Thread: AUC Metric
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Old 06-09-2012, 04:57 AM
biopsi biopsi is offline
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Default 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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