Learning Decision Trees Using the Area Under the ROC Curve
ICML '02 Proceedings of the Nineteenth International Conference on Machine Learning
Toward Bayesian Classifiers with Accurate Probabilities
PAKDD '02 Proceedings of the 6th Pacific-Asia Conference on Advances in Knowledge Discovery and Data Mining
Tree Induction for Probability-Based Ranking
Machine Learning
AUC: a statistically consistent and more discriminating measure than accuracy
IJCAI'03 Proceedings of the 18th international joint conference on Artificial intelligence
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Many data mining applications require a ranking, rather than a mere classification, of cases. Examples of these applications are widespread, including Internet search engines (ranking of pages returned) and customer relationship management (ranking of profitable customers). However, little theoretical foundation and practical guideline have been established to assess the merits of different rank measures for ordering. In this paper, we first review several general criteria to judge the merits of different single-number measures. Then we propose a novel rank measure, and compare the commonly used rank measures and our new one according to the criteria. This leads to a preference order for these rank measures. We conduct experiments on real-world datasets to confirm the preference order. The results of the paper will be very useful in evaluating and comparing rank algorithms.