Essential Math for Data Science: Integrals And Area Under The Curve - KDnuggets

Calculus is a branch of mathematics that gives tools to study the rate of change of functions through two main areas: derivatives and integrals. In the context of machine learning and data science, you might use integrals to calculate the area under the curve (for instance, to evaluate the performance of a model with the ROC curve, or to calculate probability from densities. In this article, you'll learn about integrals and the area under the curve using the practical data science example of the area under the ROC curve used to compare the performances of two machine learning models. Building from this example, you'll see the notion of the area under the curve and integrals from a mathematical point of view (from my book Essential Math for Data Science). Let's say that you would like to predict the quality of wines from various of their chemical properties. You want to do a binary classification of the quality (distinguishing very good wines from not very good ones). You'll develop methods allowing you to evaluate your models considering imbalanced data with the area under the Receiver Operating Characteristics (ROC) curve.