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Faster ROC-AUC

version (3.43 KB) by Enric Junque de Fortuny
Fast calculation of AUC of an ROC for binary classification problems, written in C++.


Updated 24 Jun 2013

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AUC = fastAUC(labels,scores,posclass)

Calculates the Area under the ROC curve (AUC) for problems involving two distinct targets (i.e. binary classification problems). Main advantages of using this function are:

Written in C++, it performs much faster than perfcurve (Matlab statistics toolbox). On a benchmark of 20 million instances this function achieves a speed up factor of more than 100 with respect to perfcurve.

Works without needing to install the statistics toolbox.

Please send any questions, comments and/or suggestions by mail.

Cite As

Enric Junque de Fortuny (2021). Faster ROC-AUC (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux


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