AUC – ROC Curve
In classification, there are many different evaluation metrics. The most popular is accuracy, which measures how often the model is correct. This is a great metric because it is easy to understand and getting the most correct guesses is often desired. There are some cases where you might consider using another evaluation metric.
Another common metric is AUC, area under the receiver operating characteristic (ROC) curve. The Reciever operating characteristic curve plots the true positive (TP) rate versus the false positive (FP) rate at different classification thresholds. The thresholds are different probability cutoffs that separate the two classes in binary classification. It uses probability to tell us how well a model separates the classes. Continue reading Machine Learning – AUC – ROC Curve