Computes the approximate AUC (Area under the curve) via a Riemann sum.

Inherits From: Metric

Used in the notebooks

Used in the tutorials

This metric creates four local variables, true_positives, true_negatives, false_positives and false_negatives that are used to compute the AUC. To discretize the AUC curve, a linearly spaced set of thresholds is used to compute pairs of recall and precision values. The area under the ROC-curve is therefore computed using the height of the recall values by the false positive rate, while the area under the PR-curve is the computed using the height of the precision values by the recall.

This value is ultimately returned as auc, an idempotent operation that computes the area under a discretized curve of precision versus recall values (computed using the aforementioned variables). The num_thresholds variable controls the degree of discretization with larger numbers of thresholds more closely approximating the true AUC. The quality of the approximation may vary dramatically depending on num_thresholds. The thresholds parameter can be used to manually specify thresholds which split the predictions more evenly.

For best results, predictions should be distributed approximately uniformly in the range [0, 1] and not peaked around 0 or 1. The quality of the AUC approximation may be poor if this is not the case. Setting summation_method to 'minoring' or 'majoring' can help quantify the error in the approximation by providing lower or upper bound estimate of the AUC.

If sample_weight is None, weights default to 1. Use sample_weight of 0 to mask values.

num_thresholds (Optional) Defaults to 200. The number of thresholds to use when discretizing the roc curve. Values must be > 1.
curve (Optional) Specifies the name of the curve to be computed, 'ROC' [default] or 'PR' for the Precision-Recall-curve.
summation_method (Optional) Specifies the Riemann summation method