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Cost-sensitive learning relies on the availability of a known and fixed cost matrix. However, in some scenarios, the cost matrix is uncertain during training, and re-train a classifier after the cost matrix is specified would not be an…
Machine learning models deployed in real-world applications are often evaluated with precision-based metrics such as F1-score or AUC-PR (Area Under the Curve of Precision Recall). Heavily dependent on the class prior, such metrics make it…
The ROC curve and the corresponding AUC are popular tools for the evaluation of diagnostic tests. They have been recently extended to assess prognostic markers and predictive models. However, due to the many particularities of time-to-event…
Traditional machine learning follows a close-set assumption that the training and test set share the same label space. While in many practical scenarios, it is inevitable that some test samples belong to unknown classes (open-set). To fix…
The area under receiver operating characteristics (AUC) is the standard measure for comparison of anomaly detectors. Its advantage is in providing a scalar number that allows a natural ordering and is independent on a threshold, which…
Background: Receiver Operating Characteristic (ROC) curves are widely used to evaluate the performance of Software Defect Prediction (SDP) models that estimate module fault-proneness, i.e., the probability that a module is faulty. A ROC…
Weakly supervised learning aims to empower machine learning when the perfect supervision is unavailable, which has drawn great attention from researchers. Among various types of weak supervision, one of the most challenging cases is to…
The area under the curve (AUC) of the receiver operating characteristics curve (ROC) evaluates the separation between patients and nonpatients or discrimination. For risk prediction models these risk distributions can be derived from the…
The use of machine learning models in consequential decision making often exacerbates societal inequity, in particular yielding disparate impact on members of marginalized groups defined by race and gender. The area under the ROC curve…
Receiver Operating Characteristic (ROC) curves are useful for evaluation in binary classification and changepoint detection, but difficult to use for learning since the Area Under the Curve (AUC) is piecewise constant (gradient zero almost…
With the increasing importance of safety requirements associated with the use of black box models, evaluation of selective answering capability of models has been critical. Area under the curve (AUC) is used as a metric for this purpose. We…
ROC curves and cost curves are two popular ways of visualising classifier performance, finding appropriate thresholds according to the operating condition, and deriving useful aggregated measures such as the area under the ROC curve (AUC)…
There exist a wide range of single number metrics for assessing performance of classification algorithms, including AUC and the F1-score (Wikipedia lists 17 such metrics, with 27 different names). In this article, I propose a new metric to…
Macro-AUC is the arithmetic mean of the class-wise AUCs in multi-label learning and is commonly used in practice. However, its theoretical understanding is far lacking. Toward solving it, we characterize the generalization properties of…
Binary decisions are very common in artificial intelligence. Applying a threshold on the continuous score gives the human decider the power to control the operating point to separate the two classes. The classifier,s discriminating power is…
In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area…
Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are useful for evaluating binary classification models, but difficult to use for learning since the Area Under the Curve (AUC)…
Area under the receiver operating characteristics curve (AUC) is an important metric for a wide range of signal processing and machine learning problems, and scalable methods for optimizing AUC have recently been proposed. However, handling…
Confusion matrices and derived metrics provide a comprehensive framework for the evaluation of model performance in machine learning. These are well-known and extensively employed in the supervised learning domain, particularly…
The area under the receiver-operating characteristic curve (AUC) has become a popular index not only for measuring the overall prediction capacity of a marker but also the association strength between continuous and binary variables. In the…