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How to implement weighted AUC in RM

aldofcesattialdofcesatti Member Posts: 3 Contributor I
edited October 2019 in Help
Hi everyone,

I am currently testing 5 different models that are trying to correctly classify a binary classification problem with an imbalanced dataset. The costs of misclassification are slightly different.  

To select the best of the 5 models that I built I want to implement weighted AUC, but I don't know what is the operator that should use to draw an set up the weighted AUCs in RM. Could you please help me?

Thanks in advance.

Aldo
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    varunm1varunm1 Moderator, Member Posts: 1,207 Unicorn
    Hello @aldofcesatti

    Rapidminer has compare ROC operator, that helps get ROC curves for all the models you want to use and you can compare ROC curves to see the better model.

    Hope this helps.
    Regards,
    Varun
    https://www.varunmandalapu.com/

    Be Safe. Follow precautions and Maintain Social Distancing

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    MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,517 RM Data Scientist
    I think you need to go for ROC to data, weight the points yourself and build a integral.

    Best,
    Martin
    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
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