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Technical Note

PAV and the ROC convex hull

Tom FawcettContact Information and Alexandru Niculescu-MizilContact Information

(1)  Center for the Study of Language and Information, Stanford University, Stanford, CA 94305, USA
(2)  Computer Science Department, Cornell University, Ithaca, NY 14853, USA

Received: 30 November 2006  Revised: 4 April 2007  Accepted: 5 April 2007  Published online: 15 May 2007

Abstract   Classifier calibration is the process of converting classifier scores into reliable probability estimates. Recently, a calibration technique based on isotonic regression has gained attention within machine learning as a flexible and effective way to calibrate classifiers. We show that, surprisingly, isotonic regression based calibration using the Pool Adjacent Violators algorithm is equivalent to the ROC convex hull method.

Keywords  Classification - Classifier calibration - ROC - Class skew

Editor: Johannes Fürnkranz.

Contact Information Tom Fawcett (Corresponding author)
Email: tfawcett@acm.org

Contact Information Alexandru Niculescu-Mizil
Email: alexn@cs.cornell.edu
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Referenced by
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  1. Dugas, Charles (2009) Pointwise exact bootstrap distributions of ROC curves. Machine Learning
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