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http://dx.doi.org/10.5351/KJAS.2021.34.5.807

Odds curve and optimal threshold  

Hong, Chong Sun (Department of Statistics, Sungkyunkwan University)
Oh, Tae Gyu (Department of Statistics, Sungkyunkwan University)
Oh, Se Hyeon (Department of Statistics, Sungkyunkwan University)
Publication Information
The Korean Journal of Applied Statistics / v.34, no.5, 2021 , pp. 807-822 More about this Journal
Abstract
Various accuracy measures that can be explained on the odds curve are discussed, and an alternative accuracy measure, the maximum square, is proposed based on the characteristics of the odds curve. Thresholds corresponding to these accuracy measures are obtained by considering various probability distribution functions and an illustrative example. Their characteristics are discussed while comparing many kinds of statistics measuring thresholds. Therefore, we can conclude that optimal thresholds could be explored from the odds curve, similar to the ROC curve, and that the maximum square measure can be used as a good accuracy measure that can improve the performance of the binary classification model.
Keywords
accuracy; binary model; confusion matrix; threshold;
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Times Cited By KSCI : 3  (Citation Analysis)
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