Nothing
knitr::opts_chunk$set(echo = TRUE, eval=FALSE)
Fast and lightweight computation of AUC metric for the binary case (1 positive and 0 negative) is offered by lightAUC package. The algorithm used is a fast implementation from algorithm of Fawcett (2006).
# Create some data probs <- c(1, 0.4, 0.8) actuals <- c(0, 0, 1) lightAUC(probs, actuals)
## 0.5
For parallel calculations use:
# E.g. 2 cores (you can use cores = parallel::detectCores() for your case) probs <- c(1, 0.4, 0.8) actuals <- c(0, 0, 1) lightAUC(probs, actuals, parallel = TRUE, cores = 2)
## 0.5
Fawcett, T. (2006). An introduction to ROC analysis.
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