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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…
AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss…
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…
Area Under the Receiver Operating Characteristic Curve (AUC-ROC) is a popular evaluation metric for binary classifiers. In this paper, we discuss techniques to segment the AUC-ROC along human-interpretable dimensions. AUC-ROC is not an…
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…
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,…
A lot of effort is currently invested in safeguarding autonomous driving systems, which heavily rely on deep neural networks for computer vision. We investigate the coupling of different neural network calibration measures with a special…
The area under the ROC curve (AUC) is a widely used performance measure in machine learning. Increasingly, however, in several applications, ranging from ranking to biometric screening to medicine, performance is measured not in terms of…
In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area…
In machine learning contests such as the ImageNet Large Scale Visual Recognition Challenge and the KDD Cup, contestants can submit candidate solutions and receive from an oracle (typically the organizers of the competition) the accuracy of…
Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…
The selective classifier (SC) has been proposed for rank based uncertainty thresholding, which could have applications in safety critical areas such as medical diagnostics, autonomous driving, and the justice system. The Area Under the…
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…
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…
This report examines the Pinned AUC metric introduced and highlights some of its limitations. Pinned AUC provides a threshold-agnostic measure of unintended bias in a classification model, inspired by the ROC-AUC metric. However, as we…
Confusion matrices and derived metrics provide a comprehensive framework for the evaluation of model performance in machine learning. These are well-known and extensively employed in the supervised learning domain, particularly…
Over the last decade, research on automated parameter tuning, often referred to as automatic algorithm configuration (AAC), has made significant progress. Although the usefulness of such tools has been widely recognized in real world…
In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…
Selective Classification, wherein models can reject low-confidence predictions, promises reliable translation of machine-learning based classification systems to real-world scenarios such as clinical diagnostics. While current evaluation of…
The area under the ROC curve (AUC) is one of the most widely used performance measures for classification models in machine learning. However, it summarizes the true positive rates (TPRs) over all false positive rates (FPRs) in the ROC…