roc_parity | R Documentation |
This function computes the ROC AUC parity metric
roc_parity(data, outcome, group, probs, base = NULL, group_breaks = NULL)
data |
Data.frame that contains the necessary columns. |
outcome |
Column name indicating the binary outcome variable (character). |
group |
Column name indicating the sensitive group (character). |
probs |
Column name or vector with the predicted probabilities (numeric between 0 - 1). |
base |
Base level of the sensitive group (character). |
group_breaks |
If group is continuous (e.g., age): either a numeric vector of two or more unique cut points or a single number >= 2 giving the number of intervals into which group feature is to be cut. |
This function computes the ROC AUC values for each subgroup. In the returned table, the reference group will be assigned 1, while all other groups will be assigned values according to whether their ROC AUC values are lower or higher compared to the reference group. Lower ROC AUC will be reflected in numbers lower than 1 in the returned named vector, thus numbers lower than 1 mean WORSE prediction for the subgroup.
Metric |
Raw ROC AUC metrics for all groups and metrics standardized for the base group (parity metric). Lower values compared to the reference group mean lower ROC AUC values in the selected subgroups |
Metric_plot |
Bar plot of ROC AUC metric |
Probability_plot |
Density plot of predicted probabilities per subgroup |
ROCAUC_plot |
ROC plots for all subgroups |
data(compas)
compas$Two_yr_Recidivism_01 <- ifelse(compas$Two_yr_Recidivism == 'yes', 1, 0)
roc_parity(data = compas, outcome = 'Two_yr_Recidivism_01', group = 'ethnicity',
probs = 'probability', base = 'Caucasian')
roc_parity(data = compas, outcome = 'Two_yr_Recidivism_01', group = 'ethnicity',
probs = 'probability', base = 'African_American')
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