{"id":1584,"date":"2023-07-25T18:29:30","date_gmt":"2023-07-25T18:29:30","guid":{"rendered":"https:\/\/statorials.org\/ko\/%e1%84%8b%e1%85%a1%e1%84%82%e1%85%b5-r%e1%84%8b%e1%85%a6\/"},"modified":"2023-07-25T18:29:30","modified_gmt":"2023-07-25T18:29:30","slug":"%e1%84%8b%e1%85%a1%e1%84%82%e1%85%b5-r%e1%84%8b%e1%85%a6","status":"publish","type":"post","link":"https:\/\/statorials.org\/ko\/%e1%84%8b%e1%85%a1%e1%84%82%e1%85%b5-r%e1%84%8b%e1%85%a6\/","title":{"rendered":"R\uc5d0\uc11c auc(\uace1\uc120 \uc544\ub798 \uba74\uc801)\ub97c \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ko\/\u1105\u1169\u110c\u1175\u1109\u1173\u1110\u1175\u11a8-\u1112\u116c\u1100\u1171-1\/\" target=\"_blank\" rel=\"noopener noreferrer\">\ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0\ub294<\/a> \uc751\ub2f5 \ubcc0\uc218\uac00 \uc774\uc9c4\uc77c \ub54c \ud68c\uadc0 \ubaa8\ub378\uc744 \ub9de\ucd94\ub294 \ub370 \uc0ac\uc6a9\ud558\ub294 \ud1b5\uacc4 \ubc29\ubc95\uc785\ub2c8\ub2e4. \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378\uc774 \ub370\uc774\ud130 \uc138\ud2b8\uc5d0 \uc5bc\ub9c8\ub098 \uc798 \ub9de\ub294\uc9c0 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \ub2e4\uc74c \ub450 \uac00\uc9c0 \uce21\uc815\ud56d\ubaa9\uc744 \uc0b4\ud3b4\ubcfc \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>\ubbfc\uac10\ub3c4:<\/strong> \uacb0\uacfc\uac00 \uc2e4\uc81c\ub85c \uae0d\uc815\uc801\uc77c \ub54c \ubaa8\ub378\uc774 \uad00\ucc30\uc5d0 \ub300\ud55c \uae0d\uc815\uc801\uc778 \uacb0\uacfc\ub97c \uc608\uce21\ud560 \ud655\ub960\uc785\ub2c8\ub2e4. \uc774\ub97c &#8216;\uc9c4\uc591\uc131\ub960&#8217;\uc774\ub77c\uace0\ub3c4 \ud569\ub2c8\ub2e4.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\ud2b9\uc774\uc131:<\/strong> \uacb0\uacfc\uac00 \uc2e4\uc81c\ub85c \ubd80\uc815\uc801\uc77c \ub54c \ubaa8\ub378\uc774 \uad00\ucc30\uc5d0 \ub300\ud574 \ubd80\uc815\uc801\uc778 \uacb0\uacfc\ub97c \uc608\uce21\ud560 \ud655\ub960\uc785\ub2c8\ub2e4. \uc774\ub97c &#8216;\uc9c4\uc74c\uc131\ub960&#8217;\uc774\ub77c\uace0\ub3c4 \ud569\ub2c8\ub2e4.<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\uc774 \ub450 \uac00\uc9c0 \uce21\uc815\uac12\uc744 \uc2dc\uac01\ud654\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 &#8220;\uc218\uc2e0\uae30 \uc791\ub3d9 \ud2b9\uc131&#8221; \uace1\uc120\uc744 \ub098\ud0c0\ub0b4\ub294 <strong>ROC \uace1\uc120\uc744<\/strong> \ub9cc\ub4dc\ub294 \uac83\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">y\ucd95\uc744 \ub530\ub77c \ubbfc\uac10\ub3c4\ub97c, x\ucd95\uc744 \ub530\ub77c (1 \u2013 \ud2b9\uc774\ub3c4)\ub97c \ud45c\uc2dc\ud558\ub294 \uadf8\ub798\ud504\uc785\ub2c8\ub2e4. \ub370\uc774\ud130 \ubd84\ub958\uc5d0\uc11c \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378\uc758 \ud6a8\uc728\uc131\uc744 \uc815\ub7c9\ud654\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 &#8220;\uace1\uc120 \uc544\ub798 \uc601\uc5ed&#8221;\uc744 \uc758\ubbf8\ud558\ub294 <strong>AUC\ub97c<\/strong> \uacc4\uc0b0\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">AUC\uac00 1\uc5d0 \uac00\uae4c\uc6b8\uc218\ub85d \ubaa8\ub378\uc774 \ub354 \uc88b\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ub2e8\uacc4\ubcc4 \uc608\uc5d0\uc11c\ub294 R\uc5d0\uc11c \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378\uc5d0 \ub300\ud55c AUC\ub97c \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>1\ub2e8\uacc4: \ub370\uc774\ud130 \ub85c\ub4dc<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\uba3c\uc800 <strong>ISLR<\/strong> \ud328\ud0a4\uc9c0\uc5d0\uc11c <strong>\uae30\ubcf8<\/strong> \ub370\uc774\ud130 \uc138\ud2b8\ub97c \ub85c\ub4dc\ud569\ub2c8\ub2e4. \uc5ec\uae30\uc5d0\ub294 \ub2e4\uc591\ud55c \uc0ac\ub78c\ub4e4\uc774 \ub300\ucd9c\uc744 \ubd88\uc774\ud589\ud588\ub294\uc9c0 \uc5ec\ubd80\uc5d0 \ub300\ud55c \uc815\ubcf4\uac00 \ud3ec\ud568\ub418\uc5b4 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load dataset\n<\/span>data &lt;- ISLR::Default\n\n<span style=\"color: #008080;\">#view first six rows of dataset\n<\/span>head(data)\n\n  default student balance income\n1 No No 729.5265 44361.625\n2 No Yes 817.1804 12106.135\n3 No No 1073.5492 31767.139\n4 No No 529.2506 35704.494\n5 No No 785.6559 38463.496\n6 No Yes 919.5885 7491.559\n<\/strong><\/pre>\n<h3> <span style=\"color: #000000;\"><strong>2\ub2e8\uacc4: \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378 \uc801\ud569<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c\uc73c\ub85c, \uac1c\uc778\uc774 \ucc44\ubb34\ub97c \ubd88\uc774\ud589\ud560 \ud655\ub960\uc744 \uc608\uce21\ud558\uae30 \uc704\ud574 \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378\uc744 \uc801\uc6a9\ud558\uaca0\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible\n<\/span>set. <span style=\"color: #3366ff;\">seeds<\/span> (1)\n\n<span style=\"color: #008080;\">#Use 70% of dataset as training set and remaining 30% as testing set\n<\/span>sample &lt;- sample(c(TRUE, FALSE), nrow(data), replace= <span style=\"color: #008000;\">TRUE<\/span> , prob=c(0.7,0.3))\ntrain &lt;- data[sample, ]\ntest &lt;- data[!sample, ] \n\n<span style=\"color: #008080;\">#fit logistic regression model\n<\/span>model &lt;- glm(default~student+balance+income, family=\" <span style=\"color: #008000;\">binomial<\/span> \", data=train)<\/strong><\/pre>\n<h3> <span style=\"color: #000000;\"><strong>3\ub2e8\uacc4: \ubaa8\ub378 AUC \uacc4\uc0b0<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c\uc73c\ub85c <strong>pROC<\/strong> \ud328\ud0a4\uc9c0\uc758 <strong>auc()<\/strong> \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\uc5ec \ubaa8\ub378\uc758 AUC\ub97c \uacc4\uc0b0\ud569\ub2c8\ub2e4. \uc774 \ud568\uc218\ub294 \ub2e4\uc74c \uad6c\ubb38\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <strong><span style=\"color: #000000;\">\uc5c6\uc74c(\uc751\ub2f5, \uc608\uce21)<\/span><\/strong><\/p>\n<p> <span style=\"color: #000000;\">\uc608\uc81c\uc5d0\uc11c \uc774 \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\ub294 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#calculate probability of default for each individual in test dataset\n<\/span>predicted &lt;- predict(model, test, type=\" <span style=\"color: #008000;\">response<\/span> \")\n\n<span style=\"color: #008080;\">#calculate AUC\n<\/span><span style=\"color: #993300;\">library<\/span> (pROC)\nauc(test$default, predicted)\n\nSetting levels: control = No, case = Yes\nSetting direction: controls &lt; boxes\nArea under the curve: 0.9437\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\ubaa8\ub378\uc758 AUC\ub294 <strong>0.9437<\/strong> \ub85c \ub098\ud0c0\ub0ac\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \uac12\uc740 1\uc5d0 \uac00\uae4c\uc6b0\ubbc0\ub85c \ubaa8\ub378\uc774 \uac1c\uc778\uc758 \ub300\ucd9c \ubd88\uc774\ud589 \uc5ec\ubd80\ub97c \ub9e4\uc6b0 \uc798 \uc608\uce21\ud558\uace0 \uc788\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0\ub294 \uc751\ub2f5 \ubcc0\uc218\uac00 \uc774\uc9c4\uc77c \ub54c \ud68c\uadc0 \ubaa8\ub378\uc744 \ub9de\ucd94\ub294 \ub370 \uc0ac\uc6a9\ud558\ub294 \ud1b5\uacc4 \ubc29\ubc95\uc785\ub2c8\ub2e4. \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0 \ubaa8\ub378\uc774 \ub370\uc774\ud130 \uc138\ud2b8\uc5d0 \uc5bc\ub9c8\ub098 \uc798 \ub9de\ub294\uc9c0 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \ub2e4\uc74c \ub450 \uac00\uc9c0 \uce21\uc815\ud56d\ubaa9\uc744 \uc0b4\ud3b4\ubcfc \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ubbfc\uac10\ub3c4: \uacb0\uacfc\uac00 \uc2e4\uc81c\ub85c \uae0d\uc815\uc801\uc77c \ub54c \ubaa8\ub378\uc774 \uad00\ucc30\uc5d0 \ub300\ud55c \uae0d\uc815\uc801\uc778 \uacb0\uacfc\ub97c \uc608\uce21\ud560 \ud655\ub960\uc785\ub2c8\ub2e4. \uc774\ub97c &#8216;\uc9c4\uc591\uc131\ub960&#8217;\uc774\ub77c\uace0\ub3c4 \ud569\ub2c8\ub2e4. \ud2b9\uc774\uc131: \uacb0\uacfc\uac00 \uc2e4\uc81c\ub85c \ubd80\uc815\uc801\uc77c \ub54c \ubaa8\ub378\uc774 \uad00\ucc30\uc5d0 \ub300\ud574 \ubd80\uc815\uc801\uc778 \uacb0\uacfc\ub97c [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[20],"tags":[],"class_list":["post-1584","post","type-post","status-publish","format-standard","hentry","category-20"],"yoast_head":"<!-- This site is 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