Tree-structured ranking rules and approximation of the optimal ROC curve

Abstract : We consider the extension of standard decision tree methods to the bipartite ranking problem. In ranking, the goal pursued is global: define an order on the whole input space in order to have positive instances on top with maximum probability. The most natural way of ordering all instances consists in projecting the input data x onto the real line using a real-valued scoring function s and the accuracy of the ordering induced by a candidate s is classically measured in terms of the AUC. In the paper, we discuss the design of tree-structured scoring functions obtained by maximizing the AUC criterion. In particular, the connection with recursive piecewise linear approximation of the optimal ROC curve both in the L_1 and in the L_{\infty}-sense is discussed.
Type de document :
Pré-publication, Document de travail
2008
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00268068
Contributeur : Nicolas Vayatis <>
Soumis le : samedi 5 avril 2008 - 14:54:41
Dernière modification le : vendredi 6 février 2015 - 13:10:32
Document(s) archivé(s) le : lundi 22 octobre 2012 - 12:55:57

Fichier

TreeRCOLTv3.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00268068, version 3

Citation

Stéphan Clémençon, Nicolas Vayatis. Tree-structured ranking rules and approximation of the optimal ROC curve. 2008. <hal-00268068v3>

Partager

Métriques

Téléchargements du document

60