Computational Efficient Approximations of the Concordance Probability in a Big Data Setting

Performance measurement is an essential task once a statistical model is created. The area under the receiving operating characteristics curve (AUC) is the most popular measure for evaluating the quality of a binary classifier. In this case, the AUC is equal to the concordance probability, a frequen...

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Bibliographic Details

Published in:	Big data Vol. 12; no. 3; p. 243
Main Authors:	Oirbeek, Robin Van, Ponnet, Jolien, Baesens, Bart, Verdonck, Tim
Format:	Journal Article
Language:	English
Published:	United States 01-06-2024
Subjects:	Area Under Curve Big Data Computer Simulation Models, Statistical Probability ROC Curve clustering efficient algorithm performance measure C-index AUC
Online Access:	Get more information
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