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## Abstract

Common approaches to generating confidence bounds around ROC curves have several shortcomings. We resolve these weaknesses with a new 'rate-oriented' approach. We generate confidence bounds composed of a series of confidence intervals for a consensus curve, each at a particular predicted positive rate (PPR), with the aim that each confidence interval contains new samples of this consensus curve with probability 95%. We propose two approaches; a parametric and a bootstrapping approach, which we base on a derivation from first principles. Our method is particularly appropriate with models used for a common type of task that we call rate-constrained, where a certain proportion of examples needs to be classified as positive by the model, such that the operating point will be set at a particular PPR value. © 2014 Springer-Verlag.

Original language | English |
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Title of host publication | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |

Editors | Toon Calders, Floriana Esposito, Eyke Hullermeier, Rosa Meo |

Publisher | Springer Berlin Heidelberg |

Pages | 404-421 |

Number of pages | 18 |

Volume | 8725 LNAI |

Edition | PART 2 |

ISBN (Print) | 9783662448502 |

DOIs | |

Publication status | Published - 1 Jan 2014 |

Event | European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2014 - Nancy, France Duration: 15 Sep 2014 → 19 Sep 2014 |

### Publication series

Name | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
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Number | PART 2 |

Volume | 8725 LNAI |

ISSN (Print) | 03029743 |

ISSN (Electronic) | 16113349 |

### Conference

Conference | European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2014 |
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Country/Territory | France |

City | Nancy |

Period | 15/09/14 → 19/09/14 |

## Structured keywords

- Jean Golding

## Keywords

- Confidence bounds
- rate-averaging
- ROC curves
- rate-constrained

## Fingerprint

Dive into the research topics of 'Rate-oriented point-wise confidence bounds for ROC curves'. Together they form a unique fingerprint.## Projects

- 2 Finished