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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.

168,742 papers · 148 categories

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87173260346 · Jun 202019922001200920172026
48 results for receiver operating characteristic curve

The paper proposes a test to assess rater accuracy while accounting for rater covariates.

problem Assessing the accuracy of raters in medical imaging and forensic studies.
method Covariate-adjusted homogeneity test to determine differences in accuracy among multiple rater groups.
result The proposed test identifies statistically significant differences among five participant groups in a face recognition study.

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.

New ROC tools assess predictive abilities for any linearly ordered outcomes.

problem Fundamental restriction in ROC analysis for non-dichotomous outcomes.
method ROC movies and UROC curves for linearly ordered outcomes.
result CPA equals AUC for binary outcomes and relates to Spearman's coefficient for pairwise distinct outcomes.

LxCIM metric improves binary classification performance evaluation.

problem Evaluation metrics for binary classification are often not invariant to local class exchange.
method Proposes LxCIM, a rank-based metric invariant to local class exchange.
result LxCIM addresses limitations of existing metrics like AUROC.

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 …

2019-05-05abs ↗pdf ↗

A new method QMS22 for semi-supervised anomaly detection outperforms existing methods.

problem Semi-supervised anomaly detection in datasets with overlapping normal and outlier samples.
method QMS22, a classifier that solves a multi-class classification problem involving both training and test sets.
result QMS22 significantly outperforms ISOF and ocSVM in anomaly detection.

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.

Modified AUC improves CNN training by considering model confidence.

problem Improving binary classifier performance metrics.
method Proposes a modified AUC metric that incorporates model confidence into BCE loss for CNN training.
result Demonstrates improved performance on three datasets: MNIST, prostate MRI, and brain MRI.

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…

2018-11-28abs ↗pdf ↗

In many healthcare settings, intuitive decision rules for risk stratification can help effective hospital resource allocation. This paper introduces a novel variant of decision tree algorithms that produces a chain of decisions, not a general tree. Our algorithm, αα-Carving Decision Chain (ACDC), sequentially carves o…

2016-06-16abs ↗pdf ↗

This paper aims to provide a better understanding of a symmetric loss. First, we emphasize that using a symmetric loss is advantageous in the balanced error rate (BER) minimization and area under the receiver operating characteristic curve (AUC) maximization from corrupted labels. Second, we prove general theoretical p…

2019-01-27abs ↗pdf ↗

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…

2010-11-29abs ↗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 ↗

Machine learning improves early detection of patient deterioration in Brazilian hospitals.

problem Challenges in recognizing clinical deterioration in hospital settings.
method Application of machine learning to analyze EHR data from multiple hospitals.
result Machine learning models outperformed traditional protocols by 25 percentage points in AUC.

Paper extends RPD for better handling multiple modalities and non-convexity.

problem Handling multiple modalities and non-convexity in data clouds.
method Computes RPD in a reproducing kernel Hilbert space using kernel principal component analysis.
result The method outperforms RPD and is comparable to other models on benchmark datasets.

Neural network models improve ROC curve evaluation of biomarkers, focusing on age's role in physical activity-mortality association.

problem Improving biomarker evaluation using machine learning for complex relationships.
method Proposes neural network-based covariate-adjusted ROC modeling.
result Age has distinct effects on mortality outcomes when physical activity is measured as total activity time.

Area under the receiver operating characteristics curve (AUC) is an important metric for a wide range of signal processing and machine learning problems, and scalable methods for optimizing AUC have recently been proposed. However, handling very large datasets remains an open challenge for this problem. This paper prop…

2018-05-29abs ↗pdf ↗

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…

2019-03-22abs ↗pdf ↗

New method assesses prediction intervals across different operating points.

problem Difficulty in comparing prediction intervals across studies.
method Operating characteristics curves and gain over a simple reference.
result A novel operating point agnostic assessment methodology for prediction intervals.

Study evaluates data augmentation methods for prostate cancer detection in MRI.

problem Limited data for prostate cancer detection in MRI.
method Static application of five augmentation techniques (rotation, flip, crop, translation) to MRI dataset.
result Rotation method improved 2D slice-based AUC to 0.85.

This paper visualizes uncertainty in classifier performance metrics.

problem Overemphasis on model performance metrics risks overlooking uncertainty.
method Developed visualizations of confusion matrix metric distributions.
result Uncertainty in performance metrics can overshadow model differences.

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 ↗

We consider a document classification problem where document labels are absent but only relevant keywords of a target class and unlabeled documents are given. Although heuristic methods based on pseudo-labeling have been considered, theoretical understanding of this problem has still been limited. Moreover, previous me…

2019-10-10abs ↗pdf ↗

We present the qGaussian generalization of the Merton framework, which takes into account slow fluctuations of the volatility of the firms market value of financial assets. The minimal version of the model depends on the Tsallis entropic parameter q and the generalized distance to default. The empirical foundation and …

2014-10-24abs ↗pdf ↗

New algorithm optimizes AUC in binary classification and changepoint detection.

problem Difficult to optimize AUC in binary classification and changepoint detection.
method Proposes efficient path-following algorithms for choosing optimal learning rate.
result Proposed line search algorithm computes complete AUM/AUC representation.

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…

2015-03-26abs ↗pdf ↗

The consultative papers for the Basel II Accord require rating systems to provide a ranking of obligors in the sense that the rating categories indicate the creditworthiness in terms of default probabilities. As a consequence, the default probabilities ought to present a monotonous function of the ordered rating catego…

2002-07-23abs ↗pdf ↗

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…

2019-03-04abs ↗pdf ↗

New optimization method improves AUC for binary classification and changepoint detection.

problem Non-convex AUC and sub-optimal points in ROC curves.
method AUM (Area Under Min(FP, FN)) surrogate loss function based on sorting and summing ROC curve points.
result AUM minimization learning algorithm improves AUC and speeds up compared to previous methods.

Glioma grading before surgery is very critical for the prognosis prediction and treatment plan making. We present a novel wavelet scattering-based radiomic method to predict noninvasively and accurately the glioma grades. The method consists of wavelet scattering feature extraction, dimensionality reduction, and glioma…

2019-05-23abs ↗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.