BOOTSTRAP TECHNIQUE FOR ROC ANALYSIS: A STABLE EVALUATION OF FISHER CLASSIFIER PERFORMANCE

来源 :Journal of Electronics(China) | 被引量 : 0次 | 上传用户:xiaomayc
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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. 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. 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 based on 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.
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