Pointwise Exact Bootstrap Distributions of Cost Curves
published: Aug. 29, 2008, recorded: July 2008, views: 365
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Cost curves have recently been introduced as an alternative or complement to ROC curves in order to visualize binary classifiers performance. Of importance to both cost and ROC curves is the computation of confidence intervals along with the curves themselves so that the reliability of a classifier's performance can be assessed. Computing confidence intervals for the difference in performance between two classifiers allows to determine whether one classifier performs significantly better than another. A simple procedure to obtain confidence intervals for costs or the difference between two costs, under various operating conditions, is to perform bootstrap resampling of the testset. In this paper, we derive exact bootstrap distributions of these values and use these distributions to obtain confidence intervals, under various operating conditions. Performances of these confidence intervals are measured in terms of coverage accuracies. Simulations show excellent results.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !