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水瓶公主 · 2023年05月08日

没看懂呢,需要解释一下

NO.PZ2022120202000010

问题如下:

Explain what ROC and AUC stand for and how they could be used in making lending decisions.

解释:

ROC stands for receiver operating characteristics and AUC is the area under the curve. The ROC curve plots the true positive rate on the y-axis against the false positive rate on the x-axis and the points on the curve emerge from varying the decision threshold. The ROC curve shows the tradeoff between the true positive rate and false positive rate when selecting the decision threshold.

The AUC shows pictorially how effective the model has been in separating the data points into clusters, with a higher AUC implying a better model fit, and so the AUC can be used to compare between models. An AUC of 1 would indicate a perfect fit, whereas a value of 0.5 would correspond with an entirely random set of predictions and therefore a model with no predictive ability.

One possible application of the ROC and AUC would be in the context of comparing models to determine whether a loan application should be rejected or accepted. A better model would be one with a higher AUC.

需要解释一下,谢谢。

1 个答案

pzqa27 · 2023年05月08日

嗨,努力学习的PZer你好:


这个题问的是ROC和AUC的含义,ROC的含义是预测正确率和越策错误率的比例绘制成的曲线,AUC是指ROC和X轴的围成的面积,也就是ROC从0到1的定积分。详细内容请参考下图对应的课程,何老师有详细地讲解,如有疑问,我们可以进一步讨论

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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