Skip to Main content Skip to Navigation
Book sections

Overlaying classifiers: a practical approach for optimal ranking

Abstract : ROC curves are one of the most widely used displays to evaluate performance of scoring functions. In the paper, we propose a statistical method for directly optimizing the ROC curve. The target is known to be the regression function up to an increasing transformation and this boils down to recovering the level sets of the latter. We propose to use classifiers obtained by empirical risk minimization of a weighted classification error and then to construct a scoring rule by overlaying these classifiers. We show the consistency and rate of convergence to the optimal ROC curve of this procedure in terms of supremum norm and also, as a byproduct of the analysis, we derive an empirical estimate of the optimal ROC curve.
Complete list of metadata

Cited literature [16 references]  Display  Hide  Download
Contributor : Stephan Clémençon Connect in order to contact the contributor
Submitted on : Tuesday, April 23, 2019 - 3:35:04 PM
Last modification on : Tuesday, October 19, 2021 - 11:14:12 AM


Files produced by the author(s)


  • HAL Id : hal-02107204, version 1


Stéphan Clémençon, Nicolas Vayatis. Overlaying classifiers: a practical approach for optimal ranking. Overlaying classifiers: a practical approach for optimal ranking, 2009, Advances in Neural Information Processing Systems 21. ⟨hal-02107204⟩



Record views


Files downloads