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Agreed. ROC AUC is fairly robust to over or undersamping a class in determining if your classifier is predictive.
by cweill 5y ago
Agreed. ROC AUC is fairly robust to over or undersamping a class in determining if your classifier is predictive.
- aabaker99 5y agoSee my sibling comment. Suppose you have data with 0.95 positive class and 0.05 negative class. You can achieve high ROC AUC with the classifier that blindly predicts the positive class. It may be "predictive" (after all 0.95 of the data is positive), but I would hesitate to praise such a classifier.