Module smartcore::metrics::auc

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;
use smartcore::metrics::Metrics;

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::new().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)