ON THE SELECTED METHODS FOR EVALUATING CLASSIFICATION MODELS
Słowa kluczowe:
classifier performance, predictive ability, ROC curve, reclassification, decision curveAbstrakt
Traditional measures for assessing the performance of classification models for binary outcomes are the ROC curve and the area under the ROC curve (AUC).
Reclassification tables (Cook, 2008), net reclassification improvement (NRI) and integrated discrimination improvement (IDI) (Pencina et al., 2008) or decision – analytic measures with decision curve analysis (Vickers & Elkin, 2006) have been recently proposed for evaluating the predictive ability of classifiers.
This paper analyzes the measures mentioned above with some credit taking application.
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Brak dostępnych danych do wyświetlenia.
Pobrania
Opublikowane
2014-11-09
Jak cytować
Misztal, M. (2014). ON THE SELECTED METHODS FOR EVALUATING CLASSIFICATION MODELS. Acta Universitatis Lodziensis. Folia Oeconomica, 3(302). Pobrano z https://czasopisma.uni.lodz.pl/foe/article/view/59
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Dział
Ekonomia
