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Multiple diagnostic tests are frequently used to determine the presence of a disease condition in patients. In this paper, we use bivariate copulas to examine the properties of receiver operating characteristic (ROC) curves formed when two…

Clustered data are common in biomedical research. Observations in the same cluster are often more similar to each other than to observations from other clusters. The intraclass correlation coefficient (ICC), first introduced by R. A.…

The ROC (receiver operating characteristic) curve is a widely used device for assessing decision-making systems. It seems surprising, in view of its history dating back to World War Two, that the assignment of uncertainties to a ROC curve…

When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performance of un-supervised anomaly detection algorithms. However ,…

Areas under ROC (AUROC) and precision-recall curves (AUPRC) are common metrics for evaluating classification performance for imbalanced problems. Compared with AUROC, AUPRC is a more appropriate metric for highly imbalanced datasets. While…

Area under the ROC curve (AUC) optimisation techniques developed for neural networks have recently demonstrated their capabilities in different audio and speech related tasks. However, due to its intrinsic nature, AUC optimisation has…

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…

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…

In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…

Classification tasks are common across many fields and applications where the decision maker's action is limited by resource constraints. In direct marketing only a subset of customers is contacted; scarce human resources limit the number…

The problem of ranking/ordering instances, instead of simply classifying them, has recently gained much attention in machine learning. In this paper we formulate the ranking problem in a rigorous statistical framework. The goal is to learn…

The receiver operating characteristic (ROC) curve and its summary measure, the Area Under the Curve (AUC), are well-established tools for evaluating the efficacy of biomarkers in biomedical studies. Compared to the traditional ROC curve,…

The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i.i.d. from the same distribution,…

We present Fast Random projection-based One-Class Classification (FROCC), an extremely efficient method for one-class classification. Our method is based on a simple idea of transforming the training data by projecting it onto a set of…

Single-arm studies in the early development phases of new treatments are not uncommon in the context of rare diseases or in paediatrics. If an assessment of efficacy is to be made at the end of such a study, the observed endpoints can be…

When people evaluate the performance of a diagnostic test, it is important to control both True Positive Rate (TPR) and False Positive Rate (FPR). In the literature, most researchers propose the partial area under the ROC curve (pAUC) with…

In this article, bipartite ranking, a statistical learning problem involved in many applications and widely studied in the passive context, is approached in a much more general \textit{active setting} than the discrete one previously…

The selection of the best classification algorithm for a given dataset is a very widespread problem. It is also a complex one, in the sense it requires to make several important methodological choices. Among them, in this work we focus on…

In modern high-throughput applications, it is important to identify pairwise associations between variables, and desirable to use methods that are powerful and sensitive to a variety of association relationships. We describe RankCover, a…

As a variant of the Area Under the ROC Curve (AUC), the partial AUC (PAUC) focuses on a specific range of false positive rate (FPR) and/or true positive rate (TPR) in the ROC curve. It is a pivotal evaluation metric in real-world scenarios…