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### Area under the curve score training/validation set

Lets say I have a very basic, binary classification problem and I use logistic regression. The logistic regression will give me a score (not a classification yet), between 0 and 1. I can use sklearn'...
380k views

### What does AUC stand for and what is it?

Searched high and low and have not been able to find out what AUC, as in related to prediction, stands for or means.
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### How to understand the mathematics of ROC/AUC in Wikipedia [duplicate]

Could someone help explain what happened in the red box? I'm struggling to figure out where the indicator function comes from in this calculation. Thank you~ wiki link
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### How to “draw” a ROC curve [duplicate]

I have read this question but it doesn't have any well-explained answer for this case: I understand the ROC curve in overall, but I'm looking for a step-to-step explanation in order to understand how ...
50 views

### AUC ROC and probabilistic interpretation

I can't solve the problem about the AUC ROC metric. Problem condition: on the answers (estimates) of the algorithm, objects of class 0 are distributed uniformly on the segment [0, 2/3], and answers of ...
8 views

### What is threshold in ROC curve? [duplicate]

Whenever I read about ROC, people say that it is graphical representation of True Positive Rate value and False Positive Rate at various threshold. Whenever I read in detail, people explain that ...
909 views

### AUC with incomplete ROC curve

I am doing an experiments where changing a parameter I am obtaining different number of FalsePositive, FalseNegative... and so on. I am using this parameter tuning as threshold tuning to obtain FPR ...
814 views

### Cox regression with lasso regression

Is it possible to perform lasso regression (glmnet with "cox") for variable selection and then conduct Cox regression using ...
4k views

### Meaning of model calibration

A previous post has discussed model discrimination very nicely. The post also briefly discussed calibration: "When evaluating a risk model, calibration is also very important. To examine this, ...
57 views

### Correct conditional expectation via logistic regression but terrible AUC

Suppose you have a binary random variable $Y$, and several other random variables $X_1,...,X_p$. Your goal is to "predict $Y$ using $X_1,...,X_p$." So, you go ahead and fit logistic regression, which ...
108 views

### How to interpret ROC curve? [duplicate]

I am currently doing a classification problem for classifying the functional class and non-functional class of peptidase cleavage site. The data on non-functional class (negative class) is highly ...
353 views

### Why does pROC roc work with non-probability predictions?

With the pROC package, I can do this: true <- c(1, 1, 1, 0) predicted <- c(0.5, 0.1, 0.6, 0.1) roc(true, predicted) which gives as expected: ...
415 views

### Different visualization of AUC than ROC curve

There are multiple interpretations of area under ROC curve. (e.g What does AUC stand for and what is it? ). We also know that AUC is closely related to rank correlation. Are there also different ways ...