Thread: AUC Metric
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Old 06-11-2012, 03:11 PM
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htlin htlin is offline
Join Date: Aug 2009
Location: Taipei, Taiwan
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Default Re: AUC Metric

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?

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 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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