ROC AUC for a binary classification problem

[hbaniecki]

It should take into account censoring and the target based on times.

survex/R/surv_model_performance.R

Lines 41 to 55 in e107cd2

	else {
	if (is.null(times)) stop("Times cannot be NULL for type `roc`")
	rocs <- lapply(times, function(time) {
	labels <- 1 - explainer$y[, 2]
	scores <- explainer$predict_survival_function(explainer$model, newdata, time)
	labels <- labels[order(scores, decreasing = TRUE)]
	cbind(time = time, data.frame(TPR = cumsum(labels) / sum(labels), FPR = cumsum(!labels) / sum(!labels), labels))
	})
	rocs_df <- do.call(rbind, rocs)
	class(rocs_df) <- c("surv_model_performance_rocs", class(rocs_df))
	attr(rocs_df, "label") <- explainer$label
	rocs_df
	}