Module smartcore::metrics::auc

Computes Area Under the Receiver Operating Characteristic Curve (ROC AUC) from prediction scores.

Area Under the Receiver Operating Characteristic Curve (ROC AUC)

Computes the area under the receiver operating characteristic (ROC) curve that is equal to the probability that a classifier will rank a randomly chosen positive instance higher than a randomly chosen negative one.

SmartCore calculates ROC AUC from Wilcoxon or Mann-Whitney U test.

Example:

use smartcore::metrics::auc::AUC;

let y_true: Vec<f64> = vec![0., 0., 1., 1.];
let y_pred: Vec<f64> = vec![0.1, 0.4, 0.35, 0.8];

let score1: f64 = AUC {}.get_score(&y_true, &y_pred);

References:

• "Areas beneath the relative operating characteristics (ROC) and relative operating levels (ROL) curves: Statistical significance and interpretation", Mason S. J., Graham N. E.
• Wikipedia article on ROC AUC
• "The ROC-AUC and the Mann-Whitney U-test", Haupt, J.

Structs

AUC	Area Under the Receiver Operating Characteristic Curve (ROC AUC)