The AUK: A simple alternative to the AUC

Authors:
Uzay Kaymak;Arie Ben-David;Rob Potharst
Affiliations:
Department of Information Systems, School of Industrial Engineering, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands;Technology Management, Holon Institute of Technology, 52 Golomb St., P.O. Box 305, Holon 58102, Israel;Econometric Institute, Erasmus School of Economics, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands
Venue:
Engineering Applications of Artificial Intelligence
Year:
2012

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Abstract

The area under the receiver operating characteristic (ROC) curve, also known as the AUC-index, is commonly used for ranking the performance of data mining models. The AUC has various merits, such as ease of interpretation. However, since it is class indifferent, its usefulness while dealing with highly skewed data sets is questionable. In this paper, we propose a simple alternative scalar measure to the AUC-index, the area under the Kappa curve (AUK). The proposed AUK-index compensates for the class indifference of the AUC by being sensitive to the class distribution. Therefore, it is particularly suitable for measuring classifiers' performance on skewed data sets. After introducing the AUK we explore its mathematical relationship with the AUC and show that there is a non-linear relation between them.