Efficient AUC Calcuation

Asked Aug 29 '16 at 00:43

Active Aug 29 '16 at 00:43

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I have to calculate the average AUC over several million AUCs and was researching on whether there is a more efficient way to do it that doesn't involve sorting. Even an approximation of the individual AUCs would be reasonable assuming that it could improve the speed. Each AUC calculation could involve over 30,000 truth/prediction pairs.

asked Aug 29 '16 at 00:43

slaw

2

How are these several million AUCs related? – Franck Dernoncourt Aug 29 '16 at 01:22
They are independent samples. I know I could parallelize using a larger machine but I want to find algorithmic improvements first. – slaw Aug 29 '16 at 11:29

Efficient AUC Calcuation

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