---
id: wiki-2026-0508-roc-auc-curves
title: ROC-AUC Curves
category: 10_Wiki/Topics
status: verified
canonical_id: self
aliases: [ROC, AUC, ROC AUC, Receiver Operating Characteristic, AUROC]
duplicate_of: none
source_trust_level: A
confidence_score: 0.9
verification_status: applied
tags: [classification, metric, evaluation, machine-learning]
raw_sources: []
last_reinforced: 2026-05-10
github_commit: pending
tech_stack:
  language: python
  framework: scikit-learn
---

# ROC-AUC Curves

## 매 한 줄
> **"매 threshold-free binary classifier ranking quality"**. ROC = TPR vs FPR across all thresholds. AUC = area under ROC = P(score(positive) > score(negative)). 매 0.5 = random, 1.0 = perfect. 2026 현재 매 still standard for balanced binary, 매 PR-AUC 의 imbalanced 에 selectively, 매 multi-class 의 one-vs-rest macro/weighted AUC.

## 매 핵심

### 매 axes
- **TPR (Recall, Sensitivity)** = TP / (TP + FN).
- **FPR (1 − Specificity)** = FP / (FP + TN).
- ROC = parametric curve (FPR(t), TPR(t)) for threshold t ∈ ℝ.
- AUC = ∫ TPR d(FPR) ∈ [0, 1].

### 매 properties
- **Threshold-independent**: 매 ranking quality 의 measure.
- **Probabilistic interpretation**: AUC = P(score(pos) > score(neg)) (Mann-Whitney U).
- **Class-balance invariant**: AUC 의 unchanged when negatives 의 oversampled — 매 strength 와 weakness.
- **Insensitive to score calibration**: 매 monotonic transform 의 don't change AUC.

### 매 vs PR-AUC
- **ROC-AUC**: balanced or moderately imbalanced.
- **PR-AUC (Average Precision)**: highly imbalanced (e.g. fraud 0.1%, rare-disease) — 매 ROC-AUC 의 misleadingly high because TN dominates.
- 매 rule of thumb: positive rate <5% → 매 prefer PR-AUC.

### 매 multi-class
- **OvR (one-vs-rest)**: 매 class 의 binary, 매 macro / weighted average.
- **OvO (one-vs-one)**: pairwise, Hand & Till 2001.
- `sklearn.metrics.roc_auc_score(..., multi_class="ovr", average="macro")`.

### 매 응용
1. Medical diagnosis (sensitivity / specificity tradeoff).
2. Credit scoring (Gini = 2·AUC − 1).
3. Ad CTR / fraud detection (with PR-AUC complement).
4. LLM hallucination detector eval.
5. Ranking system offline eval.

## 💻 패턴

### Basic ROC + AUC (sklearn)
```python
from sklearn.metrics import roc_curve, roc_auc_score, auc
import matplotlib.pyplot as plt

y_true = [0, 0, 1, 1, 0, 1, 1, 0]
y_score = [0.1, 0.4, 0.35, 0.8, 0.2, 0.6, 0.7, 0.3]

fpr, tpr, thr = roc_curve(y_true, y_score)
roc_auc = roc_auc_score(y_true, y_score)        # or auc(fpr, tpr)

plt.plot(fpr, tpr, label=f"AUC = {roc_auc:.3f}")
plt.plot([0, 1], [0, 1], "--", color="gray")
plt.xlabel("FPR"); plt.ylabel("TPR"); plt.legend(); plt.show()
```

### Optimal threshold (Youden's J)
```python
import numpy as np
fpr, tpr, thr = roc_curve(y_true, y_score)
J = tpr - fpr
best = thr[np.argmax(J)]    # 매 maximize sensitivity + specificity
print(f"optimal threshold: {best:.3f}")
```

### Cost-sensitive threshold
```python
# 매 cost(FN) ≠ cost(FP) — pick threshold by expected cost
def best_threshold(y_true, y_score, cost_fn=10, cost_fp=1, prior=None):
    if prior is None: prior = np.mean(y_true)
    fpr, tpr, thr = roc_curve(y_true, y_score)
    fnr = 1 - tpr
    cost = prior * cost_fn * fnr + (1 - prior) * cost_fp * fpr
    return thr[np.argmin(cost)]
```

### Bootstrap CI for AUC
```python
import numpy as np
from sklearn.metrics import roc_auc_score

def bootstrap_auc(y_true, y_score, n=1000, seed=0):
    rng = np.random.default_rng(seed)
    y_true = np.asarray(y_true); y_score = np.asarray(y_score)
    aucs = []
    for _ in range(n):
        idx = rng.integers(0, len(y_true), len(y_true))
        if len(np.unique(y_true[idx])) < 2: continue
        aucs.append(roc_auc_score(y_true[idx], y_score[idx]))
    return np.percentile(aucs, [2.5, 50, 97.5])
```

### DeLong test (compare two AUCs)
```python
# 매 paired comparison of two classifier AUCs on same data
from sklearn.metrics import roc_auc_score
# 매 use scikit-posthocs / mlxtend, or manual DeLong impl
import numpy as np
def delong_var(y, p):
    pos, neg = p[y==1], p[y==0]
    m, n = len(pos), len(neg)
    # 매 see Sun & Xu 2014 fast algorithm
    ...
```

### Multi-class OvR macro AUC
```python
from sklearn.metrics import roc_auc_score
# y_true: shape (N,), y_score: shape (N, C)
auc_macro = roc_auc_score(y_true, y_score, multi_class="ovr", average="macro")
auc_weighted = roc_auc_score(y_true, y_score, multi_class="ovr", average="weighted")
```

### PR-AUC for imbalanced
```python
from sklearn.metrics import average_precision_score, precision_recall_curve

ap = average_precision_score(y_true, y_score)
prec, rec, thr = precision_recall_curve(y_true, y_score)
plt.plot(rec, prec, label=f"AP = {ap:.3f}")
```

### Calibration-aware (ROC alone misleading)
```python
from sklearn.calibration import CalibrationDisplay
CalibrationDisplay.from_predictions(y_true, y_score, n_bins=10)
# 매 AUC high 의 != calibrated probabilities. 매 isotonic / Platt 의 calibrate 별도.
```

### sklearn RocCurveDisplay (modern API)
```python
from sklearn.metrics import RocCurveDisplay
import matplotlib.pyplot as plt

fig, ax = plt.subplots()
RocCurveDisplay.from_estimator(model_a, X_test, y_test, ax=ax, name="Model A")
RocCurveDisplay.from_estimator(model_b, X_test, y_test, ax=ax, name="Model B")
ax.plot([0, 1], [0, 1], "--", color="gray")
plt.show()
```

## 매 결정 기준
| 상황 | Approach |
|---|---|
| Balanced binary (~50/50) | ROC-AUC |
| Imbalanced (<5% positive) | PR-AUC primary, ROC-AUC secondary |
| Cost-asymmetric | cost-weighted threshold, not raw AUC |
| Need probability calibration | Brier score / log-loss + calibration plot |
| Multi-class | OvR macro AUC (balanced classes) / weighted (imbalanced) |
| Compare 2 models | DeLong test, paired bootstrap |
| Production threshold | optimize on validation, monitor drift in prod |

**기본값**: 매 binary classifier eval 의 ROC-AUC + PR-AUC + calibration plot 의 trio. 매 single AUC 의 over-summarize. 매 imbalanced data 의 PR-AUC primary.

## 🔗 Graph
- 부모: [[Classification-Metrics]] · [[Model-Evaluation]]
- 변형: [[PR-AUC]] · [[Multi-class-AUC]]
- 응용: [[Medical-Diagnosis]] · [[Fraud-Detection]] · [[Credit-Scoring]]
- Adjacent: [[Confusion-Matrix]] · [[F1-Score]] · [[Calibration]] · [[Brier-Score]]

## 🤖 LLM 활용
**언제**: explain ROC / AUC intuition, generate sklearn eval boilerplate, interpret clinical / business meaning of AUC value.
**언제 X**: as the metric itself — 매 deterministic, no LLM needed. 매 hallucinate AUC numbers if asked to "estimate".

## ❌ 안티패턴
- **AUC on imbalanced fraud / disease**: 매 0.99 AUC 의 still useless if precision = 1% — PR-AUC.
- **Threshold pick = 0.5 default**: 매 tune on validation per cost.
- **AUC on calibrated prob claim**: AUC 의 monotonic-invariant — say nothing about calibration.
- **Single AUC, no CI**: bootstrap 95% CI 의 essential for small test sets.
- **Cherry-pick threshold on test**: 매 leak — pick on val, evaluate on test.
- **Ignore class prior shift**: AUC stable, but operating point 의 shift in production.

## 🧪 검증 / 중복
- Verified (Fawcett 2006 "An introduction to ROC analysis", Hand & Till 2001 multi-class, Saito & Rehmsmeier 2015 PR vs ROC, sklearn 1.5+ docs 2026).
- 신뢰도 A.

## 🕓 Changelog
| 날짜 | 변경 |
|---|---|
| 2026-05-08 | Phase 1 |
| 2026-05-10 | Manual cleanup — ROC/AUC patterns + PR-AUC + calibration + multi-class |
