Files
foxhunt/crates
jgrusewski 8d7360aac3 feat(ml-alpha): per-horizon AUC via Mann-Whitney U
Slow-path CPU scalar AUC over (probs, labels) vectors. Mann-Whitney U
formulation with average-rank tie handling. NaN labels filtered
(mirrors generate_labels masking semantics).

Tests (6/6 lib unit):
  - perfect separation -> 1.0
  - perfect anti-separation -> 0.0
  - random uniform pairs -> ~0.5 (within 0.05)
  - NaN labels filtered out before computation
  - empty class -> 0.5 (defensive fallback)
  - all-tied scores -> 0.5 (average-rank correctness)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 22:46:54 +02:00
..