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On the optimal binary classifier with an application

Author

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  • López-Díaz, María Concepción
  • López-Díaz, Miguel
  • Martínez-Fernández, Sergio

Abstract

The alternative accumulated improvement curve stochastic order is a criterion for the comparison of the performance of classifiers that predict binary responses. An explicit optimal classifier for this criterion is obtained. That optimal classifier has the largest ROC and CAP curves and indexes, that is, it is also optimal for the criteria based on the comparison of such curves and indexes. An application of the results to the search of the best classifier to predict clients of a bank which will make a transaction in the future is developed.

Suggested Citation

  • López-Díaz, María Concepción & López-Díaz, Miguel & Martínez-Fernández, Sergio, 2023. "On the optimal binary classifier with an application," Computational Statistics & Data Analysis, Elsevier, vol. 181(C).
    • Handle: RePEc:eee:csdana:v:181:y:2023:i:c:s0167947322002638
    DOI: 10.1016/j.csda.2022.107683
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    References listed on IDEAS

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