Recently Microsoft Data Scientist Bob Horton wrote a very nice article on ROC plots. We expand on this a bit and discuss some of the issues in computing “area under the curve” (AUC).
A bit more on the ROC/AUC The issue 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 I would like to call out some additional details. In my opinion while the ROC is a […]