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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

The area under the ROC curve (AUC) is one of the most widely used performance measures for classification models in machine learning. However, it summarizes the true positive rates (TPRs) over all false positive rates (FPRs) in the ROC…

Machine Learning · Computer Science 2022-10-28 Yao Yao , Qihang Lin , Tianbao Yang

Methods for the evaluation of the predictive accuracy of biomarkers with respect to survival outcomes subject to right censoring have been discussed extensively in the literature. In cancer and other diseases, survival outcomes are commonly…

Methodology · Statistics 2018-06-06 Yuan Wu , Xiaofei Wang , Jiaxing Lin , Beilin Jia , Kouros Owzar

The area under the ROC curve (AUC) is a widely used performance measure in machine learning. Increasingly, however, in several applications, ranging from ranking to biometric screening to medicine, performance is measured not in terms of…

Machine Learning · Computer Science 2016-11-29 Harikrishna Narasimhan , Shivani Agarwal

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

Machine Learning · Statistics 2019-03-04 Hiva Ghanbari , Minhan Li , Katya Scheinberg

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

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

Receiver Operating Characteristic (ROC) curves have recently been used to evaluate the performance of models for spatial presence-absence or presence-only data. Applications include species distribution modelling and mineral prospectivity…

Methodology · Statistics 2025-06-05 Adrian Baddeley , Ege Rubak , Suman Rakshit , Gopalan Nair

Time-dependent Receiver Operating Characteristics (ROC) analysis is a standard method to evaluate the discriminative performance of biomarkers or risk scores for time-to-event outcomes. Extensions of this useful method to left-truncated…

Methodology · Statistics 2025-09-09 Kendrick Li , Mithun Kumar Acharjee

Prior to clinical applications, it is critical that risk prediction models are evaluated in independent studies that did not contribute to model development. While prospective cohort studies provide a natural setting for model validation,…

Methodology · Statistics 2017-10-13 Parichoy Pal Choudhury , Anil K. Chaturvedi , Nilanjan Chatterjee

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

In this paper we consider the problem of maximizing the Area under the ROC curve (AUC) which is a widely used performance metric in imbalanced classification and anomaly detection. Due to the pairwise nonlinearity of the objective function,…

Machine Learning · Computer Science 2019-06-17 Yunwen Lei , Yiming Ying

Optimal performance is critical for decision-making tasks from medicine to autonomous driving, however common performance measures may be too general or too specific. For binary classifiers, diagnostic tests or prognosis at a timepoint,…

We address the problem of structured covariance matrix estimation for radar space-time adaptive processing (STAP). A priori knowledge of the interference environment has been exploited in many previous works to enable accurate estimators…

Methodology · Statistics 2016-02-18 Bosung Kang , Vishal Monga , Muralidhar Rangaswamy , Yuri I. Abramovich

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…

Artificial Intelligence · Computer Science 2016-06-03 Paulo J. L. Adeodato , Sílvio B. Melo

Receiver operating characteristic (ROC) analysis is a tool to evaluate the capacity of a numeric measure to distinguish between groups, often employed in the evaluation of diagnostic tests. Overall classification ability is sometimes…

Link prediction is a paradigmatic and challenging problem in network science, which attempts to uncover missing links or predict future links, based on known topology. A fundamental but still unsolved issue is how to choose proper metrics…

Data Analysis, Statistics and Probability · Physics 2023-03-22 Tao Zhou

The interpretation of medical images is a challenging task, often complicated by the presence of artifacts, occlusions, limited contrast and more. Most notable is the case of chest radiography, where there is a high inter-rater variability…

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…

Machine Learning · Computer Science 2023-05-09 Vít Škvára , Tomáš Pevný , Václav Šmídl

The Partial Area Under the ROC Curve (PAUC), typically including One-way Partial AUC (OPAUC) and Two-way Partial AUC (TPAUC), measures the average performance of a binary classifier within a specific false positive rate and/or true positive…

Machine Learning · Computer Science 2022-10-12 Huiyang Shao , Qianqian Xu , Zhiyong Yang , Shilong Bao , Qingming Huang