How to compare ROC AUC scores of different binary classifiers and assess statistical significance in Python? (p-value, confidence interval)

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我寻月下人不归
我寻月下人不归 2021-02-04 11:04

I would like to compare different binary classifiers in Python. For that, I want to calculate the ROC AUC scores, measure the 95% confidence interval (CI), and

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  •  说谎
    说谎 (楼主)
    2021-02-04 11:15

    One can use the code given below to compute the AUC and asymptotic normally distributed confidence interval for Neural Nets.

    tf.contrib.metrics.auc_with_confidence_intervals(
    labels,
    predictions,
    weights=None,
    alpha=0.95,
    logit_transformation=True,
    metrics_collections=(),
    updates_collections=(),
    name=None)
    

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