Three-class ROC analysis-a decision theoretic approach under the ideal observer framework

Receiver operating characteristic (ROC) analysis is well established in the evaluation of systems involving binary classification tasks. However, medical tests often require distinguishing among more than two diagnostic alternatives. The goal of this work was to develop an ROC analysis method for three-class classification tasks. Based on decision theory, we developed a method for three-class ROC analysis. In this method, the objects were classified by making the decision that provided the maximal utility relative to the other two. By making assumptions about the magnitudes of the relative utilities of incorrect decisions, we found a decision model that maximized the expected utility of the decisions when using log-likelihood ratios as decision variables. This decision model consists of a two-dimensional decision plane with log likelihood ratios as the axes and a decision structure that separates the plane into three regions. Moving the decision structure over the decision plane, which corresponds to moving the decision threshold in two-class ROC analysis, and computing the true class 1, 2, and 3 fractions defined a three-class ROC surface. We have shown that the resulting three-class ROC surface shares many features with the two-class ROC curve; i.e., using the log likelihood ratios as the decision variables results in maximal expected utility of the decisions, and the optimal operating point for a given diagnostic setting (set of relative utilities and disease prevalences) lies on the surface. The volume under the three-class surface (VUS) serves as a figure-of-merit to evaluate different data acquisition systems or image processing and reconstruction methods when the assumed utility constraints are relevant.