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Why do we want to maximize AUC in classification problems?

I wonder why is our objective is to maximize AUC when maximizing accuracy yields the same?

I think that along with the primary goal to maximize accuracy, AUC will automatically be large.

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Ranjeet Singh Avatar asked Mar 07 '23 20:03

Ranjeet Singh


1 Answers

I guess we use AUC because it explains how well our method is able to separate the data independently of a threshold. For some applications, we don't want to have false positive or negative. And when we use accuracy, we already make an a priori on the best threshold to separate the data regardless of the specificity and sensitivity. .

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Pierre S. Avatar answered Apr 30 '23 22:04

Pierre S.