An ensemble classifier learning approach to ROC optimization

  • Authors:
  • Sheng Gao;Chin-Hui Lee;Joo Hwee Lim

  • Affiliations:
  • Institute for Infocomm Research, Singapore 119613;Georgia Institute of Technology, Atlanta, GA;Institute for Infocomm Research, Singapore 119613

  • Venue:
  • ICPR '06 Proceedings of the 18th International Conference on Pattern Recognition - Volume 02
  • Year:
  • 2006

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Abstract

An ensemble learning framework is proposed to optimize the receiver operating characteristic (ROC) curve corresponding to a given classifier. The proposed ensemble maximal figure-ofmerit (E-MFoM) learning framework meets four key requirements desirable for ROC optimization, namely: (1) each classifier in the ensemble can be learned with any specified performance metric for any given classifier design; (2) such a classifier is discriminative in nature and attempts to optimize a particular operating point on the ROC curve of the classifier; (3) an ensemble approximation to the overall behavior of the ROC curve can be established by sampling a set of operating points; and (4) ensemble decision rules can be formulated by grouping these sampled classifiers with a uniform scoring function. We evaluate the proposed framework using 3 testing databases, the Reuters and two UCI sets. Our experimental results clearly show that E-MFoM learning outperforms the state-of-the-art algorithms using Wilcoxon-Mann-Whitney rank statistics.