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:
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.
Works without needing to install the statistics toolbox.
Please send any questions, comments and/or suggestions by mail.
Enric Junque de Fortuny (2021). Faster ROC-AUC (https://www.mathworks.com/matlabcentral/fileexchange/41258-faster-roc-auc), MATLAB Central File Exchange. Retrieved .
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