fastauc
Two fast AUC calculation implementations for python:
python-based is approximately 5X faster than the default sklearn.metrics.roc_auc_score()
C++/ctypes based is approximately 22X faster than the default sklearn.metrics.roc_auc_score()
NB: run cd fastauc && ./compile.sh to create a binary before you use a C++ version.
See demo.py for speed benchmark and usage examples.
