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jinlow / forust

A lightweight gradient boosted decision tree package.
https://jinlow.github.io/forust/
Apache License 2.0
64 stars 6 forks source link

Add AUC metric #26

Closed jinlow closed 1 year ago

jinlow commented 1 year ago

Add efficient version of AUC metric, this should ideally only require a single pass over both the predictions, and the performance target.

jinlow commented 1 year ago

Merged into main, will go out on next release.