How to compute ROC and AUC under ROC after training using caret in R?
A sample example for AUC:
rf_output=randomForest(x=predictor_data, y=target, importance = TRUE, ntree = 10001, proximity=TRUE, sampsize=sampsizes)
library(ROCR)
predictions=as.vector(rf_output$votes[,2])
pred=prediction(predictions,target)
perf_AUC=performance(pred,"auc") #Calculate the AUC value
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perf_ROC=performance(pred,"tpr","fpr") #plot the actual ROC curve
plot(perf_ROC, main="ROC plot")
text(0.5,0.5,paste("AUC = ",format(AUC, digits=5, scientific=FALSE)))
or using pROC
and caret
library(caret)
library(pROC)
data(iris)
iris <- iris[iris$Species == "virginica" | iris$Species == "versicolor", ]
iris$Species <- factor(iris$Species) # setosa should be removed from factor
samples <- sample(NROW(iris), NROW(iris) * .5)
data.train <- iris[samples, ]
data.test <- iris[-samples, ]
forest.model <- train(Species ~., data.train)
result.predicted.prob <- predict(forest.model, data.test, type="prob") # Prediction
result.roc <- roc(data.test$Species, result.predicted.prob$versicolor) # Draw ROC curve.
plot(result.roc, print.thres="best", print.thres.best.method="closest.topleft")
result.coords <- coords(result.roc, "best", best.method="closest.topleft", ret=c("threshold", "accuracy"))
print(result.coords)#to get threshold and accuracy
Update 2019. This is what MLeval was written for (https://cran.r-project.org/web/packages/MLeval/index.html), it works with the Caret train output object to make ROCs, PR curves, calibration curves, and calculate metrics, such as ROC-AUC, sensitivity, specificity etc. It just uses one line to do all of this which is helpful for my analyses and may be of interest.
library(caret)
library(MLeval)
myTrainingControl <- trainControl(method = "cv",
number = 10,
savePredictions = TRUE,
classProbs = TRUE,
verboseIter = TRUE)
randomForestFit = train(x = Sonar[,1:60],
y = as.factor(Sonar$Class),
method = "rf",
trControl = myTrainingControl,
preProcess = c("center","scale"),
ntree = 50)
##
x <- evalm(randomForestFit)
## get roc curve plotted in ggplot2
x$roc
## get AUC and other metrics
x$stdres