1
$\begingroup$

Given ROC curve (http://en.wikipedia.org/wiki/Receiver_operating_characteristic), how do you read the maximum F1? (if it is possible)

$\endgroup$
2
$\begingroup$

The coordinates of points on the ROC curve are true positive rate (TPR) and false positive rate (TPR). These are given by: $$ TPR=TP/(TP+FN)$$ and $$ FPR=TP/(TP+FP)$$ The F1 score is given by: $$F_1=2*precision*recall/(precision + recall)$$ where $recall=TPR$ and $precision=1-FPR$.

So in order to calculate the maximum $F_1$ score, you have to calculate it at every point on the curve, where you take the $TPR$ value for $recall$ and the $FPR$ value for $1-precision$.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.