Author: Christos Adam

# Introduction to lightAUC

#### Christos Adam

# Fast AUC computation in R

Fast and lightweight computation of AUC metric for the binary case (1 positive and 0 negative) is offered by lightAUC package. The algorithm used is a fast implementation from algorithm of Fawcett (2006).

## Example

    # Create some data
    probs   <- c(1, 0.4, 0.8)
    actuals <- c(0, 0, 1)
    lightAUC(probs, actuals)

    ## 0.5

For parallel calculations use:

    # E.g. 2 cores (you can use cores = parallel::detectCores() for your case)
    probs   <- c(1, 0.4, 0.8)
    actuals <- c(0, 0, 1)
    lightAUC(probs, actuals, parallel = TRUE, cores = 2)

    ## 0.5

## References

Fawcett, T. (2006). An introduction to ROC analysis. {Pattern Recognition Letters, (8), 861–874. 10.1016/j.patrec.2005.10.010