F-score & AUROC

#fscore#fmeasure#f-score#auroc#roc#threshold

I've been using F-scores when validating binary classifiers for imbalanced data set. Recently, I've just found out that using AUROC could make life a bit easier. If I use AUROC, I don't have to find optimal threshold for every new classifiers. The only time I optimize threshold is with the final final classifier.

• F-score: a score for a given threshold
• AUROC: a score for varying threshold

For a classifier with a given AUROC, there could be many different F-scores as threshold varies.

So,

first, find the classifier with the largest AUROC,

and then, find the threshold that yields the largest F-score.


- Cross Validated: http://stats.stackexchange.com/questions/7207/roc-vs-precision-and-recall-curves