Correct Answer: A
Option A is correct. The area under the Receiver Operating Characteristic (ROC) curve is the most commonly used metric to compare classification models.
Option B is incorrect. The Mean Square Error (MSE) is commonly used to measure regression error. It finds the average squared error between the predicted and actual values. It is not used to compare classification models.
Option C is incorrect. The Mean Square Error is also commonly used to measure regression error. It finds the average absolute distance between the predicted and target values. It is not used to compare classification models.
Option D is incorrect. The recall metric is the percentage of results correctly classified by a model. This metric alone will not allow you to make a complete assessment and comparison of your models.
References:
Please see the Towards Data Science article titled Metrics For Evaluating Machine Learning Classification Models (https://towardsdatascience.com/metrics-for-evaluating-machine-learning-classification-models-python-example-59b905e079a5),
The Towards Data Science article titled How to Evaluate a Classification Machine Learning Model (https://towardsdatascience.com/how-to-evaluate-a-classification-machine-learning-model-d81901d491b1),
The Machine Learning Mastery article titled Assessing and Comparing Classifier Performance with ROC Curves (https://machinelearningmastery.com/assessing-comparing-classifier-performance-roc-curves-2/),
The Towards Data Science article titled 20 Popular Machine Learning Metrics. Part 1: Classification & Regression Evaluation Metrics (https://towardsdatascience.com/20-popular-machine-learning-metrics-part-1-classification-regression-evaluation-metrics-1ca3e282a2ce),
The Data School article titled Simple guide to confusion matrix terminology (https://www.dataschool.io/simple-guide-to-confusion-matrix-terminology/),
The Medium article titled Precision vs. Recall (https://medium.com/@shrutisaxena0617/precision-vs-recall-386cf9f89488)