A modified area under the ROC curve and its application to marker selection and classification

The area under the ROC curve (AUC) can be interpreted as the probability that the classification scores of a diseased subject is larger than that of a non-diseased subject for a randomly sampled pair of subjects. From the perspective of classification, we want to find a way to separate two groups as distinctly as possible via AUC. When the difference of the scores of a marker is small, its impact on classification is less important. Thus, a new diagnostic/classification measure based on a modified area under the ROC curve (mAUC) is proposed, which is defined as a weighted sum of two AUCs, where the AUC with the smaller difference is assigned a lower weight, and vice versa. Using mAUC is robust in the sense that mAUC gets larger as AUC gets larger as long as they are not equal. Moreover, in many diagnostic situations, only a specific range of specificity is of interest. Under normal distributions, we show that if the AUCs of two markers are within similar ranges, the larger mAUC implies the larger partial AUC for a given specificity. This property of mAUC will help to identify the marker with the higher partial AUC, even when the AUCs are similar. Two nonparametric estimates of an mAUC and their variances are given. We also suggest the use of mAUC as the objective function for classification, and the use of the gradient Lasso algorithm for classifier construction and marker selection. Application to simulation datasets and real microarray gene expression datasets show that our method finds a linear classifier with a higher ROC curve than some other existing linear classifiers, especially in the range of low false positive rates. (C) 2013 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.