Thursday, April 4, 2019

area under curve (AUC) simple explanation

Best explanation I have found is here:
https://www.coursera.org/learn/competitive-data-science/lecture/EhJzY/classification-metrics-review

1) Area under curve
For every threshold plot number of TPs on y-axis and FPs on x-axis. If
dataset can be clearly separated by a threshold then the AUC will be
1(max value).

2) Pair ordering
Consider all possible pairs such that one item is TP and another is
FP. AUC is the probability that the FP is ranked higher than TP (so
that threshold puts TPs on the left and FPs on the right).

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