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Survival analysis, which estimates the probability of event occurrence over time from censored data, is fundamental in numerous real-world applications, particularly in high-stakes domains such as healthcare and risk assessment. Despite…

Machine Learning · Computer Science 2025-05-26 Yu Liu , Weiyao Tao , Tong Xia , Simon Knight , Tingting Zhu

The area under a receiver operating characteristic curve (AUC) is a useful tool to assess the performance of continuous-scale diagnostic tests on binary classification. In this article, we propose an empirical likelihood (EL) method to…

Methodology · Statistics 2022-05-05 Chul Moon , Xinlei Wang , Johan Lim

The Area Under the ROC Curve (AUC) is a widely used performance metric for binary classifiers. However, as a global ranking statistic, the AUC aggregates model behavior over the entire dataset, masking localized weaknesses in specific…

Applications · Statistics 2025-08-12 Agus Sudjianto , Alice J. Liu

To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…

Methodology · Statistics 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

In analysis of binary outcomes, the receiver operator characteristic (ROC) curve is heavily used to show the performance of a model or algorithm. The ROC curve is informative about the performance over a series of thresholds and can be…

Computation · Statistics 2020-08-10 John Muschelli

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…

Machine Learning · Computer Science 2022-06-24 Zhiyong Yang , Qianqian Xu , Shilong Bao , Yuan He , Xiaochun Cao , Qingming Huang

We study fairness in the context of classification where the performance is measured by the area under the curve (AUC) of the receiver operating characteristic. AUC is commonly used to measure the performance of prediction models. The same…

Machine Learning · Computer Science 2022-08-25 Hortense Fong , Vineet Kumar , Anay Mehrotra , Nisheeth K. Vishnoi

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

The importance of uncertainty quantification is increasingly recognized in the diverse field of machine learning. Accurately assessing model prediction uncertainty can help provide deeper understanding and confidence for researchers and…

Machine Learning · Computer Science 2024-12-03 Tianyi Chen , Yingzhou Lu , Nan Hao , Yuanyuan Zhang , Capucine Van Rechem , Jintai Chen , Tianfan Fu

The Area Under the ROC Curve (AUC) is a widely used performance measure for imbalanced classification arising from many application domains where high-dimensional sparse data is abundant. In such cases, each $d$ dimensional sample has only…

Machine Learning · Computer Science 2020-09-24 Baojian Zhou , Yiming Ying , Steven Skiena

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a…

Machine Learning · Computer Science 2018-05-28 Siwei Lyu , Yiming Ying

Link prediction is a paradigmatic and challenging problem in network science, which attempts to uncover missing links or predict future links, based on known topology. A fundamental but still unsolved issue is how to choose proper metrics…

Data Analysis, Statistics and Probability · Physics 2023-03-22 Tao Zhou

Receiver operating characteristic (ROC) curves are widely used as a measure of accuracy of diagnostic tests and can be summarized using the area under the ROC curve (AUC). Often, it is useful to construct a confidence intervals for the AUC,…

Applications · Statistics 2018-04-18 Hunyong Cho , Gregory J. Matthews , Ofer Harel

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

Complex survey data are usually collected following complex sampling designs. Accounting for the sampling design is essential to obtain unbiased estimates and valid inferences when analyzing complex survey data. The area under the receiver…

Methodology · Statistics 2026-03-31 Amaia Iparragirre , Thomas Lumley , Irantzu Barrio

Reinforcement learning (RL) systems typically optimize scalar reward functions that assume precise and reliable evaluation of outcomes. However, real-world objectives--especially those derived from human preferences--are often uncertain,…

Machine Learning · Computer Science 2026-04-30 Disha Singha

When determining which machine learning model best performs some high impact risk assessment task, practitioners commonly use the Area under the Curve (AUC) to defend and validate their model choices. In this paper, we argue that the…

Computers and Society · Computer Science 2023-05-30 Kweku Kwegyir-Aggrey , Marissa Gerchick , Malika Mohan , Aaron Horowitz , Suresh Venkatasubramanian

We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…

Machine Learning · Computer Science 2022-02-22 Kinjal Patel , Steven Waslander

Assessment of risk prediction models has primarily utilized measures of discrimination, the ROC curve AUC and C-statistic. These derive from the risk distributions of patients and nonpatients, which in turn are derived from a population…

Quantitative Methods · Quantitative Biology 2023-12-05 Ralph H. Stern

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