ROC-AUC Metric
What is ROC-AUC?
ROC-AUC (Receiver Operating Characteristic - Area Under Curve) measures a classifier's ability to distinguish between classes across all possible classification thresholds.
Components
ROC Curve
- Plots True Positive Rate (Recall) vs. False Positive Rate
- Shows trade-off between sensitivity and specificity
AUC (Area Under Curve)
- Single number summarizing the ROC curve
- Range: 0.5 (random) to 1.0 (perfect)
Interpretation
- 0.5: No better than random guessing
- 0.7-0.8: Acceptable discrimination
- 0.8-0.9: Excellent discrimination
- >0.9: Outstanding discrimination
When to Use
- Binary classification problems
- When you want threshold-independent evaluation
- Comparing multiple classifiers
Related Terms
- Precision: Positive predictive value
- Recall: True positive rate
- F1 Score: Harmonic mean of precision/recall