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arXiv research

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.

168,657 papers · 148 categories

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19395877 · Jun 202619922001200920172026
48 results for precision-recall curves

Geometric analysis of ROC and PR curves for binary classification.

problem Understanding classifier behavior and selection of optimal operating points.
method Geometric perspective on ROC and PR curves, focusing on the composition function GG.
result Many binary classification metrics are functions of G=FpFn1G = F_p \circ F_n^{-1}, facilitating better classifier optimization.

This paper introduces a new method to train normalizing flows using precision-recall divergences.

problem Training generative models with mode dropping and low-quality samples.
method Introduces PR-divergences and proposes a novel generative model to minimize precision-recall trade-offs.
result Normalizing flows can be trained to achieve specific precision-recall trade-offs using PR-divergences.

Unified four trade-off curves for assessing generative model proximity.

problem Quantitative assessment of proximity between two probability distributions.
method Unified four existing curves: PR, Lorenz, ROC, and Rényi divergence frontiers.
result Explicit relationship between PR and Lorenz curves with domain adaptation bounds.

The ROC curve is widely used to assess the quality of prediction/classification/ranking algorithms, and its properties have been extensively studied. The precision-recall (PR) curve has become the de facto replacement for the ROC curve in the presence of imbalance, namely where one class is far more likely than the oth…

2018-10-19abs ↗pdf ↗

A common approach in positive-unlabeled learning is to train a classification model between labeled and unlabeled data. This strategy is in fact known to give an optimal classifier under mild conditions; however, it results in biased empirical estimates of the classifier performance. In this work, we show that the typi…

2017-02-02abs ↗pdf ↗

Outlier detection methods have become increasingly relevant in recent years due to increased security concerns and because of its vast application to different fields. Recently, Pauwels and Lasserre (2016) noticed that the sublevel sets of the inverse Christoffel function accurately depict the shape of a cloud of data …

2018-06-18abs ↗pdf ↗

Machine learning models deployed in real-world applications are often evaluated with precision-based metrics such as F1-score or AUC-PR (Area Under the Curve of Precision Recall). Heavily dependent on the class prior, such metrics make it difficult to interpret the variation of a model's performance over different subp…

2019-09-06abs ↗pdf ↗

Study predicts startup outcomes like funding, patenting, IPOs using machine learning.

problem Forecasting startup success metrics like funding, patenting, IPOs.
method Developed interpretable machine learning framework, used preprocessing, class imbalance handling, and compared multiple models.
result Achieved high AUROC values for patent, funding, and exit predictions.

Despite the tremendous progress in the estimation of generative models, the development of tools for diagnosing their failures and assessing their performance has advanced at a much slower pace. Recent developments have investigated metrics that quantify which parts of the true distribution is modeled well, and, on the…

2019-05-26abs ↗pdf ↗

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…

2019-03-22abs ↗pdf ↗

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the FβF_β score, area under the precision-recall curve, Precision at K, and more. The maximization of many of these metrics can be expressed as a con…

2018-02-28abs ↗pdf ↗

Thousands of security vulnerabilities are discovered in production software each year, either reported publicly to the Common Vulnerabilities and Exposures database or discovered internally in proprietary code. Vulnerabilities often manifest themselves in subtle ways that are not obvious to code reviewers or the develo…

2018-02-14abs ↗pdf ↗

Proposes a method to evaluate classifiers with missing labels using multiple imputation.

problem Missing labels during model evaluation can introduce bias, especially in Missing Not At Random (MNAR) data.
method Develops a multiple imputation technique to estimate and provide predictive distributions for metrics like precision, recall, and ROC-AUC.
result The predictive distribution's location and shape are generally correct, even in the MNAR regime.

Geodesic distance is the shortest path between two points in a Riemannian manifold. Manifold learning algorithms, such as Isomap, seek to learn a manifold that preserves geodesic distances. However, such methods operate on the ambient dimensionality, and are therefore fragile to noise dimensions. We developed an unsupe…

2019-07-05abs ↗pdf ↗

The paper critiques and expands on common evaluation metrics in machine learning.

problem The common evaluation metrics like Precision, Recall, F-Measure, and Rand Accuracy are biased and misleading.
method The paper introduces new measures like Informedness, Markedness, and Correlation to better reflect the quality of predictions.
result A system that performs worse in terms of Informedness can appear better using common measures like Precision and Recall.

A new method for optimizing non-decomposable metrics with constraints.

problem Optimizing complex machine learning objectives with thresholded constraints.
method Formulate rate-constrained optimization using the Implicit Function theorem and solve with gradient-based methods.
result Demonstrated effectiveness over existing methods on benchmark datasets.

Modern retrieval systems are often driven by an underlying machine learning model. The goal of such systems is to identify and possibly rank the few most relevant items for a given query or context. Thus, such systems are typically evaluated using a ranking-based performance metric such as the area under the precision-…

2016-08-16abs ↗pdf ↗

Deep ROC analysis improves model selection and interpretation in medical and AI applications.

problem Inadequate performance measures for binary classifiers.
method Deep ROC analysis, translating AUC and partial AUC into balanced average accuracy and post-test measures.
result Deep ROC analysis provides balanced average accuracy, average sensitivity, and average specificity.

Sleep arousals transition the depth of sleep to a more superficial stage. The occurrence of such events is often considered as a protective mechanism to alert the body of harmful stimuli. Thus, accurate sleep arousal detection can lead to an enhanced understanding of the underlying causes and influencing the assessment…

2019-03-01abs ↗pdf ↗

Flooding is a destructive and dangerous hazard and climate change appears to be increasing the frequency of catastrophic flooding events around the world. Physics-based flood models are costly to calibrate and are rarely generalizable across different river basins, as model outputs are sensitive to site-specific parame…

2019-10-15abs ↗pdf ↗

Study evaluates three class imbalance techniques across diverse datasets.

problem Class imbalance in binary classification tasks.
method Synthetic Minority Over-sampling Technique (SMOTE), Class Weights tuning, Decision Threshold Calibration.
result Decision Threshold Calibration is the most consistently effective technique.