Caluculating 95% confidence interval of ROC-AUC.
Calculating the 95% confidence interval for the AUC of the ROC curve allows one to infer the range of values that the AUC would take from the results of data obtained 'by chance'. Confidence intervals are therefore always presented in scientific papers. This article describes how to find the 95% confidence interval of the ROC-AUC and shows how the calculation can be implemented by the Python language.
2023.12.22
Machine Learning and AIProbability and Statistics