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Speed improvement to ROC AUC #959

@nicholasloveday

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@nicholasloveday

ROC AUC needs to be sped up.

We can use the Mann–Whitney U statistic which is O(nlogn).

To consider

  • We should probably implement this as a separate function to roc_curve_data
  • Inside roc_curve_data we should also look for other speed improvements.

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