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ML fundamentalsIntermediateML-20

A binary classifier has a ROC-AUC of 0.5. What does that mean?

Options

  1. Its accuracy is always exactly 50%
  2. Half of its predictions are wrong
  3. Its probabilities are perfectly calibrated
  4. It ranks examples no better than chance: a random positive scores above a random negative half of the time (Correct option)

Answer

It ranks examples no better than chance: a random positive scores above a random negative half of the time

Why

ROC-AUC is the probability that the model gives a higher score to a random positive than to a random negative. 0.5 is a coin flip, 1.0 is a perfect ranking, and below 0.5 the ranking is inverted.

Accuracy depends on the threshold and the class balance, so an AUC of 0.5 does not fix it at 50%.

AUC says nothing about calibration.

Remember

AUC 0.5 = random ranking.

Key terms

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