On the optimal binary classifier with an application

María Concepción López-Díaz, Miguel López-Díaz and Sergio Martínez-Fernández

Computational Statistics & Data Analysis, 2023, vol. 181, issue C

Abstract: The alternative accumulated improvement curve stochastic order is a criterion for the comparison of the performance of classifiers that predict binary responses. An explicit optimal classifier for this criterion is obtained. That optimal classifier has the largest ROC and CAP curves and indexes, that is, it is also optimal for the criteria based on the comparison of such curves and indexes. An application of the results to the search of the best classifier to predict clients of a bank which will make a transaction in the future is developed.

Keywords: Binary classifier; Conditional probability; Extended modelling vector; Optimal classifier; ROC and CAP curves and indexes (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:181:y:2023:i:c:s0167947322002638

DOI: 10.1016/j.csda.2022.107683

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