Evaluation Metrics II

This lesson discusses the AUC-ROC curve and provides an example.

3. AUC-ROC curve

AUC (area under the curve) - ROC (receiver operating characteristics) curve is a performance measurement for a classification model at various classification threshold settings. Basically, it is a probability curve that tells us how well the model is capable of distinguishing between classes. The higher the AUC value of our probability curve, the better the model is at predicting zeros as zeros and ones ...