Add auc_u_test to performance_metrics.py#128
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kathyxchen merged 3 commits intoFunctionLab:masterfrom Dec 2, 2019
bmacedo-lgtm:metrics
Merged
Add auc_u_test to performance_metrics.py#128kathyxchen merged 3 commits intoFunctionLab:masterfrom bmacedo-lgtm:metrics
auc_u_test to performance_metrics.py#128kathyxchen merged 3 commits intoFunctionLab:masterfrom
bmacedo-lgtm:metrics
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Hi @bmacedo-lgtm, thanks for this! :) Could you fill out the PR template (just copy and paste the questions from here: #126) so that we have that information consistently across the pull requests? Also, you can add me as a reviewer to this PR |
kathyxchen
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Nov 26, 2019
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@bmacedo-lgtm super super minor changes! I'm approving ahead of time - once you push the final edits it should be ready to go into master. Thanks a lot :) great job
| from sklearn.metrics import roc_curve | ||
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| from scipy.stats import rankdata | ||
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double check that there are 2 spaces between the import and the logger line?
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Reference Issues/PRs
Fixes #70. Adds new AUC calculation. The previously used implementation is sklearn's
roc_auc_score, which is currently offered as the default metric.What does this implement/fix? Explain your changes.
Offers a faster implementation of the AUC calculation. Based off of the following: https://blog.revolutionanalytics.com/2017/03/auc-meets-u-stat.html
What testing did you do to verify the changes in this PR?
Compared
roc_auc_scoretoauc_u_testand confirmed that they calculate the same values up to the same precision. Also timed the methods and confirmed that this new implementation is about 10x faster.