Comparison of non-parametric methods for assessing classifier performance in terms of ROC parameters

The most common metric to assess a classifier\´s performance is the classification error rate, or the probability of misclassification (PMC). Receiver operating characteristic (ROC) analysis is a more general way to measure the performance. Some metrics that summarize the ROC curve are the two normal-deviate-axes parameters, i.e., a and b, and the area under the curve (AUC). The parameters "a" and "b" represent the intercept and slope, respectively, for the ROC curve if plotted on normal-deviate-axes scale. AUC represents the average of the classifier TPF over FPF resulting from considering different threshold values. In the present work, we used Monte-Carlo simulations to compare different bootstrap-based estimators, e.g., leave-one-out, .632, and .632+ bootstraps, to estimate the AUC. The results show the comparable performance of the different estimators in terms of RMS, while the .632+ is the least biased.