Feature selection using ROC curves on classification problems
Antonio José Serrano-López, Emilio Soria‐Olivas, José D. Martín‐Guerrero, Rafael Magdalena‐Benedito, Juan Gómez‐Sanchís · 2010
Feature Selection (FS) is one of the key stages in classification problems. This paper proposes the use of the area under Receiver Operator Characteristic curves to measure the individual importance of every input as well as a method to discover the variables that yield a statistically significant improvement in the discrimination power of the classification model.