Question regarding AUC Values

[DF_10027356]

Hello all,

I have created a time series model with a boolish goal variable. I set the validation hold out to 20 %. But now I get Area under the curve (AUC) values below 0,5. Sometimes even zero. I always thought that the values of the AUC range from 0,5 to 1?

Am I missunderstanding something? Or what does a AUC value below 0,5 mean?

Thank you already in advance.

Best regards

David

[nsampat · Accepted solution]

@DF_10027356 ,

Thank you for posting your question to the PTC Community.

Something to understand, you can have a ROC value below 0.5 as 0.5 only indicates that there is no class separation capacity. A value of 0 indicates that the value is reciprocating to the class.

I found this blog that may help provide additional details on your question: External Link - Understanding AUC - ROC Curve

Please let me know if you have any additional questions.

Regards,

Neel

[DF_10027356]

Hello Neel,

thank you very much for your answer. I understand the problem now. So maybe I can increase my AUC when I just exchange the classification in my training data set (a zero becomes a one and a one becomes a zero)? Or is this problem maybe also caused by the algorithms I am using (Neural Net, Gradient Boost, Decision Tree and Logistic Regression)?

Thank you for your help.

Best regards 

David

[nsampat]

@DF_10027356 ,

Much of what you are asking is dataset specific, and I am unable to provide any advice on how to complete your solution.

If you need assistance with use case creation and interpretation, I can refer you to the ThingWorx Analytics Center of Excellence consultants.

Regards,

Neel