Mann–Whitney U Test
AUC = U/(n1 n2) holds for the positive group’s U. Using min(U1, U2) turns 0.9600 into 0.0400.
AUC = U/(n1 n2) holds for the positive group’s U. Using min(U1, U2) turns 0.9600 into 0.0400.
Non-decreasing fitted values can correct monotone probability distortions. Scikit-learn uses linear interpolation between fitted knots, and small calibration samples can overfit.