| Presentation | 2015-03-06 Asymptotic Properties of Area Under the ROC Curve via Likelihood Ratio Based Ranking Function Kentaro NAKANISHI, Toshiyuki TANAKA, Naonori UEDA, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | AUC / Ranking Function / Asymptotic Properties / Density Ratio Estimation |
| Paper # | IBISML2014-92 |
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| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2015/2/26(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Information-Based Induction Sciences and Machine Learning (IBISML) |
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| Language | ENG |
| 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 |
| 1st Author's Name | Kentaro NAKANISHI |
| 1st Author's Affiliation | Graduated School of Informatics, Kyoto University() |
| 2nd Author's Name | Toshiyuki TANAKA |
| 2nd Author's Affiliation | Graduated School of Informatics, Kyoto University |
| 3rd Author's Name | Naonori UEDA |
| 3rd Author's Affiliation | NTT CS-Labs. |
| Date | 2015-03-06 |
| Paper # | IBISML2014-92 |
| Volume (vol) | vol.114 |
| Number (no) | 502 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |