What happens to auc when true positive rate grows
How does change in true positive rate affects AUC? Does increase of TPR lead to increase of AUC as well?
Topic metric auc roc confusion-matrix
Category Data Science
How does change in true positive rate affects AUC? Does increase of TPR lead to increase of AUC as well?
Topic metric auc roc confusion-matrix
Category Data Science
Theoretically if you are able increase TPR keeping the FPR constant your AUC will increase. Lets understand the ROC curve first to understand why it happens :
AUC is calculated from ROC curve. ROC curve shows the performance of model (classification) at all the thresholds. The two parameters are as follows
True Positive Rate : TP / (TP + FN) (TP : True Positive , FN : False Negative)
False Positive Rate : FP / (FP + TN) (FP : False Positive, TB : True Negative)
Ideally for different thresholds, you plot values of TPR and FPR.
The image below represent a ROC curve, with TPR on Y axis and FPR on X axis (Image Sorce):
Ideally, Both FPR and TPR are interrelated. If you lower the threshold both FPR and TPR will increase.
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