Implement AUC-ROC in Kaun metrics

[tmattio]

Why it matters

The monitoring dashboard needs reliable curve metrics. Kaun.Metrics.auc_roc is currently a placeholder that always raises. Without a real implementation you cannot plot ROC curves or compare models.

How to see the gap

Open kaun/lib/kaun/metrics.ml around the auc_roc definition. The compute function simply calls failwith. The unit tests in kaun/test/test_metrics.ml also skip any AUC checks.

Your task

• Implement trapezoidal integration for the AUC-ROC metric. Accept the existing num_thresholds and curve arguments so callers can request either the scalar area or the raw curve points.
• Store intermediate true-positive and false-positive counts in the metric state so updates can be streamed batch by batch.
• Add tests in kaun/test/test_metrics.ml that feed known score/label pairs and compare the result against pre-computed values (you can compute the numbers in Python once and paste them as constants).

Tips

• Start by sorting predictions and accumulating TP/FP counts; the integration step is a simple sum of trapezoids.
• Keep numerical stability in mind—add a tiny epsilon where you divide to avoid NaN in edge cases.
• If curve = true, return both the AUC scalar and the list of (fpr, tpr) points so future visualisations can use them.

Done when

• auc_roc returns a scalar area for the default path and optional curve data when requested.
• The new tests pass and cover both balanced and imbalanced label sets.
• dune runtest kaun succeeds after your changes.

[Shocker444]

Hi @tmattio it's me once again🤗. Could I give this a try?

[tmattio]

Sure @Shocker444, go ahead :)

[Shocker444]

Hi @tmattio I've been able to implement the auc and tprs and fprs, although I'm having a little issue return the auc and (fprs, tprs) when curve is set to true

This is the snippet from the update function to the compute function, could you please provide any tips that could help me sort the issue🥲

[tmattio]

@Shocker444 could you open a PR with your changes so far? I'll be easier for me to read the code locally and have a look at the error you have.

[Shocker444]

Alright