Introduction to lightAUC

Christos Adam

Fast AUC computation in R

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).

Example

# 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

References

Fawcett, T. (2006). An introduction to ROC analysis. {Pattern Recognition Letters, (8), 861–874. 10.1016/j.patrec.2005.10.010