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Georgia State University

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Over-fitting

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Some Topics In Roc Curves Analysis, Xin Huang May 2011

Some Topics In Roc Curves Analysis, Xin Huang

Mathematics Dissertations

The receiver operating characteristic (ROC) curves is a popular tool for evaluating continuous diagnostic tests. The traditional definition of ROC curves incorporates implicitly the idea of "hard" thresholding, which also results in the empirical curves being step functions. The first topic is to introduce a novel definition of soft ROC curves, which incorporates the idea of "soft" thresholding. The softness of a soft ROC curve is controlled by a regularization parameter that can be selected suitably by a cross-validation procedure. A byproduct of the soft ROC curves is that the corresponding empirical curves are smooth.

The second topic is on …