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
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