作者
Peter A Flach, José Hernández-Orallo, Cèsar Ferri
发表日期
2011
研讨会论文
Proceedings of the 28th International Conference on Machine Learning (ICML-11)
页码范围
657-664
简介
The area under the ROC curve (AUC), a wellknown measure of ranking performance, is also often used as a measure of classification performance, aggregating over decision thresholds as well as class and cost skews. However, David Hand has recently argued that AUC is fundamentally incoherent as a measure of aggregated classifier performance and proposed an alternative measure (Hand, 2009). Specifically, Hand derives a linear relationship between AUC and expected minimum loss, where the expectation is taken over a distribution of the misclassification cost parameter that depends on the model under consideration. Replacing this distribution with a Beta (2, 2) distribution, Hand derives his alternative measure H. In this paper we offer an alternative, coherent interpretation of AUC as linearly related to expected loss. We use a distribution over cost parameter and a distribution over data points, both uniform and hence modelindependent. Should one wish to consider only optimal thresholds, we demonstrate that a simple and more intuitive alternative to Hand’s H measure is already available in the form of the area under the cost curve.
引用总数
20112012201320142015201620172018201920202021202220232024510151319251825243541424115
学术搜索中的文章
C Ferri, J Hernández-Orallo, PA Flach - Proceedings of the 28th International Conference on …, 2011