1.0 - 8.00 - ROC Example 2: Show Only AUC Values - Teradata Vantage

Teradata® Vantage Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.0
8.00
Release Date
May 2019
Content Type
Programming Reference
Publication ID
B700-4003-098K
Language
English (United States)

This example uses AUC values to check the performance of the model used in Example 1.

Input

The input table is roctable, as in ROC Example 1: Show Only ROC Values.

SQL Call

Because this call specifies AUC ('true') and omits the ROCValues argument, the ROCValues argument has the value 'false'.

SELECT * FROM ROC (
  ON roctable AS InputTable
  OUT TABLE OutputTable (rocoutput21)
  USING
  ModelIDColumn ('model')
  ProbabilityColumn ('probability')
  ObsColumn ('obs')
  PositiveClass ('p')
  NumThreshold (100)
  AUC ('true')
) AS dt;

Output

info
ROC complete.
rocoutput21
model auc gini
1 0.375  
2 0.375  
3 0.375  
4 0.375  

The AUC values are less than 0.5, which means that the model performs worse than random guessing, and you must change it before you use it for prediction. Compare these AUC values to the AUC value in the ROC Example 3: Show AUC and Gini Values output.