Connecting population-level AUC and latent scale-invariant $R^2$ via Semiparametric Gaussian Copula and rank correlations

Debangan Dey, Vadim Zipunnikov

Area Under the Curve (AUC) is arguably the most popular measure of classification accuracy. We use a semiparametric framework to introduce a latent scale-invariant $R^2$, a novel m…