An insight into AUC objective function from the viewpoint of evaluation

Abstract

This article is to think about the model which is with AUC objective function by some evaluation methods. Also, I can say this is to think about the AUC objective function from the viewpoint of evaluation as the title of the article shows.
On the article, AUC as an objective function: with Julia and Optim.jl package, I made a model with AUC objective function. The predicted score by that was distributed in really narrow area, because AUC objective function is based on the order without caring the distance from explained variable. With some evaluation norms, the model's score seems not nice.
 
About this point, just in case, I'll leave the simple experiment.

Julia: version 0.6.3

AUC as an objective function: with Julia and Optim.jl package

Abstract

On this article, I'll do AUC optimization on logistic regression. With Julia's Optim package, relatively easily, we can optimize AUC objective function.

Julia: Version 0.6.3