In wush978/FastROC: Fast computation of ROC

FastROC

Fast Computation of ROC Curve in R

n <- 10^3
pred.x <- rnorm(n)
true.x <- runif(n) < 1 / (1 + exp(-pred.x))

suppressPackageStartupMessages({
  library(microbenchmark)
  library(ROCR)
  library(FastROC)
  library(pROC)
  library(caTools)
})

f.ROCR <- function() {
  pred <- prediction(pred.x, true.x)
  perf <- performance(pred, "auc")
  perf@y.values[[1]]
}

f.FastROC <- function() {
  roc <- FastROC::ROC(true.x, pred.x)  
  auc.RScupio <- FastROC::AUC(roc$x, roc$y)
}

f.pROC <- function() {
  g <- pROC::roc(true.x, pred.x)
  auc.pROC <- auc(g)
}

f.caTools <- function() {
  colAUC(pred.x, true.x)[1]
}

microbenchmark(
  auc.ROCR <- f.ROCR(),
  auc.FastROC <- f.FastROC(),
  auc.pROC <- f.pROC(),
  auc.caTools <- f.caTools()
  )

all.equal(auc.ROCR, auc.FastROC)
all.equal(auc.pROC[1], auc.FastROC)
all.equal(auc.caTools, auc.FastROC)

n <- 10^4
pred.x <- rnorm(n)
true.x <- runif(n) < 1 / (1 + exp(-pred.x))

microbenchmark(times=10,
  auc.ROCR <- f.ROCR(),
  auc.FastROC <- f.FastROC(),
  auc.pROC <- f.pROC(),
  auc.caTools <- f.caTools()
  )

n <- 10^5
pred.x <- rnorm(n)
true.x <- runif(n) < 1 / (1 + exp(-pred.x))

microbenchmark(times = 10,
  auc.ROCR <- f.ROCR(),
  auc.FastROC <- f.FastROC(),
  auc.caTools <- f.caTools()
  )
print(auc.ROCR)
print(auc.FastROC)
print(auc.caTools)

n <- 10^7
pred.x <- rnorm(n)
true.x <- runif(n) < 1 / (1 + exp(-pred.x))
print(system.time(auc.ROCR <- f.ROCR()))
print(system.time(auc.FastROC <- f.FastROC()))