[R] Binary Classification / Logistic Regression Models - Metrics

Manish MAHESHWARI manishm at dbs.com
Wed Dec 23 10:49:18 CET 2015


Hi All,

For Binary Classification / Logistic Regression Models, Is there a specific preference or standard of what metric to be used for comparison of 2 models, especially when the model types are different - e.g logistic regression vs svd vs gbm vs neural networks?

As I understand AUC is the one used most frequently. Is there some documentation that compares these from a practical standpoint?

Thanks,
Manish
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