Comparison the Quality of Classification Algorithms

被引:0
作者
Skalska, Hana [1 ]
机构
[1] Univ Hradec Kralove, Fac Informat & Management, Hradec Kralove, Czech Republic
来源
PROCEEDINGS OF THE 23RD INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2005 | 2005年
关键词
Classification; Predictive Accuracy Measures; ROC; Cost Curve;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
This article summarises and describes different measures of the predictive quality (performance) of classification models. Quantitative measures of quality can be complemented with the visual representation. One of the best known is the ROC (Receiver Operating Characteristic) curve that represents the performance of binary classification model within the full range of conditions (costs and class distributions) of discrimination. The duality between ROC and expected costs of a classifier (cost curve) is described in more details here. Cost curve measures the difference in performance of two classifiers directly in expected costs (EC). The use of ROC and EC is highly important when asymmetric misclassification costs, imbalanced probabilities of classes or changing conditions occur. A hybrid classifier can be found on the convex hull (ROCCH) of the ROC curves of different classifiers. This is potentially the best classification model for any mixture of outside constraints. Lower envelope of cost curves of different classifiers corresponds to ROCCH in ROC space.
引用
收藏
页码:344 / 349
页数:6
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