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The performance of many machine learning techniques depends on the choice of an appropriate similarity or distance measure on the input space. Similarity learning (or metric learning) aims at building such a measure from training data so…

Machine Learning · Statistics 2019-01-25 Robin Vogel , Aurélien Bellet , Stéphan Clémençon

Assessment of risk prediction models has primarily utilized measures of discrimination, the ROC curve AUC and C-statistic. These derive from the risk distributions of patients and nonpatients, which in turn are derived from a population…

Quantitative Methods · Quantitative Biology 2023-12-05 Ralph H. Stern

The Receiver Operating Characteristic (ROC) curve is a representation of the statistical information discovered in binary classification problems and is a key concept in machine learning and data science. This paper studies the statistical…

Methodology · Statistics 2019-05-09 Kai Feng , Han Hong , Ke Tang , Jingyuan Wang

The Area Under the ROC Curve (AUC) is a widely used performance metric for binary classifiers. However, as a global ranking statistic, the AUC aggregates model behavior over the entire dataset, masking localized weaknesses in specific…

Applications · Statistics 2025-08-12 Agus Sudjianto , Alice J. Liu

The Area under the ROC curve (AUC) is a well-known ranking metric for problems such as imbalanced learning and recommender systems. The vast majority of existing AUC-optimization-based machine learning methods only focus on binary-class…

Machine Learning · Computer Science 2021-07-29 Zhiyong Yang , Qianqian Xu , Shilong Bao , Xiaochun Cao , Qingming Huang

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

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

Throughout science and technology, receiver operating characteristic (ROC) curves and associated area under the curve (AUC) measures constitute powerful tools for assessing the predictive abilities of features, markers and tests in binary…

Machine Learning · Statistics 2021-06-25 Tilmann Gneiting , Eva-Maria Walz

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…

Machine Learning · Computer Science 2026-05-05 Steven Redolfi

The proper use of model evaluation metrics is important for model evaluation and model selection in binary classification tasks. This study investigates how consistent different metrics are at evaluating models across data of different…

Machine Learning · Statistics 2024-12-17 Jing Li

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…

Machine Learning · Computer Science 2021-09-14 Khashayar Namdar , Masoom A. Haider , Farzad Khalvati

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

Accurate diagnosis of disease is of fundamental importance in clinical practice and medical research. Before a medical diagnostic test is routinely used in practice, its ability to distinguish between diseased and nondiseased states must be…

Methodology · Statistics 2018-06-05 Vanda Inacio de Carvalho , Maria Xose Rodriguez-Alvarez

In many situations, the choice of an adequate similarity measure or metric on the feature space dramatically determines the performance of machine learning methods. Building automatically such measures is the specific purpose of…

Machine Learning · Statistics 2020-02-24 Stéphan Clémençon , Robin Vogel

The area under the ROC curve (AUC) is a measure of interest in various machine learning and data mining applications. It has been widely used to evaluate classification performance on heavily imbalanced data. The kernelized AUC maximization…

Machine Learning · Computer Science 2019-04-30 Majdi Khalid , Indrakshi Ray , Hamidreza Chitsaz

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…

Methodology · Statistics 2025-11-20 Jiajun Liu , Guangcai Mao , Xiaofei Wang

We formulate a supervised learning problem, referred to as continuous ranking, where a continuous real-valued label Y is assigned to an observable r.v. X taking its values in a feature space $\mathcal{X}$ and the goal is to order all…

Machine Learning · Statistics 2018-01-18 Stephan Clémençon , Mastane Achab

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…

Quantitative Methods · Quantitative Biology 2021-02-23 Ralph H. Stern

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) curve is the most popular tool used to evaluate the discriminatory capability of diagnostic tests/biomarkers measured on a continuous scale when distinguishing between two alternative disease…

Methodology · Statistics 2021-03-22 Maria Xose Rodriguez-Alvarez , Vanda Inacio