I am trying to calculate the ROC AUC for a dataset where I can't fit predictions and labels in memory (10s/100s billions of samples). Is there a way to calculate the AUC in a distributed way or at least to approximate it?
I know that to calculate the AUC you need to analyse all the possible threshold to calculate the FPR and TPR rates and calculate the area under that curve.
Is there a way to do in a distributed fashion? The only thing I can think of is to calculate the AUC for different batches and then average the different AUCs.