An intuition for AUC and Harrell’s C

An Intuition for AUC and Harrell’s C

A graphical approach

Everyone venturing into the realm of machine learning or predictive modeling comes across the concept of model performance testing. Textbooks usually differ only in what the reader learns first: regression with its MSE (mean standard error) or classification with a plethora of performance indicators, like accuracy, sensitivity, or precision, to name a few. While the letter can be calculated as a simple fraction of correct/incorrect predictions and …

data science model-performance statistics survival-analysis