More on ROC/AUC
Win-Vector Blog 2013-03-15
Summary:
A bit more on the ROC/AUC The receiver operating characteristic curve (or ROC) is one of the standard methods to evaluate a scoring system. Nina Zumel has described its application, but we would like to emphasize out some additional details. In my opinion while the ROC is a useful tool, the “area under the curve” [...]