What is AUC (Area under the ROC curve)

AUC, or Area Under the Receiver Operating Characteristic Curve, is a commonly used metric for evaluating the performance of machine learning models. AUC is a measure of how accurately a model is able to discriminate between two classes. It is used to evaluate the performance of a binary classifier, i.e. a model that can classify data points into two categories.

The AUC metric is calculated by plotting the Receiver Operating Characteristic (ROC) curve, which plots the true positive rate (TPR) against the false positive rate (FPR). The true positive rate is the proportion of positive examples that are correctly classified as positive, while the false positive rate is the proportion of negative examples that are incorrectly classified as positive.

The ROC curve is a useful tool for visualizing the performance of a model, as it provides a way to compare different models or different parameter settings for the same model. The AUC is the area under the ROC curve, and is used to summarize the performance of the model in a single number. A higher AUC value indicates that the model is better at discriminating between the two classes.

In addition to being a useful metric for evaluating machine learning models, the AUC can also be used to compare different models or different parameter settings for the same model. By plotting the ROC curves for different models or different parameter settings, it is possible to quickly compare the performance of the different models and identify the best performing model.

Overall, AUC is a useful metric for evaluating the performance of machine learning models. It is a single number that summarizes the performance of a model, and can be used to compare different models or different parameter settings for the same model.