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Fast AUC

version (1.05 KB) by Lior Kirsch
A fast method to compute AUC - "area under the curve"


Updated 23 May 2015

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Besides being the area under the ROC curve, AUC is has a slightly less known interpretation:
If you choose a random pair of samples (one positive and one negative) - AUC is the probability that the positive-sample score is above the negative-sample score.
Here we compute the AUC by counting these pairs.

Cite As

Lior Kirsch (2020). Fast AUC (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (3)

Jan Motl

Reza Shr

Yonatan Rosen

Awesome! fastest AUC ever!

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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