Intermediate · Evaluation
AUC
Visual diagram · (in preparation) · Math · (in preparation) · Worked example · 3 difficulty levels.
TL;DR. Area Under the ROC Curve — a threshold-independent measure of classifier quality.
Technical Definition
Area Under the ROC Curve — a threshold-independent measure of classifier quality.
How it works
AUC ranges from 0.5 (random) to 1.0 (perfect) and equals the probability that a random positive example scores higher than a random negative one. Useful for comparing models, less useful for picking an operating point in production.
Related Concepts
- Precision & Recall — Complementary metrics measuring classifier accuracy on positive predictions (precision) and ability to find all positives (recall).
- Accuracy — The fraction of predictions a model gets correct on a labeled dataset.
- ROC Curve — A plot of true-positive rate against false-positive rate across all classification thresholds.