ESTIMATING THE ROC CURVE AND ITS SIGNIFICANCE FOR CLASSIFICATION MODELS’ ASSESSMENT

• Authors: Krzysztof Gajowniczek , Tomasz Ząbkowski , Ryszard Szupiluk
• Languages of publication: EN

Abstracts

EN

Article presents a ROC (receiver operating characteristic) curve and its application for classification models’ assessment. ROC curve, along with area under the receiver operating characteristic (AUC) is frequently used as a measure for the diagnostics in many industries including medicine, marketing, finance and technology. In this article, we discuss and compare estimation procedures, both parametric and non-parametric, since these are constantly being developed, adjusted and extended.

Keywords

EN

ROC curve; AUC; classification models’ assessment

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2014
• Volume: 15
• Issue: 2
• Pages: 382-391

Dates

published

2014

Contributors

author

Krzysztof Gajowniczek

• Department of Informatics, Faculty of Applied Informatics and Mathematics, Warsaw University of Life Sciences - SGGW

author

Tomasz Ząbkowski

• Department of Informatics, Faculty of Applied Informatics and Mathematics, Warsaw University of Life Sciences - SGGW

author

Ryszard Szupiluk

• Warsaw School of Economics

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