wauc_from_os {dsos} | R Documentation |
Weighted AUC from Outlier Scores
Description
Computes the weighted AUC with the weighting scheme described in Kamulete, V. M. (2021). This assumes that the training set is the reference distribution and specifies a particular functional form to derive weights from threshold scores.
Usage
wauc_from_os(os_train, os_test, weight = NULL)
Arguments
os_train |
Outlier scores in training (reference) set. |
os_test |
Outlier scores in test set. |
weight |
Numeric vector of weights of length
|
Value
The weighted AUC (scalar value) given the weighting scheme.
References
Kamulete, V. M. (2022). Test for non-negligible adverse shifts. In The 38th Conference on Uncertainty in Artificial Intelligence. PMLR.
Examples
library(dsos)
set.seed(12345)
os_train <- rnorm(n = 100)
os_test <- rnorm(n = 100)
test_stat <- wauc_from_os(os_train, os_test)
[Package dsos version 0.1.2 Index]