Re: AUC with cost-sensitive classifier, why does it change?

Prakash Bhagat <[email protected]>
Newsgroups gmane.comp.ai.weka
Message-ID <[email protected]>
Dear Eibe,

Is it possible to plot multiple AUC curves from different models using WEKA?

Kind regards,
Prakash

> On 04 Jun,2021, at 11:01, Eibe Frank <[email protected]> wrote:
> 
> If you use the CostSensitiveClassifier in minimum-expected-cost mode, it will output "probabilities" that are 0 or 1. It assigns probability 1 to the class that minimises expected cost and probability 0 to the other classes.
> 
> Cheers,
> EIbe
> 
> On Fri, Jun 4, 2021 at 8:16 PM David <[email protected] <mailto:[email protected]>> wrote:
> Hi,
>   it is unclear to me why in a dataset like breast-cancer.arff, using
> RandomForest in a cost-sensitive way (cost of Minimize expected cost = True, 
> cost matrix= 
> 0,10,
> 1,0
> ) 
> provides me an AUC of *0.498* whereas a standard random forest provides me
> an AUC of *0.634*. Since the cost-sensitive classifier should just apply
> different thresholds on results, and since AUC is threshold-independent, I
> do not understand why the two AUC are different.
> 
> Thanks,
> Davide
> 
> 
> 
> --
> Sent from: https://weka.8497.n7.nabble.com/ <https://weka.8497.n7.nabble.com/>
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