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Paper Abstract and Keywords
Presentation 2015-03-06 11:00
Asymptotic Properties of Area Under the ROC Curve via Likelihood Ratio Based Ranking Function
Kentaro Nakanishi, Toshiyuki Tanaka (Kyoto Univ.), Naonori Ueda (NTT) IBISML2014-92
Abstract (in Japanese) (See Japanese page) 
(in English) We study properties of the area under the ROC curve, which is one of measures to evaluate performance of a binary classifier constructed on the basis of a ranking function.
We prove that the likelihood ratio is the optimal ranking function in the sense that it maximizes AUC when the probability distributions of the two classes are assumed to be known.
We then study asymptotic properties of AUC via the likelihood ratio based ranking function by using maximum likelihood estimation of the model parameters, and numerical experiments are performed to confirm the asymptotic properties. We apply nonparametric estimation methods to the estimation of the likelihood ratio and perform numerical experiments to compare the asymptotic convergence rate with that via maximum likelihood estimation.
Keyword (in Japanese) (See Japanese page) 
(in English) AUC / Ranking Function / Asymptotic Properties / Density Ratio Estimation / / / /  
Reference Info. IEICE Tech. Rep., vol. 114, no. 502, IBISML2014-92, pp. 55-62, March 2015.
Paper # IBISML2014-92 
Date of Issue 2015-02-26 (IBISML) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
Copyright
and
reproduction
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (No. 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee IBISML  
Conference Date 2015-03-05 - 2015-03-06 
Place (in Japanese) (See Japanese page) 
Place (in English) Kyoto University 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Statistical mathematics, machine learning, data mining, and others 
Paper Information
Registration To IBISML 
Conference Code 2015-03-IBISML 
Language English (Japanese title is available) 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Asymptotic Properties of Area Under the ROC Curve via Likelihood Ratio Based Ranking Function 
Sub Title (in English)  
Keyword(1) AUC  
Keyword(2) Ranking Function  
Keyword(3) Asymptotic Properties  
Keyword(4) Density Ratio Estimation  
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1st Author's Name Kentaro Nakanishi  
1st Author's Affiliation Kyoto University (Kyoto Univ.)
2nd Author's Name Toshiyuki Tanaka  
2nd Author's Affiliation Kyoto University (Kyoto Univ.)
3rd Author's Name Naonori Ueda  
3rd Author's Affiliation Nippon Telegraph and Telephone Corporation (NTT)
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Speaker
Date Time 2015-03-06 11:00:00 
Presentation Time 30 
Registration for IBISML 
Paper # IEICE-IBISML2014-92 
Volume (vol) IEICE-114 
Number (no) no.502 
Page pp.55-62 
#Pages IEICE-8 
Date of Issue IEICE-IBISML-2015-02-26 


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