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Title: Relative cost curves: An alternative to AUC and an extension to 3-class problems (English)
Author: Montvida, Olga
Author: Klawonn, Frank
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 50
Issue: 5
Year: 2014
Pages: 647-660
Summary lang: English
Category: math
Summary: Performance evaluation of classifiers is a crucial step for selecting the best classifier or the best set of parameters for a classifier. Receiver Operating Characteristic (ROC) curves and Area Under the ROC Curve (AUC) are widely used to analyse performance of a classifier. However, the approach does not take into account that misclassification for different classes might have more or less serious consequences. On the other hand, it is often difficult to specify exactly the consequences or costs of misclassifications. This paper is devoted to Relative Cost Curves (RCC) - a graphical technique for visualising the performance of binary classifiers over the full range of possible relative misclassification costs. This curve provides helpful information to choose the best set of classifiers or to estimate misclassification costs if those are not known precisely. In this paper, the concept of Area Above the RCC (AAC) is introduced, a scalar measure of classifier performance under unequal misclassification costs problem. We also extend RCC to multicategory problems when misclassification costs depend only on the true class. (English)
Keyword: classifier
Keyword: performance evaluation
Keyword: misclassification costs
Keyword: cost curves
Keyword: ROC curves
Keyword: AUC
MSC: 62A10
MSC: 62N05
MSC: 93E12
idZBL: Zbl 1305.93195
idMR: MR3301852
DOI: 10.14736/kyb-2014-5-0647
Date available: 2015-01-13T09:15:05Z
Last updated: 2016-01-03
Stable URL:
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