Linked Questions
32 questions linked to/from What does it mean that AUC is a semi-proper scoring rule?
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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 ...
36
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3
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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 ...
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20
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3
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(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 ...
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18
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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 ...
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6
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1
answer
357
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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. ...
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4
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1
answer
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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 ...
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4
votes
1
answer
364
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Relation between L2 loss and accuracy
Given a classification problem with k classes, suppose a model outputting a probability distribution over the classes that uses some gradient-based learning method is used (yes, in my case it's neural ...
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3
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2
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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 ...
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3
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1
answer
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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 ...
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3
votes
1
answer
440
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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 ...
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3
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1
answer
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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 ...
2
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3
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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 ...
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2
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1
answer
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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 ...
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2
votes
1
answer
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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 ...
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2
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1
answer
451
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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, ...
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