a nested operator i.e. it has a subprocess. The operators in the subprocess must produce a model. This operator calculates ROC curves for all these models. All the ROC curves are plotted together in the same plotter.

The comparison is based on the average values of a k-fold cross validation. Please study the documentation of the Cross Validation operator for more information about cross validation. Alternatively, this operator can use an internal split into a test and a training set from the given data set in this case the operator behaves like the Split Validation operator. Please note that any former predicted label of the given ExampleSet will be removed during the application of this operator.

ROC curve is a graphical plot of the sensitivity, or true positive rate, vs. false positive rate (one minus the specificity or true negative rate), for a binary classifier system as its discrimination threshold is varied. The ROC can also be represented equivalently by plotting the fraction of true positives out of the positives (TPR = true positive rate) vs. the fraction of false positives out of the negatives (FPR = false positive rate).

ROC curves are calculated by first ordering the classified examples by confidence. Afterwards all the examples are taken into account with decreasing confidence to plot the false positive rate on the x-axis and the true positive rate on the y-axis. With optimistic, neutral and pessimistic there are three possibilities to calculate ROC curves. If there is more than one example for a confidence with optimistic ROC calculation the correct classified examples are taken into account before looking at the false classification. With pessimistic calculation it is the other way round: wrong classifications are taken into account before looking at correct classifications. Neutral calculation is a mix of both calculation methods described above. Here correct and false classifications are taken into account alternately. If there are no examples with equal confidence or all examples with equal confidence are assigned to the same class the optimistic, neutral and pessimistic ROC curves will be the same.

Input

  • example set (IOObject)

    This input port expects an ExampleSet with binominal label. It is the output of the Retrieve operator in the attached Example Process. The output of other operators can also be used as input.

Output

  • example set (IOObject)

    The ExampleSet that was given as input is passed without changing to the output through this port. This is usually used to reuse the same ExampleSet in further operators or to view the ExampleSet in the Results Workspace.

  • rocComparison (ROC Comparison)

    The ROC curves for all the models are delivered from this port. All the ROC curves are plotted together in the same plotter.

Parameters

  • number_of_foldsThis parameter specifies the number of folds to use for the cross validation evaluation. If this parameter is set to -1 this operator uses split ratio and behaves like the Split Validation operator. Range: integer
  • split_ratioThis parameter specifies the relative size of the training set. It should be between 1 and 0, where 1 means that the entire ExampleSet will be used as training set. Range: real
  • sampling_typeSeveral types of sampling can be used for building the subsets. Following options are available:
    • Linear sampling: Linear sampling simply divides the ExampleSet into partitions without changing the order of the examples i.e. subsets with consecutive examples are created.
    • Shuffled sampling: Shuffled sampling builds random subsets of the ExampleSet. Examples are chosen randomly for making subsets.
    • Stratified sampling: Stratified sampling builds random subsets and ensures that the class distribution in the subsets is the same as in the whole ExampleSet. For example in the case of a binominal classification, Stratified sampling builds random subsets so that each subset contains roughly the same proportions of the two values of class labels.
    Range: selection
  • use_local_random_seedThis parameter indicates if a local random seed should be used for randomizing examples of a subset. Using the same value of local random seed will produce the same subsets. Changing the value of this parameter changes the way examples are randomized, thus subsets will have a different set of examples. This parameter is only available if Shuffled or Stratified sampling is selected. It is not available for Linear sampling because it requires no randomization, examples are selected in sequence. Range: boolean
  • local_random_seedThis parameter specifies the local random seed. This parameter is only available if the use local random seed parameter is set to true. Range: integer
  • use_example_weightsThis parameter indicates if example weights should be considered. If this parameter is not set to true then weight 1 is used for each example. Range: boolean
  • roc_biasThis parameter determines how the ROC are evaluated i.e. correct predictions are counted first, last, or alternately. ROC curves are calculated by first ordering the classified examples by confidence. Afterwards all the examples are taken into account with decreasing confidence to plot the false positive rate on the x-axis and the true positive rate on the y-axis. With optimistic, neutral and pessimistic there are three possibilities to calculate ROC curves. If there are no examples with equal confidence or all examples with equal confidence are assigned to the same class the optimistic, neutral and pessimistic ROC curves will be the same.
    • optimistic: If there is more than one example for a confidence with optimistic ROC calculation the correct classified examples are taken into account before looking at the false classification.
    • pessimistic: With pessimistic calculation wrong classifications are taken into account before looking at correct classifications.
    • neutral: Neutral calculation is a mix of both optimistic and pessimistic calculation methods. Here correct and false classifications are taken into account alternately.
    Range: selection

Tutorial Processes

Comparing different classifiers graphically by ROC curves

This process shows how several different classifiers could be graphically compared by means of multiple ROC curves. The 'Ripley-Set' data set is loaded using the Retrieve operator. The Compare ROCs operator is applied on it. Have a look at the subprocess of the Compare ROCs operator. You can see that three different learners are applied i.e. Naive Bayes, Rule Induction and Decision Tree. The resultant models are connected to the outputs of the subprocess. The Compare ROCs operator calculates ROC curves for all these models. All the ROC curves are plotted together in the same plotter which can be seen in the Results Workspace.