ROC for KNN (Predictive Modeling) in JMP PRo

[#1]

Dear folks! 

I wonder, there is no option in KNN (K-Nearest Neighbors) for ROC. For instance, other predictive models have this option to display and it can be selected/deselected in "Preferences". 

I would be very thankful for some code/add-in to generate ROC with identification of AUC for any model or for KNN, in particular. It could be useful for all users who deal with the JMP Pro platform for predictive modeling. 

Thanks!

 

[#2 · Accepted solution]

Unfortunately, I do not believe that this is possible. In order to generate an ROC curve, you need to have a model that gives the probabilities of group membership. The KNN approach does not provide probabilities of group membership.

[#3]

Thanks! It is a pity.