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研究生: 王柏傑
Wang, Bo-Jie
論文名稱: 用AUC比較兩分類方法於不平衡資料檔分類效能之有母數檢定方法
Parametric Statistical Methods for Comparing the Performance of Classification Algorithms on Imbalanced Data by AUC Measure
指導教授: 翁慈宗
Wong, Tzu-Tsung
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業與資訊管理學系
Department of Industrial and Information Management
論文出版年: 2020
畢業學年度: 108
語文別: 中文
論文頁數: 53
中文關鍵詞: ROCAUCWilcoxon Test偏態檢定成對檢定
外文關鍵詞: ROC, AUC, Wilcoxon Test, Skewness Test, Pair Z Test
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  • 分類演算法之衡量測度,一直都是資料探勘和機器學習中不可或缺的一部份。然而,部分衡量測度如ROC,因為其原先的圖形特性,使得分類演算法在採用此測度衡量分類效能後,卻難以在多種分類方法間,做有效的有母數統計檢定來比較優劣。因此,本研究先探討現今分類演算法間,在不平衡資料檔下有哪些常用的衡量測度,並闡述了測度ROC特有的視覺化特性,然而當兩分類演算法在視覺化上的ROC曲線,若非呈現支配的現象,反而產生交叉的趨勢,則容易讓使用者難以利用此曲線測度比較分類方法間之優劣。因此計算曲線下佔比面積AUC,便是另一數值化測度,得以讓使用者以數值化的型態比較兩分類方法的優劣。但在現今多數文獻中比較兩分類演算法之分類效能AUC時,因為其數值化的統計分配難以得知,只能以無母數檢定法如Wilcoxon Test來比較其AUC優劣,造成了在統計檢定力相較於有母數檢定法有不足的現象,容易造成顯著性檢定的判斷失誤。因此,本研究在多種分類方法於不平衡資料檔做AUC之分類效能評估時,透過交叉驗證的方式,切割等分數至中央極限定理所需之樣本數,來發展出一套成對有母數檢定法,使統計檢定之檢定力上升,進一步對兩分類方法之AUC分類效能,做顯著性統計檢定。其中切割等分數的部分,本研究更搭配了偏態檢定,檢驗在等分數小於30的情況下,是否呈現對稱,以減少中央極限定理所需切割等分數。最後便以此等分數,搭配本研究所發展之成對有母數檢定法,來比較兩分類方法於不平衡資料檔,AUC之分類效能是否有顯著差異,同時與傳統無母數檢定法比較,是否呈現檢定力上的差異,及顯著性判斷的不同。最後透過實證後發現,本研究之成對有母數檢定法相較於無母數Wilcoxon Test,的確有檢定力上的優勢,然而在顯著性判別上的結果,在大多資料檔下卻無明顯不同。

    The evaluation measures of classification algorithms have always been an indispensable part of data mining and machine learning. Some evaluation measures such as ROC is difficult to do an effective parametric statistical test for comparing different classification algorithms in terms of its’ original graphical characteristics. Therefore, this study discusses the common evaluation measures first under the imbalanced data among the widespread classification algorithms, and explains the unique visual characteristics of the measure ROC. Besides, the study also explain that calculating the AUC (Area under the Curve of ROC) is also another numerical way allows users to evaluate and compare two classification algorithms. However, due to the population distribution of AUC in different classification algorithms’ performance are too hard to obtain, users only could test algorithms’ classification performance through nonparametric statistical method. But when it compares to nonparametric statistical method, parametric statistical method could have more statistical power in hypothesis test. As a result, this paper introduces a parametric statistical method based on CLT (Central Limit Theorem) to evaluate two classification algorithms’ performance on imbalanced data. In conclusion, the experiment revealed that although the parametric statistical method could improve the statistical power in hypothesis test, it is still no significant discriminate differences in hypothesis test between parametric and nonparametric statistical method when users compare two classification algorithms’ performance on imbalanced data.

    摘要 I 目錄 VI 表目錄 VIII 圖目錄 IX 第一章 緒論 1 1.1 研究背景與動機 1 1.2 研究目的 2 1.3 研究架構 3 第二章 文獻探討 4 2.1 分類方法 5 2.1.1 簡易貝式分類器 5 2.1.2 羅吉斯特迴歸 6 2.1.3 支援向量機 7 2.1.4 最近鄰居法 8 2.2 不平衡資料分類方法的評估測度 8 2.2.1 F-measure 10 2.2.2 G-mean 11 2.2.3 AUC 13 2.3 用AUC進行分類效能評估之作法 17 2.4 小結 20 第三章 研究方法 21 3.1 AUC之統計抽樣分配與假設檢定 24 3.1.1 AUC交叉驗證之等分使用做法 26 3.1.2 AUC之樣本統計量分配 27 3.1.3 對稱分配的偏態檢定 29 3.2 AUC之成對樣本有母數檢定法 30 3.3 分類方法於多個資料檔之分類效能比較 35 3.4 實驗方法評估與比較 37 第四章 實證研究 38 4.1 資料檔介紹 39 4.2 各資料檔之偏態檢定 40 4.3 各資料檔之AUC成對樣本有母數及無母數檢定法 41 4.4 分類方法於所有資料檔之分類效能比較 44 4.5 小結 46 第五章 結論與建議 47 5.1 結論 47 5.2 未來研究與發展 48 參考文獻 49

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