A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Receiver operating characteristic (ROC) analysis is widely used for evaluating diagnostic systems. Recent studies have shown that estimating an area under ROC curve (AUC) with standard cross-validation methods suffers from a large bias. The leave-pair-out (LPO) cross-validation has been shown to correct this bias. Howe…
Throughout science and technology, receiver operating characteristic (ROC) curves and associated area under the curve (AUC) measures constitute powerful tools for assessing the predictive abilities of features, markers and tests in binary classification problems. Despite its immense popularity, ROC analysis has been su…
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 application domains and receiver operating characteristic (ROC) curves provide a visu…
Geometric analysis of ROC and PR curves for binary classification.
The paper proposes a test to assess rater accuracy while accounting for rater covariates.
The Receiver Operating Characteristic (ROC) curve is a representation of the statistical information discovered in binary classification problems and is a key concept in machine learning and data science. This paper studies the statistical properties of ROC curves and its implication on model selection. We analyze the …
We propose a novel classifier accuracy metric: the Bayesian Area Under the Receiver Operating Characteristic Curve (CBAUC). The method estimates the area under the ROC curve and is related to the recently proposed Bayesian Error Estimator. The metric can assess the quality of a classifier using only the training datase…
Modified AUC improves CNN training by considering model confidence.
This paper visualizes uncertainty in classifier performance metrics.
New method corrects biased predictions and uncertainty estimates in classification with nuisance parameters.
The fuzzy ROC extends Receiver Operating Curve (ROC) visualization to the situation where some data points, falling in an indeterminacy region, are not classified. It addresses two challenges: definition of sensitivity and specificity bounds under indeterminacy; and visual summarization of the large number of possibili…
Neural network models improve ROC curve evaluation of biomarkers, focusing on age's role in physical activity-mortality association.
Proposes a new prior for VAEs to improve out-of-distribution detection.
When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performance of un-supervised anomaly detection algorithms. However , in many situations, few or no data are labeled. This calls for alternative crite…
New method tests independence using ROC analysis and bipartite ranking.
New optimization method improves AUC for binary classification and changepoint detection.
Study evaluates data augmentation methods for prostate cancer detection in MRI.
We investigate a long-debated question, which is how to create predictive models of recidivism that are sufficiently accurate, transparent, and interpretable to use for decision-making. This question is complicated as these models are used to support different decisions, from sentencing, to determining release on proba…
Deep learning uses ROC cost functions to improve virtual screening accuracy.
Deep ROC analysis improves model selection and interpretation in medical and AI applications.
New classifiers ensure fairness by adjusting a base classifier's operating characteristics.
New algorithm optimizes AUC in binary classification and changepoint detection.
Unified four trade-off curves for assessing generative model proximity.
Imbalanced data sets containing much more background than signal instances are very common in particle physics, and will also be characteristic for the upcoming analyses of LHC data. Following up the work presented at ACAT 2008, we use the multivariate technique presented there (a rule growing algorithm with the meta-m…
Identifying patients who will be discharged within 24 hours can improve hospital resource management and quality of care. We studied this problem using eight years of Electronic Health Records (EHR) data from Stanford Hospital. We fit models to predict 24 hour discharge across the entire inpatient population. The best …
Paper extends RPD for better handling multiple modalities and non-convexity.
Proposes and evaluates three diagnostic graphics for probabilistic classifiers.
Wide-band Electromagnetic Induction Sensors (WEMI) have been used for a number of years in subsurface detection of explosive hazards. While WEMI sensors have proven effective at localizing objects exhibiting large magnetic responses, detecting objects lacking or containing very low amounts of conductive materials can b…
Deep learning has significant potential for medical imaging. However, since the incident rate of each disease varies widely, the frequency of classes in a medical image dataset is imbalanced, leading to poor accuracy for such infrequent classes. One possible solution is data augmentation of infrequent classes using syn…
Optimal cutoff interval for risk scores improves binary classification accuracy.
The receiver operating characteristic (ROC) curve is a very useful tool for analyzing the diagnostic/classification power of instruments/classification schemes as long as a binary-scale gold standard is available. When the gold standard is continuous and there is no confirmative threshold, ROC curve becomes less useful…
Non-recurring traffic congestion is caused by temporary disruptions, such as accidents, sports games, adverse weather, etc. We use data related to real-time traffic speed, jam factors (a traffic congestion indicator), and events collected over a year from Nashville, TN to train a multi-layered deep neural network. The …
Electronic medical records (EMRs) supports the development of machine learning algorithms for predicting disease incidence, patient response to treatment, and other healthcare events. But insofar most algorithms have been centralized, taking little account of the decentralized, non-identically independently distributed…
AUC used as a measure of clustering quality in unsupervised learning.
We aim at developing and improving the imbalanced business risk modeling via jointly using proper evaluation criteria, resampling, cross-validation, classifier regularization, and ensembling techniques. Area Under the Receiver Operating Characteristic Curve (AUC of ROC) is used for model comparison based on 10-fold cro…
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 performance. In some applications such as anomaly detection and diagnostic testing…
Feature selection aims to select the smallest subset of features for a specified level of performance. The optimal achievable classification performance on a feature subset is summarized by its Receiver Operating Curve (ROC). When infinite data is available, the Neyman- Pearson (NP) design procedure provides the most e…
Paper discusses extending Gini score for tied rankings and case weights.
Study evaluates different saliency maps for CT image classification.
Study uses machine learning to predict potato clones suitable for processing.
From a fresh data science perspective, this thesis discusses the prediction of coronary artery disease based on genetic variations at the DNA base pair level, called Single-Nucleotide Polymorphisms (SNPs), collected from the Ontario Heart Genomics Study (OHGS). First, the thesis explains two commonly used supervised le…
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 generalization performance of online learning algorithms with pairwise loss functions. We…
New single-loop algorithm tackles weakly convex constraints in stochastic optimization.
Knoop enhances variable selection with over-parameterization and knockoffs.
Study uses ML to predict non-participation in ELSA COVID-19 follow-up studies.
In this study, a predictive model using Multi-layer Perceptron of Artificial Neural Network architecture was developed to predict customer churn in a financial institution. Previous researches have used supervised machine learning classifiers such as Logistic Regression, Decision Tree, Support Vector Machine, K-Nearest…
Study predicts antimicrobial resistance in ICU patients quickly.
Being able to forcast extreme volatility is a central issue in financial risk management. We present a large volatility predicting method based on the distribution of recurrence intervals between volatilities exceeding a certain threshold for a fixed expected recurrence time . We find that the recurrence inter…