[jira] [Created] (SPARK-16949) Add lower/uppper bounds for AUC calculation

["Patrick Baier (JIRA)" <ji...@apache.org>]

Patrick Baier created SPARK-16949:
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             Summary: Add lower/uppper bounds for AUC calculation
                 Key: SPARK-16949
                 URL: https://issues.apache.org/jira/browse/SPARK-16949
             Project: Spark
          Issue Type: Improvement
          Components: MLlib
    Affects Versions: 2.1.0
            Reporter: Patrick Baier
            Priority: Minor
             Fix For: 2.1.0


For some classification models only a certain part under the ROC curve is of interest.
For instance, if I am mainly interested in avoiding false positives, I only want to compare model performance in the first section of the ROC curve (e.g. from 0 to 0.1).

This ticket should add support for defining a lower and a upper bound (both between 0 and 1) when calling the AUC method in Mllib.
The AUC method then only returns the AUC between these two bounds.
The defaults of these bounds are set to 0 and 1, so there will be no break in the existing API.



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