A critical analysis of variants of the AUC

摘要

The area under the ROC curve, or AUC, has been widely used to assess the ranking performance of binary scoring classifiers. Given a sample, the metric considers the ordering of positive and negative instances, i.e., the sign of the corresponding score differences. From a model evaluation and selection point of view, it may appear unreasonable to ignore the absolute value of these differences. For this reason, several variants of the AUC metric that take score differences into account have recently been proposed. In this paper, we present a unified framework for these metrics and provide a formal analysis. We conjecture that, despite their intuitive appeal, actually none of the variants is effective, at least with regard to model evaluation and selection. An extensive empirical analysis corroborates this conjecture. Our findings also shed light on recent research dealing with the construction of AUC-optimizing classifiers.