Faculty Digital Archive

Archive@NYU >
Stern School of Business >
CeDER Published Papers >

Please use this identifier to cite or link to this item: http://hdl.handle.net/2451/27805

Title: ROC Confidence Bands: An Empirical Evaluation
Authors: Macskassy, Sofus
Provost, Foster
Rosset, Saharon
Issue Date: 2005
Citation: Proceedings of the 22nd International Conference on Machine Learning (ICML-2005). [Also appears in the ICML-2005 Workshop on ROC Analysis in Machine Learning (ROCML-2005).]
Series/Report no.: CeDER-PP-2005-03
Abstract: This paper is about constructing confidence bands around ROC curves. We first introduce to the machine learning community three band-generating methods from the medical field, and evaluate how well they perform. Such confidence bands represent the region where the “true” ROC curve is expected to reside, with the designated confidence level. To assess the containment of the bands we begin with a synthetic world where we know the true ROC curve—specifically, where the class-conditional model scores are normally distributed. The only method that attains reasonable containment out-of-the-box produces non-parametric, “fixed-width” bands (FWBs). Next we move to a context more appropriate for machine learning evaluations: bands that with a certain confidence level will bound the performance of the model on future data. We introduce a correction to account for the larger uncertainty, and the widened FWBs continue to have reasonable containment. Finally, we assess the bands on 10 relatively large benchmark data sets. We conclude by recommending these FWBs, noting that being non-parametric they are especially attractive for machine learning studies, where the score distributions (1) clearly are not normal, and (2) even for the same data set vary substantially from learning method to learning method.
URI: http://hdl.handle.net/2451/27805
Appears in Collections:CeDER Published Papers

Files in This Item:

File Description SizeFormat
CPP-03-05.pdf541.91 kBAdobe PDFView/Open

Items in Faculty Digital Archive are protected by copyright, with all rights reserved, unless otherwise indicated.


The contents of the FDA may be subject to copyright, be offered under a Creative Commons license, or be in the public domain.
Please check items for rights statements. For information about NYU’s copyright policy, see http://www.nyu.edu/footer/copyright-and-fair-use.html 
Valid XHTML 1.0 | CSS