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Cost Ratios for Cost and ROC Curves
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 Title & Authors
Cost Ratios for Cost and ROC Curves
Hong, Chong-Sun; Yoo, Hyun-Sang;
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 Abstract
For classification problems on mixture distribution, a threshold based on cost functions is optimal from the viewpoint of a minimum expected cost. Assuming that there is no cost information, we propose cost ratios in the expected cost corresponding to thresholds where the total accuracy and the true rate are maximized to explain the relation of these cost ratios minimizing the expected cost. Other cost ratios are also proposed by comparing the normalized expected costs when classification accuracy is maximized. The values of these cost ratios are located between two cost ratios for the expected costs based on classification accuracies, and converge to that of the minimum expected cost. This work suggests two cost ratios: one is minimized by the expected cost and the normalized expected cost, and the other in the expected cost and the normalized expected cost functions that are maximized classification accuracies. We discuss their compatibility based on the relation of these cost ratios.
 Keywords
Classification accuracy;credit evaluation;default;expected cost;discriminant power;threshold;
 Language
Korean
 Cited by
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