The area under the ROC curve (AUROC), calculated using the Mann-Whitney U-test. The curve is constructed by shifting the threshold for a positive prediction from 0 to 1, yielding a series of true positive rates (TPR) and false positive rates (FPR), from which a step-wise ROC curve can be constructed. See http://en.wikipedia.org/wiki/Receiver_operating_characteristic Note that this is different from the Area Under the ROC Convex Hull (ROC AUCH). AUROC is defined only for a specific class value, and should thus be labeled with the class value for which is was computed. Use the mean_weighted_area_under_roc_curve for the weighted average over all class values.
See WEKA's ThresholdCurve class.
|Optimization||Higher is better|