Influence Analysis for the Area Under the Receiver Operating Characteristic Curve

ABSTRACT

Classification measures play essential roles in the assessment and construction of classifiers. Hence, determining how to prevent these measures from being affected by individual observations has become an important problem. In this paper, we propose several indexes based on the influence function and the concept of local influence to identify influential observations that affect the estimate of the area under the receiver operating characteristic curve (AUC), an important and commonly used measure. Cumulative lift charts are also used to equipoise the disagreements among the proposed indexes. Both the AUC indexes and the graphical tools only rely on the classification scores, and both are applicable to classifiers that can produce real-valued classification scores. A real data set is used for illustration.