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Chapitre D'ouvrage Année : 2009

On Bootstrapping the ROC Curve

Résumé

This paper is devoted to thoroughly investigating how to bootstrap the ROC curve, a widely used visual tool for evaluating the accuracy of test/scoring statistics in the bipartite setup. The issue of confidence bands for the ROC curve is considered and a resampling procedure based on a smooth version of the empirical distribution called the "smoothed bootstrap" is introduced. Theoretical arguments and simulation results are presented to show that the "smoothed bootstrap" is preferable to a "naive" bootstrap in order to construct accurate confidence bands.
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Dates et versions

hal-02107183 , version 1 (23-04-2019)

Identifiants

  • HAL Id : hal-02107183 , version 1

Citer

Patrice Bertail, Stéphan Clémençon, Nicolas Vayatis. On Bootstrapping the ROC Curve. On Bootstrapping the ROC Curve, 2009, Advances in Neural Information Processing Systems 21. ⟨hal-02107183⟩
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