Area under ROC

Area under receiver operating characteristic curve gives the area under recall and false positive rate curve. It calculates the sensitivity against the fallout rate.

Area under ROC at a glance

  • Description: Area under recall and false positive rate curve
  • Default thresholds: Lower limit = 80%
  • Default recommendation:
    • Upward trend: An upward trend indicates that the metric is improving. This means that model retraining is effective.
    • Downward trend: A downward trend indicates that the metric is deteriorating. Feedback data is becoming significantly different than the training data.
    • Erratic or irregular variation: An erratic or irregular variation indicates that the feedback data is not consistent between evaluations. Increase the minimum sample size for the Quality monitor.
  • Problem type: Binary classification
  • Chart values: Last value in the time frame
  • Metrics details available: Confusion matrix

Do the math

The Area under ROC is plotted parametrically as the True positive rate versus the False positive rate withe respect to a threshold T.