inst/extra/benchmark.md

In pROC: Display and Analyze ROC Curves

Benchmarks

These benchmarks compare pROC with competing ROC analysis packages in R. They can serve as a way to detect performance bottleneck that must be fixed, and possible regressions in performance.

The benchmarking are carried out with the microbenchmark package and randomly generated data. The values of the x predictor variable are drawn from a normal distribution, resulting in every value being essentially unique. Predictor values for positive examples are increased to have a mean of 1, resulting in ROC curves with an AUC of 0.76.

The benchmark code is adapted from the cutpointr vignette by Christian Thiele, released under a GPL-3 license.

Building the ROC curve

This first benchmark looks at the time needed to building the ROC curve only, and getting sensitivities, specificities and thresholds. Only packages allowing turn off the calculation of the AUC, or not computing it by default, were tested.

| n | pROC | ROCR | | -------: | -----------: | ----------: | | 1e+03 | 0.6579095 | 2.059954 | | 1e+04 | 3.6905450 | 5.727894 | | 1e+05 | 41.4205780 | 49.021695 | | 1e+06 | 600.3593600 | 643.874491 | | 1e+07 | 8220.1797555 | 9012.922116 | | ## AUC | | |

This benchmark tests how long it takes to calculate the ROC curve and the area under the ROC curve (AUC).

| n | Epi | pROC | PRROC | ROCR | | ----: | ----------: | ----------: | ---------: | ----------: | | 1e+03 | 5.635899 | 0.683097 | 0.33761 | 2.184626 | | 1e+04 | 66.644144 | 5.037177 | 2.21852 | 7.965816 | | 1e+05 | 579.622447 | 35.752837 | 15.31815 | 44.327074 | | 1e+06 | 8352.085559 | 583.754913 | 181.14614 | 757.437651 | | 1e+07 | NA | 8276.516090 | 2899.50254 | 9149.835111 |

Best threshold

Benchmarks packages that extract the “best” threshold. At the moment they all use the Youden index. This includes building the ROC curve first.

#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found
#> Multiple optimal cutpoints found

| n | cutpointr | OptimalCutpoints | pROC | ThresholdROC | | ----: | ----------: | ---------------: | ----------: | -----------: | | 1e+02 | 4.779029 | 1.959683 | 0.569432 | 1.032499 | | 1e+03 | 5.395060 | 30.739701 | 1.034866 | 22.389875 | | 1e+04 | 7.195595 | 2902.387499 | 4.311928 | 2018.123223 | | 1e+05 | 26.105981 | NA | 39.171103 | NA | | 1e+06 | 276.263793 | NA | 579.522941 | NA | | 1e+07 | 4258.031252 | NA | 8329.708682 | NA |

pROC documentation built on Nov. 2, 2023, 6:05 p.m.