Pointwise Exact Bootstrap Distributions of Cost Curves
published: Aug. 29, 2008, recorded: July 2008, views: 4375
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Cost curves have recently been introduced as an alternative or complement to ROC curves in order to visualize binary classifiers performance. Of importance to both cost and ROC curves is the computation of confidence intervals along with the curves themselves so that the reliability of a classifier's performance can be assessed. Computing confidence intervals for the difference in performance between two classifiers allows to determine whether one classifier performs significantly better than another. A simple procedure to obtain confidence intervals for costs or the difference between two costs, under various operating conditions, is to perform bootstrap resampling of the testset. In this paper, we derive exact bootstrap distributions of these values and use these distributions to obtain confidence intervals, under various operating conditions. Performances of these confidence intervals are measured in terms of coverage accuracies. Simulations show excellent results.
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