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Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…

Statistics Theory · Mathematics 2013-10-17 Jose Hernandez-Orallo

Area under the ROC curve, a.k.a. AUC, is a measure of choice for assessing the performance of a classifier for imbalanced data. AUC maximization refers to a learning paradigm that learns a predictive model by directly maximizing its AUC…

Machine Learning · Computer Science 2022-08-04 Tianbao Yang , Yiming Ying

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

Area under the receiver operating characteristics curve (AUC) is an important metric for a wide range of signal processing and machine learning problems, and scalable methods for optimizing AUC have recently been proposed. However, handling…

Machine Learning · Computer Science 2018-06-01 San Gultekin , Avishek Saha , Adwait Ratnaparkhi , John Paisley

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…

Machine Learning · Statistics 2015-08-26 Charanpal Dhanjal , Romaric Gaudel , Stephan Clemencon

The area under the receiver operating characteristic curve (AUC) is often used to evaluate the performance of clinical prediction models. Recently, a more refined strategy has been proposed to examine a partial area under the curve (pAUC),…

Applications · Statistics 2016-06-22 Travis Gerke , Svitlana Tyekucheva , Lorelei Mucci , Giovanni Parmigiani

Area under ROC curve (AUC) is a widely used performance measure for classification models. We propose two new distributionally robust AUC maximization models (DR-AUC) that rely on the Kantorovich metric and approximate the AUC with the…

Optimization and Control · Mathematics 2020-05-28 Wenbo Ma , Miguel A. Lejeune

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 show the arc length of the optimal ROC curve is an $f$-divergence. By leveraging this result, we express the arc length using a variational objective and estimate it accurately using positive and negative samples. We show…

Statistics Theory · Mathematics 2022-10-19 Song Liu

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

We analyze the properties of gradient descent on convex surrogates for the zero-one loss for the agnostic learning of linear halfspaces. If $\mathsf{OPT}$ is the best classification error achieved by a halfspace, by appealing to the notion…

Machine Learning · Computer Science 2021-02-16 Spencer Frei , Yuan Cao , Quanquan Gu

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,…

Machine Learning · Computer Science 2023-11-07 Siran Dai , Qianqian Xu , Zhiyong Yang , Xiaochun Cao , Qingming Huang

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

Adequate evaluation of an information retrieval system to estimate future performance is a crucial task. Area under the ROC curve (AUC) is widely used to evaluate the generalization of a retrieval system. However, the objective function…

Information Retrieval · Computer Science 2016-04-26 Sean J. Welleck

We propose a method for maximizing a partial area under a receiver operating characteristic (ROC) curve (pAUC) for binary classification tasks. In binary classification tasks, accuracy is the most commonly used as a measure of classifier…

Machine Learning · Statistics 2018-06-14 Naonori Ueda , Akinori Fujino

When minimizing the empirical risk in binary classification, it is a common practice to replace the zero-one loss with a surrogate loss to make the learning objective feasible to optimize. Examples of well-known surrogate losses for binary…

Machine Learning · Statistics 2023-06-07 Nontawat Charoenphakdee , Jongyeong Lee , Masashi Sugiyama

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

Efficient online learning with pairwise loss functions is a crucial component in building large-scale learning system that maximizes the area under the Receiver Operator Characteristic (ROC) curve. In this paper we investigate the…

Machine Learning · Statistics 2013-01-24 Yuyang Wang , Roni Khardon , Dmitry Pechyony , Rosie Jones

The receiver operating characteristic (ROC) curve is an important graphic tool for evaluating a test in a wide range of disciplines. While useful, an ROC curve can cross the chance line, either by having an S-shape or a hook at the extreme…

Methodology · Statistics 2024-07-02 Soutik Ghosal , Zhen Chen

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…

Machine Learning · Computer Science 2019-09-24 Luma Omar , Ioannis Ivrissimtzis