Thread: AUC Metric
View Single Post
Old 06-09-2012, 04:57 AM
biopsi biopsi is offline
Join Date: Apr 2012
Posts: 17
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.

Reply With Quote