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What does ROC-AUC really measure, and what's a good value?

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Answer

  • AUC is the probability that a random positive example is scored higher than a random negative example (equivalent to the Mann-Whitney U statistic normalized). 0.5 = random; 1.0 = perfect ranking.
  • Rules of thumb: 0.7 acceptable, 0.8 good, 0.9+ excellent.
  • Beware: an AUC in isolation says nothing about calibration or the actual decision threshold — a classifier can have high AUC and still make horrible probability estimates.
Check yourself — multiple choice
  • AUC measures accuracy
  • P(positive score > negative score); ranking metric, threshold-independent
  • AUC is the same as F1
  • AUC only depends on the majority class

AUC = ranking probability. Threshold-independent; says nothing about calibration.

#metrics#classification

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