WEBVTT

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You know, I feel like we tend to think of truth

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as this absolute thing. Right, like a binary.

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Yeah, exactly. Like you either have a disease

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or you don't. Or the email in your inbox is either

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a malicious phishing scam or it's just a legitimate

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message from your boss. Right. It feels like

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it should be entirely black and white. Yeah,

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we really crave that kind of certainty. Oh, absolutely.

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We expect this clear, definitive line separating

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one reality from another, especially when the

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stakes are really high. It's honestly the absolute

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definition of a foundational concept just hiding

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in plain sight. I mean, it is the visual map

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of how we measure accuracy across nearly every

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scientific and technological field today. OK,

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let's unpack this. Because, I mean, receiver

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operating characteristic sounds like a dense

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chapter in some vintage ham radio manual, right?

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Yeah, it definitely does. It does not sound like

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the mathematical engine powering like Silicon

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Valley data science or modern oncology. No, it

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doesn't. But to understand why we rely on this

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specific statistical graph today, we really have

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to look at why it was invented in the first place.

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Right. And that takes us straight into a literal

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life or death scenario in the 1940s. Which is

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such a wild pivot. So take us back there. So,

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the historical context here sets up the entire

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philosophy of the math. Following the attack

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on Pearl Harbor in 1941, the U .S. military realized

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they had this massive fatal vulnerability. Right,

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with incoming attacks. Exactly. They desperately

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needed to better distinguish Japanese aircraft

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using radar. But early radar wasn't, you know,

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a clean video game screen with little red triangles

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pointing out the bad guys. It was incredibly

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messy. Very. The signals bouncing back from a

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target to a receiver station were often of very

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low energy compared to the noise floor of the

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ocean. in the atmosphere. So it's just a barrage

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of fuzzy blips, static ambient noise. Yeah, exactly.

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So electrical engineers and radar technicians

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had to figure out a way to measure a human operator's

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ability to make these vital distinctions under

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immense pressure. Because they had to ask, like,

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is that specific blip an enemy bomber or is it

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just a really dense flock of birds? Right, or

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is it a battleship or just some weird reflection

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off a massive wave? Wow. So they needed a quantifiable

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way to grade the operator. characteristics. Hence

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the name, receiver operating characteristic.

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Which is an incredible origin story. But looking

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at our sources, this old World War II military

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concept somehow made the leap into becoming the

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gold standard in modern hospitals and machine

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learning. Yeah, it did. So what does this all

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mean for a doctor or a data scientist today?

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How did an old radar concept end up in like modern

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MRI machines? Well, because at a mathematical

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level, spotting a bomber in the clouds and spotting

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a tumor in an x -ray are fundamentally the exact

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same problem. Really? just signal versus noise.

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Exactly. Whether you are a radiologist or radar

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operator or fraud detection AI, looking at credit

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card swipes, your job is to spot a weak signal

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hidden in a sea of noise. That makes a lot of

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sense. Yeah. And so in the 1950s, psychologists

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adopted this curve to study human perception.

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And then soon after, medicine brought it in to

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evaluate blood tests and diagnostic tools. And

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today, it's just everywhere. It is the cornerstone

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of machine learning. context constantly changes,

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but the core challenge of separating signal from

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noise remains identical. OK. So to understand

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how doctors or algorithm actually make these

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detections, we first need to look at the four

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possible outcomes of any binary choice, right?

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Yes, exactly. The grid of truth. Right. We all

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know the basic confusion matrix, true positives,

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false negatives, that standard four -box grid.

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Right. So using the medical example from the

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source, if you actually have the disease and

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the test catches it, That's a true positive.

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Right, working as intended. Exactly. And if you're

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completely healthy, but the test says you're

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sick, that's a false positive, a false alarm.

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And then a true negative is you're healthy, and

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it says you're healthy. Yep. And the worst one,

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a false negative, is you have the disease, but

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the test says you don't. It's a miss. OK, so

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I want to use an analogy drawn directly from

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the source to ground this, because it blew my

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mind. Oh, the random guessing one. Yeah. If you

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have a completely random classifier, it's exactly

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like flipping a balance coin to diagnose a patient.

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Yes. Like, imagine a doctor just looking at you

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and going, heads you need chemo, tails you're

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fine. That's a terrifying thought. Truly. But

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mathematically, if you test enough people that

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way, you will accidentally catch 50 % of the

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sick people. Right. But you will also falsely

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diagnose 50 % of the healthy people. Exactly.

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And that introduces the two vital metrics we

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derive from all this. You have the true positive

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rate, which is your sensitivity, your probability

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of detection. Catching the bad thing. Right.

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Versus the false positive rate, your probability

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of a false alarm. And balancing those two is

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the absolute heart of any decision model. OK.

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So if we plot those two rates, true positives

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and false positives, on a graph, we get the visual

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map of this whole thing, right? The ROC space.

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Yes. Let's map that space out visually for everyone.

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So imagine a standard graph. Your y -axis, running

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vertically, is your true positive rate. So out

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of everyone who actually has the disease, what

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percentage did your test count? Exactly. That

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runs from 0 to 100 percent. Then your x -axis,

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running horizontally, is your false positive

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rate. Out of everyone who is completely healthy,

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what percentage did you accidentally diagnose

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as sick? Right. So the top left corner of that

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grat is the Holy Grail. Right. Coordinate 0 on

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the x -axis, 100 on the y -axis. Yep. That means

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zero false alarms, but 100 % of the sick patients

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caught. It's a perfect classification. But if

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you draw a diagonal line cutting straight from

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the bottom left corner to the top right corner,

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you've just mapped out that random coin flip

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we talked about. Right. Any purely random classifier,

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no matter the sample size, will just hug that

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diagonal line. It's literally called the line

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of no discrimination. Here's where it gets really

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interesting. I was looking at the contingency

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tables in the source material. showing different

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classifiers plotted in this space. Oh, yeah.

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And obviously, points above that diagonal line

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represent good results. They are performing better

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than random chance. Right. But there are points

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mapped below the diagonal line, which means the

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model is performing worse than random guessing,

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worse than a coin flip. It's so counter -intuitive.

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Right. Because at first glance, you'd throw that

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model in the trash. But mathematically, if predictor

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is consistently wrong, you don't throw it away.

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You just reverse all of its predictions. I secretly

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love this part of binary classification. It's

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amazing. If the algorithm says the email is spam,

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you just send it to the inbox. If it says it's

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safe, you send it to spam. Exactly. By doing

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the exact opposite, you flip it across the center

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point of the graph. You instantly turn a terrible

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predictor into a highly predictive useful tool.

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The math completely supports that. The distance

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from that diagonal line in either direction is

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the true indicator of how much predictive power

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a method has. That's just wild to me. But, you

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know, navigating the space isn't just about plotting

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one dot on a graph. A continuous output model,

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like a blood test or a machine learning probability

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score, gives you a sweeping curve. Right, the

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actual ROC curve. Yeah, and you navigate that

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curve by shifting what the source calls your

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threshold. Okay, let's use the source's example

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of blood protein levels to explain this. Good

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idea. So imagine people with a specific disease

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have an average blood protein level of 2 grams

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per deciliter, and healthy people average 1 gram

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per deciliter. But those are just averages. In

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reality, human biology is messy. Very messy.

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The populations are normally distributed, meaning

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their bell curves overlap. You have perfectly

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healthy people who naturally run a high protein

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level and sick people who have unusually low

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protein. As the doctor, you have to place a vertical

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line, your threshold, somewhere on that overlap.

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If you say anyone over 1 .5 grams is officially

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diseased, you'll catch a lot of sick people.

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But you'll also scoop up those healthy people

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whose levels just naturally ran a bit high. Exactly.

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Those are your false alarms. So if you want to

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avoid scaring healthy people, you might slide

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that threshold to the right. You say, we will

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only diagnose the disease if the level is above

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1 .8 grams. Right. You drastically reduce your

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false positives. But the inescapable trade off

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is that you increase your false negatives. You

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start missing sick people. And the shape of the

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ROC curve basically maps out every single possible

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trade -off you could make between those two overlapping

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bell curves. Exactly. It forces you to visualize

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the cost of your decisions. But human nature

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being what it is, we hate looking at complex,

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nuanced trade -offs. Oh, we avoid it at all costs.

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Right. If I'm an executive buying an AI tool,

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I don't want to analyze a curve. I want a single,

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easy -to -read grade. And that brings us to the

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AUC, the area under the curve. Right. The AUC

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is arguably the most commonly cited statistic

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when evaluating classification models. In probabilistic

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terms, it's the probability that a classifier

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will rank a randomly chosen positive instance

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higher than a randomly chosen negative one. OK.

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Let me push back on this because this feels like

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a massive pitfall. Oh, it absolutely is. Like,

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if I'm looking at a model and the vendor boasts

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was an incredibly high ROC AUC, say, 0 .9, I'd

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intuitively look at that and think, that's a

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90%. That is a solid A grade. Isn't a 0 .9 essentially

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an A? It sounds phenomenal, but the source material

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outlines several major criticisms of using AUC

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as a standalone metric. It's a huge trap. Why?

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Because a high AUC of 0 .9 might still correspond

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to surprisingly low values of precision in the

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real world, like a precision of 0 .2. Wait, let's

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define precision real quick so we don't get lost.

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Sure. Precision is just asking. Yeah. Of all

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the times the alarm actually rang, how many times

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was there a real fire? Exactly. So a precision

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of .2 means 80 % of your alarms are entirely

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false. How can the area under the curve be an

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A grade if the test precision is that useless?

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Because of how the AUC calculates total area,

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it includes the entire area under the curve across

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every conceivable threshold. Even the bad ones.

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Yes, including regions of the curve with low

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sensitivity and low specificity like below 0

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.5 that are practically useless in the real world.

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It's like grading a restaurant based on its entire

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20 -page menu. giving it five stars because the

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caviar is world class, even though everyone only

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orders the pizza, and the pizza's terrible. That

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is a perfect analogy. What's fascinating here

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is that summarizing a complex trade -off into

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a single number inherently loses vital information

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about how the algorithm actually behaves. Right.

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It bundles absolutely useless threshold data

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into your final grade. Exactly. It tells you

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about sensitivity, but it masks the precision

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almost entirely. Which is pretty alarming. If

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you're deploying a cancer screening tool based

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purely on an AUC score, thinking it's highly

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accurate. When in reality, it's just going to

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flood your hospital with false alarms. Wow. So

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because of these exact flaws, scientists and

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engineers have had to invent alternative ways

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to measure performance that focus on what actually

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matters. Yes. The ROC curve is foundational,

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but it is no longer the only tool in the shed.

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Let's walk through some of those alternatives

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mentioned in the source that fix the ROC curve's

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bland spots. First up is the TOC, or total operating

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characteristic. Right. So the primary flaw of

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the RSC curve is that it only provides ratios.

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OK. At a given threshold, it might tell you your

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hit rate is 0 .3 and your false alarm rate is

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0 .2. But ratios hide reality. What do you mean?

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Well, catching one out of two sick people is

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a 50 % rate. Catching 1 ,000 out of 2 ,000 sick

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people is also a 50 % rate. The RSC curve strips

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away the scale of your data. Oh, I see. But the

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TOC reveals the total information in the contingency

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table, right? Exactly. It shows you the actual

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absolute number of hits, misses, false alarms,

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and correct rejections for each threshold. That

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seems much more practical. Another one the source

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mentions is the DET graph, the detection error

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trade -off. Yes. This one plots the false negative

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rate against the false positive rate on nonlinear

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axes. I love the analogy for this one. They deliberately

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warp the axes to spend more visual real estate

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on the errors. Right. Stretching the axes solves

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a very practical visual problem. On a standard

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ROC curve, most of the graph is taken up by thresholds

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nobody cares about. Yeah, and this relates perfectly

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to how the automatic speaker recognition community

00:12:32.779 --> 00:12:35.899
uses it. Like if you're building Siri or Alexa,

00:12:36.480 --> 00:12:39.000
you're constantly balancing false alarms and

00:12:39.000 --> 00:12:41.220
missed detections. Exactly. If Siri goes off

00:12:41.220 --> 00:12:44.120
randomly during a quiet movie, it's highly annoying.

00:12:44.620 --> 00:12:46.899
But if Siri ignores your voice command when you're

00:12:46.899 --> 00:12:48.779
driving on the highway, it's actually dangerous.

00:12:49.120 --> 00:12:51.759
Right. So the DET graph zooms in on the exact

00:12:51.759 --> 00:12:54.159
region of interest where those specific false

00:12:54.159 --> 00:12:56.519
alarms happen, rather than wasting space on the

00:12:56.519 --> 00:12:58.320
parts of the graph nobody cares about. It's all

00:12:58.320 --> 00:13:00.519
about managing that annoyance to danger ratio.

00:13:00.820 --> 00:13:02.519
Exactly. Okay, there's one more alternative I

00:13:02.519 --> 00:13:06.259
want to hit. ZROC. Applying a standard Z -score

00:13:06.259 --> 00:13:08.440
to transform the curve into a straight line.

00:13:08.539 --> 00:13:11.100
Yes. If we connect this to the bigger picture,

00:13:11.440 --> 00:13:13.419
this shows how different industries have had

00:13:13.419 --> 00:13:15.940
to customize how they measure truth based on

00:13:15.940 --> 00:13:18.179
what kinds of errors they can tolerate. Right.

00:13:18.600 --> 00:13:21.820
And ZROC is heavily used in psychology, specifically

00:13:21.820 --> 00:13:24.850
memory strength theory tests. Exactly. When you

00:13:24.850 --> 00:13:27.110
test memory, you're plotting the strength of

00:13:27.110 --> 00:13:30.049
recognition. And if you apply a standard z -score,

00:13:30.169 --> 00:13:33.509
it transforms that bowed ROC curve into a straight

00:13:33.509 --> 00:13:35.610
line. Which is so cool. The source goes deep

00:13:35.610 --> 00:13:38.450
into testing subjects, with targets, objects

00:13:38.450 --> 00:13:41.129
they actually studied, and lures objects designed

00:13:41.129 --> 00:13:43.570
to trick them. Right. And this brings up the

00:13:43.570 --> 00:13:46.529
Janelina's model of amnesia. Oh, yeah. That blew

00:13:46.529 --> 00:13:49.370
my mind. It suggests human memory is two separate

00:13:49.370 --> 00:13:52.129
mechanisms. First, you have familiarity, which

00:13:52.129 --> 00:13:54.789
is just a vague feeling. It operates like a continuous

00:13:54.789 --> 00:13:57.590
bell curve. OK. Second, you have recollection,

00:13:57.750 --> 00:13:59.990
which is a discrete all or nothing process. You

00:13:59.990 --> 00:14:02.370
either objectively remember it or you don't.

00:14:02.590 --> 00:14:05.049
And mathematically, adding that discrete recollection

00:14:05.049 --> 00:14:09.029
process. bends the straight ZROC line, forcing

00:14:09.029 --> 00:14:11.870
it to become concave up. Yes. But for patients

00:14:11.870 --> 00:14:14.129
suffering from amnesia who have lost that discrete

00:14:14.129 --> 00:14:16.350
recollection ability, they only have the vague

00:14:16.350 --> 00:14:18.710
familiarity left. Exactly. And because of that

00:14:18.710 --> 00:14:21.570
physical change in the brain, their ZROC curve

00:14:21.570 --> 00:14:24.110
loses its concavity and reverts to a straight

00:14:24.110 --> 00:14:27.309
line. We are using a mathematical concept designed

00:14:27.309 --> 00:14:31.330
for WBII radar to literally map the geometric

00:14:31.330 --> 00:14:34.879
shape of human amnesia. That is just stunning.

00:14:35.059 --> 00:14:37.279
It really is an incredible evolution of applied

00:14:37.279 --> 00:14:39.960
statistics. So bringing it all back to you, the

00:14:39.960 --> 00:14:42.600
listener, whether you are reading a medical study,

00:14:42.860 --> 00:14:45.179
evaluating a business algorithm, or just reading

00:14:45.179 --> 00:14:48.279
a headline about a new AI. You now know that

00:14:48.279 --> 00:14:50.860
accuracy isn't a single magical number. Right.

00:14:50.860 --> 00:14:53.639
You are equipped to ask where the threshold is

00:14:53.639 --> 00:14:56.059
actually set and what kinds of false alarms are

00:14:56.059 --> 00:14:58.799
hiding under the curve. Exactly. But we do want

00:14:58.799 --> 00:15:01.519
to leave you with one final provocative concept

00:15:01.519 --> 00:15:04.590
to mull over. All right. Everything we've discussed

00:15:04.590 --> 00:15:07.190
today, yes or no, diseased or healthy, enemy

00:15:07.190 --> 00:15:10.029
plane or bird, has been about binary choices.

00:15:10.210 --> 00:15:12.190
Right, two options. But what happens when there

00:15:12.190 --> 00:15:15.350
are three, four, or fifty classes? Oh wow. The

00:15:15.350 --> 00:15:17.830
source notes that to use RSC for multiple classes,

00:15:17.909 --> 00:15:20.269
you have to move beyond a 2D graph entirely.

00:15:20.690 --> 00:15:22.950
You have to calculate the volume under surface,

00:15:23.149 --> 00:15:25.929
the VUS, of a multi -dimensional hyperspace.

00:15:25.990 --> 00:15:28.950
That sounds impossibly complicated. It is. Imagine

00:15:28.950 --> 00:15:32.190
how exponentially complex defining truth becomes

00:15:32.190 --> 00:15:35.110
when we step out of a binary world and try to

00:15:35.110 --> 00:15:38.009
map out the infinite overlapping thresholds of

00:15:38.009 --> 00:15:41.250
reality. That is a lot to think about. Next time

00:15:41.250 --> 00:15:42.769
I check my spam folder, I'm definitely going

00:15:42.769 --> 00:15:45.029
to be picturing a multi -dimensional hyperspace.

00:15:45.429 --> 00:15:48.129
As you should. Well, that wraps up our deep dive

00:15:48.129 --> 00:15:50.090
for today. Thanks for exploring the invisible

00:15:50.090 --> 00:15:50.789
math with us.
