2018
DOI: 10.1126/sciadv.aao1659
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Neyman-Pearson classification algorithms and NP receiver operating characteristics

Abstract: An umbrella algorithm and a graphical tool for asymmetric error control in binary classification.

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Cited by 60 publications
(66 citation statements)
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References 43 publications
(61 reference statements)
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“…We consider how to predict E ij for every pair 1 ≤ i = j ≤ m from gene expression matrix as a classification problem. We would like to compare the three measures in this setting and evaluate their performance as classification scores using precision recall curves, receiver operating characteristic (ROC) curves, and Neyman-Pearson ROC curves [21].…”
Section: Comparison Of Trom and Pearson/spearman Correlation Measuresmentioning
confidence: 99%
“…We consider how to predict E ij for every pair 1 ≤ i = j ≤ m from gene expression matrix as a classification problem. We would like to compare the three measures in this setting and evaluate their performance as classification scores using precision recall curves, receiver operating characteristic (ROC) curves, and Neyman-Pearson ROC curves [21].…”
Section: Comparison Of Trom and Pearson/spearman Correlation Measuresmentioning
confidence: 99%
“…In this work, we adopt the NP umbrella algorithm proposed in Tong et al (2018a). This wrapper method allows users to apply their favorite scoring-type classification methods (base algorithms), such as logistic regression, support vector machines (Vapnik, 1999), random forests (Breiman, 2001), under the NP paradigm.…”
Section: Np Umbrella Algorithmmentioning
confidence: 99%
“…Figure 3adapted fromTong et al (2018a) illustrates the pseudocode of the NP umbrella algorithm. This umbrella algorithm uses part of class 0 data and all class 1 data to train the scoring-function in a base algorithm, and use the left-out class 0…”
mentioning
confidence: 99%
“…Our proposed THORS algorithm picks one of the scores as the optimal threshold which is an order statistic of scores to obtain a minimal total misclassification cost on validation set. Recently, Tong et al (2018) show that a binary classifier by choosing order statistic as an optimal threshold guarantees the desired high-probability control of type I error P i (1|0). We prove that the errors and total misclassification cost by THORS algorithm are similarly bounded theoretically.…”
Section: Thresholding On Order Statisticmentioning
confidence: 99%
“…For example, in fraud detection, undetected frauds with high transaction amounts are obviously more costly (Fan et al, 1999;Zonneveldt et al, 2010). Besides, in medical diagnosis, it's far more serious to diagnose someone with a life-threatening disease as healthy than diagnose someone healthy as ill (Tong et al, 2018;Viaene and Dedene, 2005). As a result, a lot of work related to cost-sensitive learning has been done recently and they seek to minimize total misclassification costs rather than error rate.…”
Section: Introductionmentioning
confidence: 99%