Cost - Sensitive Classifier Selection Using the ROC Convex Hull Method

Abstract

One binary classifier may be preferred to another based on the fact that it has better prediction accuracy than its competitor. Without additional information describing the cost of a misclassification, accuracy alone as a selection criterion may not be a sufficiently robust measure when the distribution of classes is greatly skewed or the costs of different types of errors may be significantly different. The receiver operating characteristic (ROC) curve is often used to summarize binary classifier performance due to its ease of interpretation, but does not include misclassification cost information in its formulation. Provost and Fawcett [5, 7] have developed the ROC Convex Hull (ROCCH) method that incorporates techniques from ROC curve analysis, decision analysis, and computational geometry in the search for the optimal classifier that is robust with respect to skewed or imprecise class distributions and disparate misclassification costs. We apply the ROCCH method to several datasets using a variety of modeling tools to build binary classifiers and compare their performances using misclassification costs. We support Provost, Fawcett, and Kohavi’s claim [6] that classifier accuracy, as represented by the area under the ROC curve, is not an optimal criterion in itself for choosing a classifier, and that by using the ROCCH method, a more appropriate classifier may be found that realistically reflects class distribution and misclassification costs.

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Cite this paper

@inproceedings{Bettinger2003CostS, title={Cost - Sensitive Classifier Selection Using the ROC Convex Hull Method}, author={Ross J. Bettinger and Nathaniel Stetson}, year={2003} }