RROC: Dead-simple ROC analysis in Ruby

This library provides methods for Reciever Operating Characteristic (ROC) calculation based on an algorithm copied from the ML-Mathematica set of machine learning demonstrations, ported by Steven Bedrick (steve@bedrick.org). Any bugs are mine and not the original authors'. For an excellent overview of ROC analysis, check out:

Fawcett, T. "An introduction to ROC analysis" Pattern Recognition Letters 27 (2006) 861-874 (google scholar for non-Elsevier access)

gem install rroc

Using RROC is very simple. It expects to be given data in the form of a _n_x2 matrix (i.e., an Array of 2-element Arrays) representing the output of a binary classifier. Each row represents a "case" (document, data point, etc.); the first column represents the classifier's discriminant value and the second column represents the ground-truth class label for that case. RROC expects class labels in the form of either 1 or -1; larger discriminant values should be associated with membership in class 1. You can determine the area under the ROC curve as follows:

require 'rroc'

my_data = open('some_data.csv').readlines.collect { |l| l.strip.split(",").map(&:to_f) }
auc = ROC.auc(my_data)
puts auc

If you want to obtain a set of points describing the ROC curve itself, you can do that by calling the ROC.curve_points method:

require 'rroc'

my_data = open('some_data.csv').readlines.collect { |l| l.strip.split(",").map(&:to_f) }
pts = ROC.curve_points(my_data) # returns something like: [[0.0, 0.0], [0.1, 0.01]... ]

The points are returned as an Array of two-element Arrays, each of which contains an X and a Y coordinate that you may then export or plot using the utility of your choice. For example, together with the googlecharts gem, you can obtain a Google Chart link that will display your ROC curve:

require 'gchart' 
require 'rroc'

my_data = open('some_data.csv').readlines.collect { |l| l.strip.split(",").map(&:to_f) }
pts = ROC.curve_points(my_data)
puts Gchart.scatter(:data => [pts.collect { |x| x[0] }, pts.collect { |x| x[1] }])

RROC is designed to be a tool for bare-bones ROC analysis in Ruby; take it for what it is and use it at your own risk. Bug reports, forks, and patches are more than welcome!

Copyright (c) 2011, Steven Bedrick All rights reserved.

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