Receiver operating characteristic (ROC) curve for CART® Classification

The ROC curve plots the true positive rate (TPR), also known as power, on the y-axis. The ROC curve plots the false positive rate (FPR), also known as type 1 error, on the x-axis. The area under an ROC curve indicates whether the classification tree is a good classifier.

Interpretation

For classification trees, the area under the ROC curve values range from 0.5 to 1. When a classification tree can perfectly separate the classes, then the area under the curve is 1. When a classification tree cannot separate the classes better than a random assignment, then the area under the curve is 0.5. The red dotted line indicates the random assignment case.

In this example, the training and cross-validation curves are similar to each other. The area under the cross-validation curve is 0.820.