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AUC

AUC stands for Area Under the Curve. In statistics and machine learning, it most often refers to the Area Under the Receiver Operating Characteristic Curve (ROC AUC), a metric for evaluating binary classifiers. The term can also denote the area under other curves, such as precision-recall curves, or, in pharmacokinetics, a measure of drug exposure over time.

The ROC curve plots the true positive rate against the false positive rate across thresholds. The ROC

In multiclass problems, AUC can be extended with one-versus-rest schemes and averaged (micro or macro). AUC-ROC

Limitations include that AUC summarizes ranking quality rather than probability calibration. Two models can have the

AUC
is
the
area
under
this
curve,
ranging
from
0
to
1.
A
value
near
0.5
indicates
no
discriminative
ability;
near
1
indicates
perfect
discrimination.
Conceptually,
it
is
the
probability
that
a
randomly
chosen
positive
instance
receives
a
higher
score
than
a
randomly
chosen
negative
one,
and
it
is
invariant
to
monotonic
transformations
of
the
scores.
is
relatively
robust
to
class
prevalence,
but
in
highly
imbalanced
datasets
the
area
under
the
precision-recall
curve
(AUC-PR)
may
be
more
informative
for
the
positive
class.
same
AUC
but
differ
in
calibration
or
risk
stratification.
Confidence
intervals
can
be
obtained
by
bootstrapping,
and
AUC
is
often
supplemented
by
other
metrics
such
as
Brier
score
or
AUC-PR
for
a
fuller
evaluation.