The use of the area under the ROC curve in the evaluation of machine learni..

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摘要：In this paper we investigate the use of the area under the receiver operating characteristic (ROC) curve (AUC) as a performance measure for machine learning algorithms. As a case study we evaluate six machine learning algorithms (C4.5, Multiscale Classifier, Perceptron, Multi-layer Perceptron, K-Nearest Neighbours, and a Quadratic Discriminant Function) on six "real world" medical diagnostics data sets. We compare and discuss the use of AUC to the more conventional overall accuracy and find that AUC exhibits a number of desirable properties when compared to overall accuracy: increased sensitivity in Analysis of Variance (ANOVA) tests; a standard error that decreased as both AUC and the number of test samples increased; decision threshold independent; and it is invariant to a priori class probabilities. The paper concludes with the recommendation that AUC be used in preference to overall accuracy for ``single number'' evaluation of machine learning algorithms.

原文链接:http://doi.ieeecomputersociety.org/resolve?ref_id=doi:10.1016/S0031-3203(96)00142-2&rfr_id=trans/tk/2009/10/ttk2009101361.htm

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关键词：Evaluation Valuation machine ATION Learn