ROC graphs with instance-varying costs

  • Authors:
  • Tom Fawcett

  • Affiliations:
  • Institute for the Study of Learning and Expertise, 2164 Staunton Court, Palo Alto, CA 94306, USA

  • Venue:
  • Pattern Recognition Letters - Special issue: ROC analysis in pattern recognition
  • Year:
  • 2006

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Abstract

Receiver operating characteristics (ROC) graphs are useful for organizing classifiers and visualizing their performance. ROC graphs have been used in cost-sensitive learning because of the ease with which class skew and error cost information can be applied to them to yield cost-sensitive decisions. However, they have been criticized because of their inability to handle instance-varying costs; that is, domains in which error costs vary from one instance to another. This paper presents and investigates a technique for adapting ROC graphs for use with domains in which misclassification costs vary within the instance population. pulation.