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The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are…

Machine Learning · Computer Science 2018-02-08 Hiva Ghanbari , Katya Scheinberg

In binary classification applications, conservative decision-making that allows for abstention can be advantageous. To this end, we introduce a novel approach that determines the optimal cutoff interval for risk scores, which can be…

Machine Learning · Statistics 2025-10-01 Yishu Wei , Wen-Yee Lee , George Ekow Quaye , Xiaogang Su

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…

Machine Learning · Computer Science 2026-04-15 Reza Sameni

Cost-sensitive learning relies on the availability of a known and fixed cost matrix. However, in some scenarios, the cost matrix is uncertain during training, and re-train a classifier after the cost matrix is specified would not be an…

Machine Learning · Computer Science 2012-09-11 Rui Wang , Ke Tang

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,…

Methodology · Statistics 2025-10-20 Ziad Akram Ali Hammouri , Yating Zou , Rahul Ghosal , Juan C. Vidal , Marcos Matabuena

The most popular classification algorithms are designed to maximize classification accuracy during training. However, this strategy may fail in the presence of class imbalance since it is possible to train models with high accuracy by…

Machine Learning · Computer Science 2024-01-26 Erhan Can Ozcan , Berk Görgülü , Mustafa G. Baydogan , Ioannis Ch. Paschalidis

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…

Methodology · Statistics 2017-06-22 Hanfang Yang , Kun Lu , Xiang Lyu , Feifang Hu

Several variants of reweighted risk functionals, such as focal loss, inverse focal loss, and the Area Under the Risk Coverage Curve (AURC), have been proposed for improving model calibration; yet their theoretical connections to calibration…

Computer Vision and Pattern Recognition · Computer Science 2026-01-30 Han Zhou , Sebastian G. Gruber , Teodora Popordanoska , Matthew B. Blaschko

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

Many problems that appear in biomedical decision making, such as diagnosing disease and predicting response to treatment, can be expressed as binary classification problems. The costs of false positives and false negatives vary across…

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…

Statistics Theory · Mathematics 2023-02-22 Maximilian Wechsung , Frank Konietschke

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 work, we utilize a Trust Region based Derivative Free Optimization (DFO-TR) method to directly maximize the Area Under Receiver Operating Characteristic Curve (AUC), which is a nonsmooth, noisy function. We show that AUC is a smooth…

Machine Learning · Computer Science 2017-03-22 Hiva Ghanbari , Katya Scheinberg

Anomaly detection is a dynamic field, in which the evaluation of models plays a critical role in understanding their effectiveness. The selection and interpretation of the evaluation metrics are pivotal, particularly in scenarios with…

Machine Learning · Computer Science 2024-09-25 Minjae Ok , Simon Klüttermann , Emmanuel Müller

AUC is a common metric for evaluating the performance of a classifier. However, most classifiers are trained with cross entropy, and it does not optimize the AUC metric directly, which leaves a gap between the training and evaluation stage.…

Machine Learning · Computer Science 2023-04-20 Xiao Sun , Bo Zhang , Chenrui Zhang , Han Ren , Mingchen Cai

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

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,…

Although binary classification is a well-studied problem in computer vision, training reliable classifiers under severe class imbalance remains a challenging problem. Recent work has proposed techniques that mitigate the effects of training…

Machine Learning · Computer Science 2024-06-06 Kelsey Lieberman , Shuai Yuan , Swarna Kamlam Ravindran , Carlo Tomasi

Maximizing the area under the receiver operating characteristic curve (AUC) is a standard approach to imbalanced classification. So far, various supervised AUC optimization methods have been developed and they are also extended to…

Machine Learning · Statistics 2022-04-12 Tomoya Sakai , Gang Niu , Masashi Sugiyama

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…

Statistics Theory · Mathematics 2023-01-25 Stéphan Clémençon , Myrto Limnios , Nicolas Vayatis