Lae-Jeong Park and Jung-Ho Moon A Learning Method of Directly Optimizing Classifier Performance at Local Operating Range

نویسندگان

  • Lae-Jeong Park
  • Jung-Ho Moon
چکیده

This paper addresses an effective learning method that enables us to directly optimize neural network classifier's discrimination performance at a desired local operating range by maximizing a partial area under a receiver operating characteristic (ROC) or domain-specific curve, which is difficult to achieve with classification accuracy or mean squared error (MSE)-based learning methods. The effectiveness of the proposed approach is demonstrated in terms of fraud detection capability in the credit card fraud detection, compared with the MSE-based approach. Keyword: Classification, Receiver Operating Characteristic, And Area Under Curve.

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تاریخ انتشار 2006