This paper presents a novel bootstrap based method for Receiver Operating Characteristic (ROC) analysis of Fisher classifier. By defining Fisher classifier’s output as a statistic, the bootstrap technique is used to ...This paper presents a novel bootstrap based method for Receiver Operating Characteristic (ROC) analysis of Fisher classifier. By defining Fisher classifier’s output as a statistic, the bootstrap technique is used to obtain the sampling distributions of the outputs for the positive class and the negative class respectively. As a result, the ROC curve is a plot of all the (False Positive Rate (FPR), True Positive Rate (TPR)) pairs by varying the decision threshold over the whole range of the boot- strap sampling distributions. The advantage of this method is, the bootstrap based ROC curves are much stable than those of the holdout or cross-validation, indicating a more stable ROC analysis of Fisher classifier. Experiments on five data sets publicly available demonstrate the effectiveness of the proposed method.展开更多
基金the Natural Science Foundation of Zhejiang Province of China (No. Y104540)the Foundation of the Key Laboratory of Advanced Information Science and Network Technology of Beijing, China (No.TDXX0509).
文摘This paper presents a novel bootstrap based method for Receiver Operating Characteristic (ROC) analysis of Fisher classifier. By defining Fisher classifier’s output as a statistic, the bootstrap technique is used to obtain the sampling distributions of the outputs for the positive class and the negative class respectively. As a result, the ROC curve is a plot of all the (False Positive Rate (FPR), True Positive Rate (TPR)) pairs by varying the decision threshold over the whole range of the boot- strap sampling distributions. The advantage of this method is, the bootstrap based ROC curves are much stable than those of the holdout or cross-validation, indicating a more stable ROC analysis of Fisher classifier. Experiments on five data sets publicly available demonstrate the effectiveness of the proposed method.
