AUC-based Selective Classification

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TitleAUC-based Selective Classification
Publication TypeConference Paper
Year of Publication2023
AuthorsPugnana, A, Ruggieri, S
Conference NameInternational Conference on Artificial Intelligence and Statistics, 25-27 April 2023, Palau de Congressos, Valencia, Spain
AbstractSelective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a prediction) with predictive performance, typically measured by distributive loss functions. In many application scenarios, such as credit scoring, performance is instead measured by ranking metrics, such as the Area Under the ROC Curve (AUC). We propose a model-agnostic approach to associate a selection function to a given probabilistic binary classifier. The approach is specifically targeted at optimizing the AUC. We provide both theoretical justifications and a novel algorithm, called AUCROSS, to achieve such a goal. Experiments show that our method succeeds in trading-off coverage for AUC, improving over existing selective classification methods targeted at optimizing accuracy.