Area under the curve (AUC)

Machine Learning with caret in R

Zach Mayer

Data Scientist at DataRobot and co-author of caret

From ROC to AUC

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Machine Learning with caret in R

Defining AUC

  • Single-number summary of model accuracy
  • Summarizes performance across all thresholds
  • Rank different models within the same dataset
Machine Learning with caret in R

Defining AUC

  • Ranges from 0 to 1
    • 0.5 = random guessing
    • 1 = model always right
    • 0 = model always wrong
  • Rule of thumb: AUC as a letter grade
    • 0.9 = "A"
    • 0.8 = "B"
    • ...
Machine Learning with caret in R

Let's practice!

Machine Learning with caret in R

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