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Faster ROC-AUC

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Faster ROC-AUC

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12 Apr 2013 (Updated )

Fast calculation of AUC of an ROC for binary classification problems, written in C++.

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Description

AUC = fastAUC(labels,scores,posclass)

Calculates the Area under the ROC curve (AUC) for problems involving two distinct targets (i.e. binary classification problems). Main advantages of using this function are:

*speed
Written in C++, it performs much faster than perfcurve (Matlab statistics toolbox). On a benchmark of 20 million instances this function achieves a speed up factor of more than 100 with respect to perfcurve.

*independence
Works without needing to install the statistics toolbox.

Please send any questions, comments and/or suggestions by mail.

MATLAB release MATLAB 8.1 (R2013a)
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Comments and Ratings (2)
04 Aug 2014 Ryan Smith

Works as described. Thanks!

15 Apr 2013 David  
Updates
26 Apr 2013

Updated install file.

12 Jun 2013

Description

24 Jun 2013

Bugfix (abs).

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