Thread: AUC Metric
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Old 06-11-2012, 03:11 PM
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htlin htlin is offline
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Default Re: AUC Metric

Quote:
Originally Posted by dbl001 View Post
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!
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.
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