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We provide a comprehensive theory of conducting in-sample statistical inference about receiver operating characteristic (ROC) curves that are based on predicted values from a first stage model with estimated parameters (such as a logit…

Econometrics · Economics 2021-12-06 Yu-Chin Hsu , Robert P. Lieli

AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss…

Artificial Intelligence · Computer Science 2016-12-28 Vishal Kakkar , Shirish K. Shevade , S Sundararajan , Dinesh Garg

Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…

Statistics Theory · Mathematics 2013-10-17 Jose Hernandez-Orallo

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…

Machine Learning · Computer Science 2022-11-30 Zhenhuan Yang , Yan Lok Ko , Kush R. Varshney , Yiming Ying

The Receiver Operating Characteristic (ROC) is a well-established representation of the tradeoff between detection and false alarm probabilities in binary hypothesis testing. In many practical contexts ROC's are generated by thresholding a…

Statistics Theory · Mathematics 2020-12-16 Catherine Medlock , Alan Oppenheim

Algorithmic bias continues to be a key concern of learning analytics. We study the statistical properties of the Absolute Between-ROC Area (ABROCA) metric. This fairness measure quantifies group-level differences in classifier performance…

Machine Learning · Statistics 2024-12-02 Conrad Borchers , Ryan S. Baker

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

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…

Methodology · Statistics 2025-02-07 Colin S. Beam

Area under the ROC curve, a.k.a. AUC, is a measure of choice for assessing the performance of a classifier for imbalanced data. AUC maximization refers to a learning paradigm that learns a predictive model by directly maximizing its AUC…

Machine Learning · Computer Science 2022-08-04 Tianbao Yang , Yiming Ying

The Receiver Operating Characteristic (ROC) surface is a generalization of ROC curve and is widely used for assessment of the accuracy of diagnostic tests on three categories. A complication called the verification bias, meaning that not…

Applications · Statistics 2018-03-20 Rui Zhu , Subhashis Ghosal

The ROC curve is widely used to assess the quality of prediction/classification/ranking algorithms, and its properties have been extensively studied. The precision-recall (PR) curve has become the de facto replacement for the ROC curve in…

Machine Learning · Statistics 2018-10-23 Jacqueline M. Hughes-Oliver

In machine learning (ML), a widespread claim is that the area under the precision-recall curve (AUPRC) is a superior metric for model comparison to the area under the receiver operating characteristic (AUROC) for tasks with class imbalance.…

Machine Learning · Computer Science 2025-01-15 Matthew B. A. McDermott , Haoran Zhang , Lasse Hyldig Hansen , Giovanni Angelotti , Jack Gallifant

This report examines the Pinned AUC metric introduced and highlights some of its limitations. Pinned AUC provides a threshold-agnostic measure of unintended bias in a classification model, inspired by the ROC-AUC metric. However, as we…

Machine Learning · Statistics 2019-03-07 Daniel Borkan , Lucas Dixon , John Li , Jeffrey Sorensen , Nithum Thain , Lucy Vasserman

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…

Methodology · Statistics 2012-10-26 Paul Blanche , Aurélien Latouche , Vivian Viallon

This paper presents an evaluation of edge detectors using receiver operating characteristic (ROC) analysis on the BIPED dataset. Our study examines the benefits and drawbacks of applying this technique in Matlab. We observed that while ROC…

Computer Vision and Pattern Recognition · Computer Science 2023-05-30 Kai Yi Ji

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a…

Machine Learning · Computer Science 2018-05-28 Siwei Lyu , Yiming Ying

While the area under the ROC curve is perhaps the most common measure that is used to rank the relative performance of different binary classifiers, longstanding field folklore has noted that it can be a measure that ill-captures the…

Machine Learning · Computer Science 2024-12-19 Christopher Ratigan , Lenore Cowen

To assess the classification accuracy of a continuous diagnostic result, the receiver operating characteristic (ROC) curve is commonly used in applications. The partial area under the ROC curve (pAUC) is one of widely accepted summary…

Applications · Statistics 2011-03-11 Hung Hung , Chin-Tsang Chiang

Diagnostic tests are of critical importance in health care and medical research. Motivated by the impact that atypical and outlying test outcomes might have on the assessment of the discriminatory ability of a diagnostic test, we develop a…

Estimating average human performance has been performed inconsistently in research in diagnostic medicine. This has been particularly apparent in the field of medical artificial intelligence, where humans are often compared against AI…

Methodology · Statistics 2020-09-28 Luke Oakden-Rayner , Lyle Palmer
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