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Model evaluation is of crucial importance in modern statistics application. The construction of ROC and calculation of AUC have been widely used for binary classification evaluation. Recent research generalizing the ROC/AUC analysis to…
We show that established performance metrics in binary classification, such as the F-score, the Jaccard similarity coefficient or Matthews' correlation coefficient (MCC), are not robust to class imbalance in the sense that if the proportion…
We study the geometry of Receiver Operating Characteristic (ROC) and Precision-Recall (PR) curves in binary classification problems. The key finding is that many of the most commonly used binary classification metrics are merely functions…
The 'macro F1' metric is frequently used to evaluate binary, multi-class and multi-label classification problems. Yet, we find that there exist two different formulas to calculate this quantity. In this note, we show that only under rare…
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…
This paper considers the problem of fair probabilistic binary classification with binary protected groups. The classifier assigns scores, and a practitioner predicts labels using a certain cut-off threshold based on the desired trade-off…
In analysis of binary outcomes, the receiver operator characteristic (ROC) curve is heavily used to show the performance of a model or algorithm. The ROC curve is informative about the performance over a series of thresholds and can be…
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…
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…
Classification performance is often not uniform over the data. Some areas in the input space are easier to classify than others. Features that hold information about the "difficulty" of the data may be non-discriminative and are therefore…
The Receiver Operating Characteristic (ROC) curve of a binary classifier has often been utilized to measure the performance of the classifier. The area beneath this curve is used in particular because of its quoted probabilistic…
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…
This article explores the extension of well-known F1 score used for assessing the performance of binary classifiers. We propose the new metric using probabilistic interpretation of precision, recall, specificity, and negative predictive…
Paired comparison models are used for analyzing data that involves pairwise comparisons among a set of objects. When the outcomes of the pairwise comparisons have no ties, the paired comparison models can be generalized as a class of binary…
Assessing the performance of a learned model is a crucial part of machine learning. However, in some domains only positive and unlabeled examples are available, which prohibits the use of most standard evaluation metrics. We propose an…
Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating and comparing them are in great demand. We propose and study a…
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…
Receiver operating characteristic (ROC) curve is an informative tool in binary classification and Area Under ROC Curve (AUC) is a popular metric for reporting performance of binary classifiers. In this paper, first we present a…
The ROC curve is the major tool for assessing not only the performance but also the fairness properties of a similarity scoring function. In order to draw reliable conclusions based on empirical ROC analysis, accurately evaluating the…
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…