A Fast Algorithm for Unbiased Estimation of Variance of AUC Based on Dynamic Programming.
Weichao XuShun LiuXu SunSiyang LiuYun ZhangPublished in: IEEE Access (2016)
Keyphrases
- dynamic programming
- low variance
- receiver operating characteristic
- decision trees
- coarse to fine
- class distribution
- estimation accuracy
- selection criterion
- accurate estimation
- density estimation
- model selection
- greedy algorithm
- feature selection
- roc curve
- robust estimation
- covariance matrix
- naive bayes
- multi class
- importance sampling
- variance reduction
- bayesian networks
- unbiased estimator