A new concordant partial AUC and partial c statistic for imbalanced data in the evaluation of machine learning

André M Carrington1, Paul W Fieguth2, Hammad Qazi3

  • 1Ottawa Hospital Research Institute, Ottawa, K1H 8L6, Canada. acarrington@ohri.ca.

Summary

This study introduces new statistical tools to better evaluate machine learning models when dealing with imbalanced datasets, where one class of data is much rarer than another. Traditional evaluation methods often fail to provide a clear picture in these scenarios. The authors developed two new metrics, a partial area under the curve and a partial c statistic, which offer more accurate and interpretable results. These new measures maintain the beneficial properties of standard metrics while focusing on the most relevant parts of the performance curve. By testing these tools on breast cancer datasets, the researchers demonstrated that their approach provides a more reliable way to assess diagnostic performance. This work helps practitioners make better decisions when training models on skewed data.

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