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Ranking and scoring are ubiquitous. We consider the setting in which an institution, called a ranker, evaluates a set of individuals based on demographic, behavioral or other characteristics. The final output is a ranking that represents…
Multiclass classifiers are often designed and evaluated only on a sample from the classes on which they will eventually be applied. Hence, their final accuracy remains unknown. In this work we study how a classifier's performance over the…
The runs test is a well-known test that is used for checking independence between elements of a sample data sequence. Some of runs tests are based on the longest run and others based on the total runs. In this paper, we consider order…
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…
Everybody writes that ROC curves, a very common tool in binary classification problems, should be optimal, and in particular concave, non-decreasing and above the 45-degree line. Everybody uses ROC curves, theoretical and especially…
In recommendation systems, one is interested in the ranking of the predicted items as opposed to other losses such as the mean squared error. Although a variety of ways to evaluate rankings exist in the literature, here we focus on the Area…
In observational studies of discrimination, the most common statistical approaches consider either the rate at which decisions are made (benchmark tests) or the success rate of those decisions (outcome tests). Both tests, however, have…
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…
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…
We study a game theoretic model of standardized testing for college admissions. Students are of two types; High and Low. There is a college that would like to admit the High type students. Students take a potentially costly standardized…
The Area Under the ROC Curve (AUC) is a crucial metric for machine learning, which evaluates the average performance over all possible True Positive Rates (TPRs) and False Positive Rates (FPRs). Based on the knowledge that a skillful…
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,…
Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…
We propose new simultaneous inference methods for diagnostic trials with elaborate factorial designs. Instead of the commonly used total area under the receiver operating characteristic (ROC) curve, our parameters of interest are partial…
Unsupervised ranking faces one critical challenge in evaluation applications, that is, no ground truth is available. When PageRank and its variants show a good solution in related subjects, they are applicable only for ranking from…
Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control). Most RCTs allocate the patients to the treatment group and the control group by uniform…
The one-sample log-rank test is the method of choice for single-arm Phase II trials with time-to-event endpoint. It allows to compare the survival of the patients to a reference survival curve that typically represents the expected survival…
Two-way partial AUC (TPAUC) is a critical performance metric for binary classification with imbalanced data, as it focuses on specific ranges of the true positive rate (TPR) and false positive rate (FPR). However, stochastic algorithms for…
The Receiver Operating Characteristic (ROC) curve stands as a cornerstone in assessing the efficacy of biomarkers for disease diagnosis. Beyond merely evaluating performance, it provides with an optimal cutoff for biomarker values, crucial…
The comparison of alternative rankings of a set of items is a general and prominent task in applied statistics. Predictor variables are ranked according to magnitude of association with an outcome, prediction models rank subjects according…