2k views

### When is it appropriate to use an improper scoring rule?

Merkle & Steyvers (2013) write: To formally define a proper scoring rule, let $f$ be a probabilistic forecast of a Bernoulli trial $d$ with true success probability $p$. Proper scoring ...
43k views

### Why is AUC higher for a classifier that is less accurate than for one that is more accurate?

I have two classifiers A: naive Bayesian network B: tree (singly-connected) Bayesian network In terms of accuracy and other measures, A performs comparatively worse than B. However, when I use the R ...
• 1,337
3k views

### (Why) Is absolute loss not a proper scoring rule?

Brier score is a proper scoring rule and is, at least in the binary classification case, square loss. $$Brier(y,\hat{y}) = \frac{1}{N} \sum_{i=1}^N\big\vert y_i -\hat{y}_i\big\vert^2$$ Apparently this ...
• 46.6k
3k views

### Is up- or down-sampling imbalanced data actually that effective? Why?

I frequently hear up- or down-sampling of data discussed as a way of dealing with classification of imbalanced data. I understand that this could be useful if you're working with a binary (as opposed ...
• 5,598
317 views

### Are Brier and log-loss proper or strictly proper scoring rules?

(This article nicely explains the difference between proper and proper scoring rules) According to the Wikipedia entry, and Merkle & Steyvers (2013), these are both strictly proper scoring rules. ...
• 3,418
397 views

### How can proper scoring rules optimize the probabilistic prediction compared to improper scoring rules?

I understand the fundamentals in the decision theory about accuracy being an improper scoring rule compared to other proper scoring rules like ...
• 418
1k views

### Do you need to calculate sample size to evaluate a new diagnostic test?

I am writing a grant application which will be evaluating a new diagnostic test. The test will predict whether a patient with lung fibrosis will remain stable or progress. I am using an existing ...
• 447
122 views

### Which metric to use to evaluate highly imbalance classification model performance

I have to do classification model to predict the possibilities of person getting cancer based on certain attributes. The data is highly imbalanced. As per client requirement I have to report model ...
• 489
117 views

### Is the ROC curve sufficient for rejecting the null hypotesis in binary classifications?

Problem definition Suppose I want to test if a classifier is of any use in telling if a person is currently affected by a disease. I have trained my classifier on a training set and now I have its ...
384 views

### Is the AUC an incoherent measure of classifier performance?

I'm learning about performance measures for binary classifiers. Reading about the AUC-ROC score I came across the article Measuring classifier performance: a coherent alternative to the area under the ...
• 3,418
966 views

### Accuracy, Sensitivity, Specificity, & ROC AUC [duplicate]

In the context of predictive modeling, when comparing clasification models, What statistic should be considered more important over the others: Accuracy, sensitivity, specificity, or area under ROC ...
• 561
687 views

### ROC for testing goodness of fit

I'm interested in using ROC to test for goodness of fit for binary models such as logistic regression. I'm a bit confused by the literature where it is mostly just explained as a valid technique to ...
• 2,071
1k views

### Comparing AUC and classification loss for binary outcome in LASSO cross validation

I'm analyzing biological data where I'd like to see the impact of scaled gene expression on the classification of the sample. I binarized the response variable as 0 ...
• 671
394 views

### Which evaluation metrics are mutually redundant?

Suppose we are given a confusion matrix for a binary classification: tp, fp fn, tn Now, there are lots of evaluation metrics: POD (probability of detection, aka hit rate, ...
• 121