How to Plot ROC Curve in R

The Receiver Operating Characteristic (ROC) curve is a graphical plot for evaluating the performance of binary classification models such as logistic regression, support vector machines, etc.

ROC curve visualizes the trade-off between sensitivity (true positive rate) and specificity (false positive rate) for all possible threshold values.

A model with good predictability will have ROC curve that extends towards the upper-left corner of the plot (high true positive rate and low false positive rate). A perfect prediction model will have an ROC curve with true positive rate (TPR) = 1 and false positive rate (FPR) = 0.

In R, the ROC curve can be plotted using the roc_curve() function from the yardstick package.

Let’s take the example of the logistic regression to plot the ROC curve in R

Fit the logistic regression model using the sample breast cancer dataset. This dataset contains the four features and the response (whether the patient is cancerous or healthy).

# load data
train_df <- read.csv("https://reneshbedre.github.io/assets/posts/logit/breast_cancer_sample.csv")

# view first few rows
# diagnosis is a target variable with two levels with cancer (1) or healthy (0) patients
 Age      BMI Glucose Insulin diagnosis
1  48 23.50000      70   2.707         0
2  83 20.69049      92   3.115         0

# fit logistic regression model
fit = glm(diagnosis ~ Age + BMI + Glucose + Insulin, family = binomial(), data = train_df)

Perform the prediction on test dataset using the fitted model,

# load test dataset
test_df <- read.csv("https://reneshbedre.github.io/assets/posts/logit/breast_cancer_sample_test.csv")

# view first few rows
head(test_df, 2)
  Age   BMI Glucose Insulin diagnosis
1  75 23.00      83   4.952         0
2  34 21.47      78   3.469         0

# perform prediction
pred_probs <- predict(fit, test_df, type = "response") 

Plot the ROC curve,

# load packages 
library(yardstick)
library(ggplot2)
library(dplyr)

# create a data frame of truth value and predicted probabilities
roc_df <- data.frame(test_df$diagnosis, pred_probs)
colnames(roc_df) <- c("truth", "pred_probs")
roc_df$truth <- as.factor(roc_df$truth)

# plot ROC
roc_curve(roc_df, truth, pred_probs, event_level = "second") %>% 
    ggplot(aes(x = 1 - specificity, y = sensitivity)) +
    geom_path() +
    geom_abline(lty = 5, col = "red") + 
    coord_equal() +
    xlab("False Positive Rate (1 - specificity)") + 
    ylab("True Positive Rate (sensitivity)") +
    ggtitle("ROC Curve for binary logistic regression") +
    theme_bw()

Note: In roc_curve(), the event_level describes the event of interest in the target variable (diagnosis). By default, it uses the first level as an event of interest.

Related: Calculate AUC in R

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