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Re-implement ROC-AUC. #6747

Merged
merged 2 commits into from
Mar 20, 2021
Merged

Re-implement ROC-AUC. #6747

merged 2 commits into from
Mar 20, 2021

Commits on Mar 20, 2021

  1. Re-implement ROC-AUC. 

    * Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when dataset is invalid, which can happens if there's an
  empty dataset, or when the dataset contains only positive or negative value.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
    @trivialfis
    trivialfis committed Mar 20, 2021
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  2. Reviewer's comments.

    @trivialfis
    trivialfis committed Mar 20, 2021
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