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Approximates the AUC (Area under the curve) of the ROC or PR curves.

Inherits From: Metric, Layer, Module

Used in the notebooks

Used in the tutorials

The AUC (Area under the curve) of the ROC (Receiver operating characteristic; default) or PR (Precision Recall) curves are quality measures of binary classifiers. Unlike the accuracy, and like cross-entropy losses, ROC-AUC and PR-AUC evaluate all the operational points of a model.

This class approximates AUCs using a Riemann sum. During the metric accumulation phrase, predictions are accumulated within predefined buckets by value. The AUC is then computed by interpolating per-bucket averages. These buckets define the evaluated operational points.

This metric creates four local variables, true_positives, true_negatives, false_positives and false_negatives that are used to compute the AUC. To discretize the AUC curve, a linearly spaced set of thresholds is used to compute pairs of recall and precision values. The area under the ROC-curve is therefore computed using the height of the recall values by the false positive rate, while the area under the PR-curve is the computed using the height of the precision values by the recall.

This value is ultimately returned as auc, an idempotent operation that computes the area under a discretized curve of precision versus recall values (computed using the aforementioned variables). The num_thresholds variable controls the degree of discretization with larger numbers of thresholds more closely approximating the true AUC. The quality of the approximation may vary dramatically depending on num_thresholds. The thresholds parameter can be used to manually specify thresholds which split the predictions more evenly.

For a best approximation of the real AUC, predictions should be distributed approximately uniformly in the range 0, 1. The quality of the AUC approximation may be poor if this is not the case. Setting summation_method to 'minoring' or 'majoring' can help quantify the error in the approximation by providing lower or upper bound estimate of the AUC.

If sample_weight is None, weights default to 1. Use sample_weight of 0 to mask values.

num_thresholds (Optional) Defaults to 200. The number of thresholds to use when discretizing the roc curve. Values must be > 1.
curve (Optional) Specifies the name of the curve to be computed, 'ROC' [default] or 'PR' for the Precision-Recall-curve.
summation_method (Optional) Specifies the Riemann summation method used. 'interpolation' (default) applies mid-point summation scheme for ROC. For PR-AUC, interpolates (true/false) positives but not the ratio that is precision (see Davis & Goadrich 2006 for details); 'minoring' applies left summation for increasing intervals and right summation for decreasing intervals; 'majoring' does the opposite.
name (Optional) string name of the metric instance.
dtype (Optional) data type of the metric result.
thresholds (Optional) A list of floating point values to use as the thresholds for discretizing the curve. If set, the num_thresholds parameter is ignored. Values should be in [0, 1]. Endpoint thresholds equal to {-epsilon, 1+epsilon} for a small positive epsilon value will be automatically included with these to correctly handle predictions equal to exactly 0 or 1.
multi_label boolean indicating whether multilabel data should be treated as such, wherein AUC is computed separately for each label and then averaged across labels, or (wh