Area Under the ROC Curve
Revision as of 12:22, 6 June 2011 by Zeno Gantner (talk | contribs)
The area under the ROC curve (AUC) is a measure for ranking quality.
In recommender systems, we are often interested in how well method can rank a given set of items. The best possible value is 1, and any non-random ranking that makes sense would have an AUC > 0.5.
AUC does not give a higher weight to items higher up in the ranking. Some measures that put more weight on higher-ranking items are normalized discounted cumulative gain (NDCG) and mean average precision (MAP).
External links
- Wikipedia: Receiver operating characteristic
- C# implementation of AUC evaluation (part of the MyMediaLite library)
