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Learning to optimize the area under the receiver operating characteristics curve (AUC) performance for imbalanced data has attracted much attention in recent years. Although there have been several methods of AUC optimization, scaling up…
The receiver operating characteristic (ROC) curve is an important graphic tool for evaluating a test in a wide range of disciplines. While useful, an ROC curve can cross the chance line, either by having an S-shape or a hook at the extreme…
The development of modern technology has enabled data collection of unprecedented size, which poses new challenges to many statistical estimation and inference problems. This paper studies the maximum score estimator of a semi-parametric…
AUC is a common metric for evaluating the performance of a classifier. However, most classifiers are trained with cross entropy, and it does not optimize the AUC metric directly, which leaves a gap between the training and evaluation stage.…
The rise of smart factories has heightened the demand for automated maintenance, and normal-data-based anomaly detection has proved particularly effective in environments where anomaly data are scarce. This method, which does not require…
The area under the ROC curve (AUC) is the standard measure of a biomarker's discriminatory accuracy; however, naive AUC estimates can be misleading when validation cohorts differ from the intended target population. Such covariate shifts…
Most binary classifiers work by processing the input to produce a scalar response and comparing it to a threshold value. The various measures of classifier performance assume, explicitly or implicitly, probability distributions $P_s$ and…
Objectives: Estimation of areas under receiver operating characteristic curves (AUCs) and their differences is a key task in diagnostic studies. We aimed to derive, evaluate, and implement simple sample size formulas for such studies with a…
The goal of Ordinal Regression is to find a rule that ranks items from a given set. Several learning algorithms to solve this prediction problem build an ensemble of binary classifiers. Ranking by Projecting uses interdependent binary…
Spatial-mode projective measurements could achieve super-resolution in remote sensing and imaging, yet their performance is usually sensitive to the parameters of the target scenes. We propose and demonstrate a robust classifier of close-by…
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…
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…
The Receiver Operating Characteristic (ROC) curve and the Area Under the Curve (AUC) of the ROC curve are widely used to compare the performance of diagnostic and prognostic assays. The ROC curve has the advantage that it is independent of…
The Area Under the ROC Curve (AUC) is a widely used performance measure for imbalanced classification arising from many application domains where high-dimensional sparse data is abundant. In such cases, each $d$ dimensional sample has only…
With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…
Positive unlabeled (PU) learning is useful in various practical situations, where there is a need to learn a classifier for a class of interest from an unlabeled data set, which may contain anomalies as well as samples from unknown classes.…
Binary optimisation tasks are ubiquitous in areas ranging from logistics to cryptography. The exponential complexity of such problems means that the performance of traditional computational methods decreases rapidly with increasing problem…
We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection…
Selecting an evaluation metric is fundamental to model development, but uncertainty remains about when certain metrics are preferable and why. This paper introduces the concept of *resolving power* to describe the ability of an evaluation…
Imbalanced datasets pose significant challenges in areas including neuroscience, cognitive science, and medical diagnostics, where accurately detecting minority classes is essential for robust model performance. This study addresses the…