0
$\begingroup$

Is there a formular to calculate or approximate the observation contribution to AUC? Example based on the interpretation from wikipedia:

When using normalized units, the area under the curve (often referred to as simply the AUC) is equal to the probability that a classifier will rank a randomly chosen positive instance higher than a randomly chosen negative one (assuming 'positive' ranks higher than 'negative')

$\endgroup$
1
$\begingroup$

This is not possible. The $c$-index of concordance, which reduces to AUROC in the binary $Y$ case, is a $U$-statistic whose kernel is a pair of observations. It has no meaning for an individual observation.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.