问题
Given a balanced dataset (size of both classes are the same), fitting it into an SVM model I yield a high AUC value (~0.9) but a low accuracy (~0.5).
I have totally no idea why would this happen, can anyone explain this case for me?
回答1:
I recently stumbled upon the same question. Here is what I figured out for myself - let me know if I'm wrong.
Before we ponder why the area under the ROC curve (AUC) can be high while accuracy is low, let's first recapitulate the meanings of these terms.
The receiver-operator characteristic (ROC) curve plots the false positive rate FPR(t) against the true positive rate TPR(t), for varying decision thresholds (or prediction cutoffs) t.
TPR and FPR are defined as follows:
TPR = TP / P = TP / (TP+FN) = number of true positives / number of positives
FPR = FP / N = FP / (FP+TN) = number of false positives / number of negatives
In the ROC analysis, it is assumed that the classifier can be reduced to the following functional behavior:
def classifier(observation, t):
if score_function(observation) <= t:
observation belongs to the "negative" class A
else:
observation belongs to the "positive" class B
Think of the decision threshold t as a free parameter that is adjusted when training a classifier. (Not all classifiers have a straightforward parametrization, but for know stick with logistic regression or simple thresholding, for which there is an obvious choice for such a parameter t.) During the training process, the optimal threshold t* is chosen such that some cost function is minimized.
Given the training/test data, note that any choice of parameter t determines which of the data points are true positives (TP), false positives (FP), true negatives (TN) or false negatives (FN). Hence, any choice of t determines also the FPR(t) and TPR(t).
So we've seen the following: A ROC curve represents a curve parametrized by the decision threshold t, where x = FPR(t) and y = TPR(t) for all possible values for t.
The area under the resulting ROC curve is called AUC. It measures for your training/test data, how well the classifier can discriminate between samples from the "positive" and the "negative" class. A perfect classifier's ROC curve would pass through the optimal point FPR(t*) = 0 and TPR(t*) = 1 and would yield an AUC of 1. A random classifier's ROC, however, follows the diagonal FPR(t)=TPR(t), yielding an AUC of 0.5.
Finally, accuracy is defined as the ratio of all correctly labeled cases and the total number of cases:
accuracy = (TP+TN)/(Total number of cases) = (TP+TN)/(TP+FP+TN+FN)
So how can it be that the AUC is large while the accuracy is low at the same time? Well this may happen if your classifier achieves the good performance on the positive class (high AUC) at the cost of a high false negatives rate (or a low number of true negative).
The question why the training process led to a classifier with such a poor prediction performance is a different one and is specific to your problem/data and the classification methods you used.
In summary, the ROC analysis tells you something about how well the samples of the positive class can be separated from the other class, while the prediction accuracy hints on the actual performance of your classifier.
回答2:
I guess you are miss reading the correct class when calculating the roc curve...
That will explain the low accuracy and the high (wrongly calculated) AUC.
It is easy to see that AUC can be misleading when used to compare two classifiers if their ROC curves cross. Classifier A may produce a higher AUC than B, while B performs better for a majority of the thresholds with which you may actually use the classifier. And in fact empirical studies have shown that it is indeed very common for ROC curves of common classifiers to cross. There are also deeper reasons why AUC is incoherent and therefore an inappropriate measure (see references below).
http://sandeeptata.blogspot.com/2015/04/on-dangers-of-auc.html
来源：https://stackoverflow.com/questions/38387913/reason-of-having-high-auc-and-low-accuracy-in-a-balanced-dataset