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