In determining how well a model is performing, the AUC is an essential metric. Could you explain the process of calculating the AUC for a model?

Question

Anonymous · Accepted Answer

1. 1. Get the probability scores for all data points

2. 2. Calculate TPR, FPR accross many thresholds, ranging from 1 to 0

3. 3. Plot the ROC curve, each threshold gives you a point (FPR, TPR). Plot all
    these points with FPR on x_axis and TPR on y_axis

4. 4. Calculate the area under the curve