Description Usage Arguments Details Value Author(s) References See Also Examples
Function to plot cost lines based on cost or skew.
1 2 3 |
predictions |
A list with predicted scores. |
classes |
A list with labels, (only binary classes). |
uniquec |
If TRUE, the same array classes is used for each array in a list predictions. |
loss2skew |
If TRUE, loss by Skew is plotted otherwise loss by cost is plotted. |
hold |
If it is TRUE, the plot is maintained open allowing to insert new curves on the same plot. |
gridOFF |
Disable/enable grid visualization. |
legendOFF |
Disable/enable legend visualization. |
main |
title. |
xlab |
x label. |
ylab |
y label. |
namesClassifiers |
An array with names of each classifier. |
lwd |
Line width. |
lty |
Line type. |
col |
Line color. |
xPosLegend |
x coordinate to be used to position the legend. |
yPosLegend |
y coordinate to be used to position the legend. |
cexL |
size of box legend. |
The loss which is produced at a decision threshold t and a cost proportion c is given by formula:
Loss by Cost:
2(c*pi0(1-F0(t))+(1-c)pi1*F1(t))
The loss which is produced at a decision threshold t and a skew z is given by formula:
Loss by Skew:
z(1-F0(t))+(1-z)F1(t))
Where:
c: | cost values of x_axis between [0, 1]. | |
z: | skew values of x_axis between [0, 1]. | |
t: | threshold. | |
pi0: | negative class proportion (Y==0)/length(Y). | |
pi1: | positive class proportion (Y==1)/length(Y). | |
F1(t): | false positive rate of specific threshold. | |
1-F0(t): | true positive rate of specific threshold. |
No return value.
Paulina Morillo: paumoal@inf.upv.es
Hernandez-Orallo, J., Flach, P., & Ferri, C. (2013). ROC curves in cost space. Machine learning, 93(1), 71-91.
BrierCurves, CostCurves, KendallCurves, predictions, RateDrivenCurves, TestOptimal, TP_FP.rates, TrainOptimal
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | data(predictions)
#Loss by cost
CostLines(list(predictions$A, predictions$B), list(predictions$classes),
uniquec=TRUE)
#Loss by skew
CostLines(list(predictions$A, predictions$B), list(predictions$classes),
uniquec=TRUE, loss2skew = TRUE)
#names legend
CostLines(list(predictions$A, predictions$B), list(predictions$classes,
predictions$classes), loss2skew = TRUE, col=c("blue", "red"), lty=c(1, 2),
namesClassifiers = c("A","B"))
#LegendOFF
CostLines(list(predictions$A, predictions$B), list(predictions$classes),
uniquec=TRUE, loss2skew = TRUE, legendOFF=TRUE, lty=5)
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