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Old 06-05-2012, 05:41 AM
dbl001 dbl001 is offline
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Default AUC Metric

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!
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  #2  
Old 06-09-2012, 05:57 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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Old 06-11-2012, 04:11 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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Old 07-10-2012, 09:35 AM
CBrauer CBrauer is offline
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Default Re: AUC Metric

The link to the paper is not valid. Please fix it.
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Old 07-10-2012, 10:17 AM
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Default Re: AUC Metric

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Originally Posted by CBrauer View Post
The link to the paper is not valid. Please fix it.
Fixed.
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