ROC curves for regression

PATTERN RECOGNITION

卷:46

Article

Hernandez-Orallo, Jose

关键词: ROC Curves;    Cost-sensitive regression;    Operating condition;    Asymmetric loss;    Error variance;    MSE decomposition;   

DOI  :  10.1016/j.patcog.2013.06.014

来源: Elsevier

【 摘 要 】

Receiver Operating Characteristic (ROC) analysis is one of the most popular tools for the visual assessment and understanding of classifier performance. In this paper we present a new representation of regression models in the so-called regression ROC (RROC) space. The basic idea is to represent overestimation against under-estimation. The curves are just drawn by adjusting a shift, a constant that is added (or subtracted) to the predictions, and plays a similar role as a threshold in classification. From here, we develop the notions of optimal operating condition, convexity, dominance, and explore several evaluation metrics that can be shown graphically, such as the area over the RROC curve (AOC). In particular, we show a novel and significant result: the AOC is equivalent to the error variance. We illustrate the application of RROC curves to resource estimation, namely the estimation of software project effort. (C) 2013 Elsevier Ltd. All rights reserved.

【 授权许可】

Free