REU PROJECT Confidence bands for ROC Curves
نویسندگان
چکیده
منابع مشابه
Confidence Bands for ROC Curves
We address the problem of comparing the performance of classifiers. In this paper we study techniques for generating and evaluating confidence bands on ROC curves. Historically this has been done using one-dimensional confidence intervals by freezing one variable—the false-positive rate, or threshold on the classification scoring function. We adapt two prior methods and introduce a new radial s...
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In this paper we study techniques for generating and evaluating confidence bands on ROC curves. ROC curve evaluation is rapidly becoming a commonly used evaluation metric in machine learning, although evaluating ROC curves has thus far been limited to studying the area under the curve (AUC) or generation of one-dimensional confidence intervals by freezing one variable—the false-positive rate, o...
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Evaluating classifier performance with ROC curves is popular in the machine learning community. To date, the only method to assess confidence of ROC curves is to construct ROC bands. In the case of severe class imbalance, ROC bands become unreliable. We propose a generic framework for classifier evaluation to identify the confident segment of an ROC curve. Confidence is measured by Tango’s 95%-...
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Evaluating classifier performance with ROC curves is popular in the machine learning community. To date, the only method to assess confidence of ROC curves is to construct ROC bands. In the case of severe class imbalance with few instances of the minority class, ROC bands become unreliable. We propose a generic framework for classifier evaluation to identify a segment of an ROC curve in which m...
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This paper is devoted to thoroughly investigating how to bootstrap the ROC curve, a widely used visual tool for evaluating the accuracy of test/scoring statistics s(X) in the bipartite setup. The issue of confidence bands for the ROC curve is considered and a resampling procedure based on a smooth version of the empirical distribution called the ”smoothed bootstrap” is introduced. Theoretical a...
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