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Description
  • Discrimination and classification are important tasks that enable to solve the problem of allocation objects into one of the predefined classes. This paper concentrates on the problem of discrimination between two populations (groups) of objects. ROC curve is recommended here as a meas-ure of the separation ability of different classification models when conditions of classification change. ROC can be used for description of predictive properties of different classification models. An overview and comparison of the software tools for ROC and AUC analysis are presented here. Results from analysis of the performance of different models for good and bad loans prediction (data for simulated - fictive bank) are used as an illustrative example.
  • Discrimination and classification are important tasks that enable to solve the problem of allocation objects into one of the predefined classes. This paper concentrates on the problem of discrimination between two populations (groups) of objects. ROC curve is recommended here as a meas-ure of the separation ability of different classification models when conditions of classification change. ROC can be used for description of predictive properties of different classification models. An overview and comparison of the software tools for ROC and AUC analysis are presented here. Results from analysis of the performance of different models for good and bad loans prediction (data for simulated - fictive bank) are used as an illustrative example. (en)
Title
  • Software Tools for ROC and AUC Estimates
  • Software Tools for ROC and AUC Estimates (en)
skos:prefLabel
  • Software Tools for ROC and AUC Estimates
  • Software Tools for ROC and AUC Estimates (en)
skos:notation
  • RIV/62690094:18450/03:00000620!RIV/2004/MSM/184504/N
http://linked.open.../vavai/riv/strany
  • 238-243
http://linked.open...avai/riv/aktivita
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  • Z(MSM 184500001)
http://linked.open...vai/riv/dodaniDat
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  • 627629
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  • RIV/62690094:18450/03:00000620
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  • Discrimination; Predictive properties; Expected costs; ROC; AUC; Software Tools (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [8DA7242AFF61]
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  • Praha
http://linked.open...i/riv/mistoVydani
  • Praha
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  • Proceedings of the 21th International Conference Mathematical Methods in Economics 2003
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http://linked.open...iv/tvurceVysledku
  • Skalská, Hana
http://linked.open...n/vavai/riv/zamer
number of pages
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  • Česká zemědělská univerzita v Praze
https://schema.org/isbn
  • 80-213-1046-4
http://localhost/t...ganizacniJednotka
  • 18450
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