app roc curve different to perfcurve

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Esmeralda Ruiz Pujadas
Esmeralda Ruiz Pujadas el 17 de Dic. de 2021
Comentada: Esmeralda Ruiz Pujadas el 3 de En. de 2022
Dear all,
I have a question, I want to overlay two roc curves, but my surprise is that when I use perfcurve the AUC is much higher that the one otained in the app. I think the one of the app (machine learning toolbox makes more sense) according to the accuracy.
How is possible to get a 5% of difference in AUC of the same classifier with the same data between the machine toolbox and the perfcurve.What is the difference between both implementations?
[~,score_svm] = resubPredict(classificationSVM);
[Xsvm,Ysvm,Tsvm,AUCsvm] = perfcurve(trainingData.Eval,score_svm(:,1),1);
Thank you
  2 comentarios
Ive J
Ive J el 18 de Dic. de 2021
Classification learner app calculates the AUC using the validation set, not the whole sample (perfcurve). If you set validation to Resubstitution validation in the learner app, the AUC from learner app and perfcurve should be same (this is only for comparison, and in this way your model is not proteceted against overfitting)
Esmeralda Ruiz Pujadas
Esmeralda Ruiz Pujadas el 3 de En. de 2022
Thank you, you are right. All clear. Thanks

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