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. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2014-92 |
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) |
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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 |
Author-1 |
Date Time |
2015-03-06 11:00:00 |
Presentation Time |
30 minutes |
Registration for |
IBISML |
Paper # |
IBISML2014-92 |
Volume (vol) |
vol.114 |
Number (no) |
no.502 |
Page |
pp.55-62 |
#Pages |
8 |
Date of Issue |
2015-02-26 (IBISML) |
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