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

Eibe Frank <[email protected]>
Newsgroups gmane.comp.ai.weka
Message-ID <CADehzLXjgJLMsu_xiv_Z7WMfk+J+U9vrbtc8z2BUENH_tRkCSw@mail.gmail.com>
Yes, using the KnowledgeFlow GUI:

https://waikato.github.io/weka-wiki/plotting_multiple_roc_curves/

Cheers,
Eibe

On Sun, Jul 4, 2021 at 1:20 AM Prakash Bhagat <[email protected]>
wrote:

> 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]> 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/
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