What is the Receiver Operating Characteristics (ROC) - Area Under the Curve (AUC) in Machine Learning?
The Receiver Operating Characteristics (ROC) is a probability curve plotted between true positive rate (TPR) and false positive rate (FPR). Area Under the Curve (AUC) is an aggregate measure of performance across all possible classification thresholds. Together, ROC – AUC represents the degree of separability, or how much a model is capable of distinguishing between classes.
The higher the AUC (i.e. closer to 1), the better the model is at predicting 0 class as 0, and 1 class as 1.