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Smoothing Spline for the AUC Estimate: Simulation Studies In Gaussian Data

机译:用于AUC估计的平滑样条曲线:高斯数据的仿真研究

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Receiver operating characteristic (ROC) curve has been employed in classification problems along with the area under the curve (AUC) as the performance indicator of classifiers. Both parametric and non-parametric methods have been widely used to estimate the ROC curve as well as the AUC. In this study, a smoothing spline is proposed in order to provide an alternative of the ROC curve and AUC estimate. A logistic regression is selected as a base classifier for simulation cases of Gaussian and mixture of Gaussian data. The smoothing spline, bi-normal model and empirical method are compared in terms of root mean square error (RMSE) from the true ROC curve and the bias from the true AUC. The results indicate that the ROC curve and its AUC obtained from smoothing spline can provide a trade-off between the parametric bi-normal model and non-parametric empirical method, with 1.4% of bias and 7.75 of RMSE, on average for a dichotomous classification.
机译:接收器操作特征(ROC)曲线已经在分类问题上以及曲线(AUC)下的区域作为分类器的性能指标。参数和非参数方法都被广泛用于估计ROC曲线以及AUC。在该研究中,提出了一种平滑的样条,以提供ROC曲线和AUC估计的替代方案。选择逻辑回归作为高斯和高斯数据混合的仿真情况的基础分类器。在真正的ROC曲线和真实AUC的偏差方面比较了平滑花键,双正常模型和经验方法。结果表明,从平滑样条曲线获得的ROC曲线及其AUC可以在参数化双正常模型和非参数经验方法之间提供权衡,其中1.4%的偏差和7.75的RMSE,平均为二分法分类。

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