# metric_auc

## Approximates the AUC (Area under the curve) of the ROC or PR curves

## Description

Approximates the AUC (Area under the curve) of the ROC or PR curves

## Usage

```
metric_auc(
..., num_thresholds = 200L,
curve = "ROC",
summation_method = "interpolation",
thresholds = NULL,
multi_label = FALSE,
num_labels = NULL,
label_weights = NULL,
from_logits = FALSE,
name = NULL,
dtype = NULL
)
```

## Arguments

Arguments | Description |
---|---|

… | Passed on to the underlying metric. Used for forwards and backwards compatibility. |

num_thresholds | (Optional) Defaults to 200. The number of thresholds toa use when discretizing the roc curve. Values must be > 1. |

curve | (Optional) Specifies the name of the curve to be computed, ‘ROC’ (default) or ‘PR’ for the Precision-Recall-curve. |

summation_method | (Optional) Specifies the Riemann summation method used. ‘interpolation’ (default) applies mid-point summation scheme for `ROC` . For PR-AUC, interpolates (true/false) positives but not the ratio that is precision (see Davis & Goadrich 2006 for details); ‘minoring’ applies left summation for increasing intervals and right summation for decreasing intervals; ‘majoring’ does the opposite. |

thresholds | (Optional) A list of floating point values to use as the thresholds for discretizing the curve. If set, the `num_thresholds` parameter is ignored. Values should be in `[0, 1]` . Endpoint thresholds equal to -epsilon, 1+epsilon for a small positive epsilon value will be automatically included with these to correctly handle predictions equal to exactly 0 or 1. |

multi_label | boolean indicating whether multilabel data should be treated as such, wherein AUC is computed separately for each label and then averaged across labels, or (when FALSE) if the data should be flattened into a single label before AUC computation. In the latter case, when multilabel data is passed to AUC, each label-prediction pair is treated as an individual data point. Should be set to FALSE for multi-class data. |

num_labels | (Optional) The number of labels, used when `multi_label` is TRUE. If `num_labels` is not specified, then state variables get created on the first call to `update_state` . |

label_weights | (Optional) list, array, or tensor of non-negative weights used to compute AUCs for multilabel data. When `multi_label` is TRUE, the weights are applied to the individual label AUCs when they are averaged to produce the multi-label AUC. When it’s FALSE, they are used to weight the individual label predictions in computing the confusion matrix on the flattened data. Note that this is unlike class_weights in that class_weights weights the example depending on the value of its label, whereas label_weights depends only on the index of that label before flattening; therefore `label_weights` should not be used for multi-class data. |

from_logits | boolean indicating whether the predictions (`y_pred` in `update_state` ) are probabilities or sigmoid logits. As a rule of thumb, when using a keras loss, the `from_logits` constructor argument of the loss should match the AUC `from_logits` constructor argument. |

name | (Optional) string name of the metric instance. |

dtype | (Optional) data type of the metric result. |

## Details

The AUC (Area under the curve) of the ROC (Receiver operating characteristic; default) or PR (Precision Recall) curves are quality measures of binary classifiers. Unlike the accuracy, and like cross-entropy losses, ROC-AUC and PR-AUC evaluate all the operational points of a model. This class approximates AUCs using a Riemann sum. During the metric accumulation phrase, predictions are accumulated within predefined buckets by value. The AUC is then computed by interpolating per-bucket averages. These buckets define the evaluated operational points. This metric creates four local variables, `true_positives`

, `true_negatives`

, `false_positives`

and `false_negatives`

that are used to compute the AUC. To discretize the AUC curve, a linearly spaced set of thresholds is used to compute pairs of recall and precision values. The area under the ROC-curve is therefore computed using the height of the recall values by the false positive rate, while the area under the PR-curve is the computed using the height of the precision values by the recall. This value is ultimately returned as `auc`

, an idempotent operation that computes the area under a discretized curve of precision versus recall values (computed using the aforementioned variables). The `num_thresholds`

variable controls the degree of discretization with larger numbers of thresholds more closely approximating the true AUC. The quality of the approximation may vary dramatically depending on `num_thresholds`

. The `thresholds`

parameter can be used to manually specify thresholds which split the predictions more evenly. For a best approximation of the real AUC, `predictions`

should be distributed approximately uniformly in the range `[0, 1]`

(if `from_logits=FALSE`

). The quality of the AUC approximation may be poor if this is not the case. Setting `summation_method`

to ‘minoring’ or ‘majoring’ can help quantify the error in the approximation by providing lower or upper bound estimate of the AUC. If `sample_weight`

is `NULL`

, weights default to 1. Use `sample_weight`

of 0 to mask values.

## Value

A (subclassed) `Metric`

instance that can be passed directly to `compile(metrics = )`

, or used as a standalone object. See `?Metric`

for example usage.

## See Also

Other metrics: `custom_metric()`

, `metric_accuracy()`

, `metric_binary_accuracy()`

, `metric_binary_crossentropy()`

, `metric_categorical_accuracy()`

, `metric_categorical_crossentropy()`

, `metric_categorical_hinge()`

, `metric_cosine_similarity()`

, `metric_false_negatives()`

, `metric_false_positives()`

, `metric_hinge()`

, `metric_kullback_leibler_divergence()`

, `metric_logcosh_error()`

, `metric_mean_absolute_error()`

, `metric_mean_absolute_percentage_error()`

, `metric_mean_iou()`

, `metric_mean_relative_error()`

, `metric_mean_squared_error()`

, `metric_mean_squared_logarithmic_error()`

, `metric_mean_tensor()`

, `metric_mean_wrapper()`

, `metric_mean()`

, `metric_poisson()`

, `metric_precision_at_recall()`

, `metric_precision()`

, `metric_recall_at_precision()`

, `metric_recall()`

, `metric_root_mean_squared_error()`

, `metric_sensitivity_at_specificity()`

, `metric_sparse_categorical_accuracy()`

, `metric_sparse_categorical_crossentropy()`

, `metric_sparse_top_k_categorical_accuracy()`

, `metric_specificity_at_sensitivity()`

, `metric_squared_hinge()`

, `metric_sum()`

, `metric_top_k_categorical_accuracy()`

, `metric_true_negatives()`

, `metric_true_positives()`