AUC-Based Linear Combination of Dichotomizers
The combination of classifiers is an established technique to improve the classification performance. The combination rules proposed up to now generally try to decrease the classification error rate, which is a performance measure not suitable in many real situations and particularly when dealing with two class problems. In this case, a good alternative is given by the Area under the Receiver Operating Characteristic curve (AUC). This paper presents a method for the linear combination of two-class classifiers aimed at maximizing the AUC. The effectiveness of the approach has been confirmed by the tests performed on standard datasets.
KeywordsReceiver Operating Characteristic Curve Sequential Quadratic Programming Combination Rule Greedy Approach Classification Error Rate
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