Confidence intervals
ROC AUC confidence interval (DeLong)
Implemented
confidence.roc_auc_ciDefinition
Confidence interval for the area under the ROC curve from DeLong's structural-component variance, without resampling.
Formula
AUC ± z·√Var_DeLong(AUC), computed on the logit scale
Range: [0, 1]
Inputs and outputs
- y_true: binary labels
- y_prob: scores for the positive class
- level: confidence level
Returns: result object
Assumptions
No assumptions beyond valid, aligned inputs of the documented types.
Limitations
No metric-specific limitations are documented yet. Interpret the value alongside the task, data, and other metrics.
Python API
import evalsuite as es
es.roc_auc_ci(y_true, y_prob)References
- DeLong ER, DeLong DM, Clarke-Pearson DL. Comparing the areas under two or more correlated receiver operating characteristic curves. Biometrics. 1988;44(3):837-845.