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A new model validation and performance assessment tool is introduced, the sliding threshold of observation for numeric evaluation (STONE) curve. It is based on the relative operating characteristic (ROC) curve technique, but instead of…

Space Physics · Physics 2023-07-17 Michael W. Liemohn , Abigail R. Azari , Natalia Ganushkina , Lutz Rastaetter

The Receiver Operating Characteristic (ROC) curve is a useful tool that measures the discriminating power of a continuous variable or the accuracy of a pharmaceutical or medical test to distinguish between two conditions or classes. In…

Methodology · Statistics 2022-07-26 Ana M. Bianco , Graciela Boente , Wenceslao Gonzalez-Manteiga

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to an ad-hoc operating point,…

Machine Learning · Computer Science 2023-10-06 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are…

Machine Learning · Computer Science 2018-02-08 Hiva Ghanbari , Katya Scheinberg

The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i.i.d. from the same distribution,…

Machine Learning · Computer Science 2023-11-07 Siran Dai , Qianqian Xu , Zhiyong Yang , Xiaochun Cao , Qingming Huang

Whilst the size and complexity of ML models have rapidly and significantly increased over the past decade, the methods for assessing their performance have not kept pace. In particular, among the many potential performance metrics, the ML…

Machine Learning · Computer Science 2023-12-29 Michael Roberts , Alon Hazan , Sören Dittmer , James H. F. Rudd , Carola-Bibiane Schönlieb

Classification is a common statistical task in many areas. In order to ameliorate the performance of the existing methods, there are always some new classification procedures proposed. These procedures, especially those raised in the…

Methodology · Statistics 2026-05-05 Yuan-chin Ivan Chang

The comparison of Receiver Operating Characteristic (ROC) curves is frequently used in the literature to compare the discriminatory capability of different classification procedures based on diagnostic variables. The performance of these…

Free-response observer performance studies are of great importance for accuracy evaluation and comparison in tasks related to the detection and localization of multiple targets or signals. The free-response receiver operating characteristic…

Methodology · Statistics 2025-12-25 Jiarui Sun , Kaiyuan Liu , Xiao-Hua Zhou

The Area under the ROC curve (AUC) is a well-known ranking metric for problems such as imbalanced learning and recommender systems. The vast majority of existing AUC-optimization-based machine learning methods only focus on binary-class…

Machine Learning · Computer Science 2021-07-29 Zhiyong Yang , Qianqian Xu , Shilong Bao , Xiaochun Cao , Qingming Huang

The Area Under the Curve (AUC) is an important performance metric for classification tasks, particularly in class-imbalanced scenarios. However, minimizing the AUC presents significant challenges due to the non-convex and discontinuous…

Machine Learning · Computer Science 2025-10-27 JunRu Luo , Difei Cheng , Bo Zhang

As machine learning being used increasingly in making high-stakes decisions, an arising challenge is to avoid unfair AI systems that lead to discriminatory decisions for protected population. A direct approach for obtaining a fair…

Machine Learning · Computer Science 2023-02-24 Yao Yao , Qihang Lin , Tianbao Yang

In many applications, monitoring area under the ROC curve (AUC) in a sliding window over a data stream is a natural way of detecting changes in the system. The drawback is that computing AUC in a sliding window is expensive, especially if…

Machine Learning · Computer Science 2019-02-05 Nikolaj Tatti

To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…

Methodology · Statistics 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

Precision-recall (PR) curves and the areas under them are widely used to summarize machine learning results, especially for data sets exhibiting class skew. They are often used analogously to ROC curves and the area under ROC curves. It is…

Machine Learning · Computer Science 2012-07-19 Kendrick Boyd , Vitor Santos Costa , Jesse Davis , David Page

The ROC curve is the gold standard for measuring the performance of a test/scoring statistic regarding its capacity to discriminate between two statistical populations in a wide variety of applications, ranging from anomaly detection in…

Statistics Theory · Mathematics 2023-01-25 Stéphan Clémençon , Myrto Limnios , Nicolas Vayatis

The performance of risk prediction models is often characterized in terms of discrimination and calibration. The Receiver Operating Characteristic (ROC) curve is widely used for evaluating model discrimination. When evaluating the…

Methodology · Statistics 2021-10-19 Mohsen Sadatsafavi , Paramita Saha-Chaudhuri , John Petkau

We discuss two novel approaches to the classical two-sample problem. Our starting point are properly standardized and combined, very popular in several areas of statistics and data analysis, ordinal dominance and receiver characteristic…

Methodology · Statistics 2024-01-26 Teresa Ledwina , Adam Zagdański

Many fields use the ROC curve and the PR curve as standard evaluations of binary classification methods. Analysis of ROC and PR, however, often gives misleading and inflated performance evaluations, especially with an imbalanced ground…

Machine Learning · Statistics 2020-06-23 Chang Cao , Davide Chicco , Michael M. Hoffman

The Area Under the ROC Curve (AUC) is a crucial metric for machine learning, which evaluates the average performance over all possible True Positive Rates (TPRs) and False Positive Rates (FPRs). Based on the knowledge that a skillful…

Machine Learning · Computer Science 2022-06-24 Zhiyong Yang , Qianqian Xu , Shilong Bao , Yuan He , Xiaochun Cao , Qingming Huang