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Search options not deleted user 109699

AUC stands for the Area Under the Curve and usually refers to the area under the receiver operating characteristic (ROC) curve.

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Appropriate way to get Cross Validated AUC

What is the correct way to get the cross-validated AUC : 1) Train the model using k-1 folds and predict on the kth fold. Calculate the AUC and repeat until all folds served as test set. … This will give at the end k AUC values, which we average to get the cross-validated AUC. 2) Train the model using k-1 folds and predict on the kth fold. Save the predictions. …
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