cindex - Concordance index (pairwise ranking accuracy)

rlscore.measure.cindex(Y, P)

Concordance, aka pairwise ranking accuracy. Computes the relative fraction of concordant pairs, that is, Y[i] > Y[j] and P[i] > P[j] (ties with P[i]=P[j] are assumed to be broken randomly). Equivalent to area under ROC curve, if Y[i] belong to {-1, 1}. An O(n*log(n)) implementation, based on order statistic tree computations.

Parameters:

Y : {array-like}, shape = [n_samples] or [n_samples, n_labels]

Correct labels, can be any real numbers.

P : {array-like}, shape = [n_samples] or [n_samples, n_labels]

Predicted labels, can be any real numbers.

Returns:

concordance index : float

number between 0 and 1, around 0.5 means random performance