AUC Metric
 

Can you comment on using the AUC metric for assessing the quality of a classifier?

Is this the best metric for assessing classifiers?
What is the mathematical basis for AUC?

Thanks!

Re: AUC Metric
 

There is no such thing as "best", actually there is a jungle of validation metrics and curves out there which all have their merit.

What is often also used is the F1 score (+precision-recall-curves) aside from AUC and ROC. it's problem-dependent, ROC has the advantage/disadvantage of being invariant to class skew. The AUC can be directly computed using the Mann Whitney U statistic.

hth

Re: AUC Metric
 

The AUC can roughly be described as measuring the overall trade-off between false-positive and false-negative in binary classification.

Mathematically, the AUC is also equivalent to measuring the pairwise ranking accuracy introduced from the (decision value of the) classifier.

This paper http://www.icml-2011.org/papers/567_icmlpaper.pdf is a pretty recent study on the connection between AUC and other metrics (such as the usual 0/1 error).

Hope this helps.

Re: AUC Metric
 

The link to the paper is not valid. Please fix it.

Re: AUC Metric
 

Fixed.