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arXiv 1908.08771cs.LGstat.ML

Bayesian Receiver Operating Characteristic Metric for Linear Classifiers

Tampere University(坦佩雷大学);A.I. Virtanen Institute for Molecular Sciences(A.I.维尔塔宁分子科学研究所);University of Eastern Finland(东芬兰大学)

Syeda Sakira Hassan, Heikki Huttunen, Jari Niemi, Jussi Tohka

英文摘要:

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 dataset without the need for computationally expensive cross-validation. We derive a closed-form solution of the proposed accuracy metric for any linear binary classifier under the Gaussianity assumption, and study the accuracy of the proposed estimator using simulated and real-world data. These experiments confirm that the closed-form CBAUC is both faster and more accurate than conventional AUC estimators.

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