nproc: Neyman-Pearson (NP) Classification Algorithms and NP Receiver Operating Characteristic (NP-ROC) Curves

In many binary classification applications, such as disease diagnosis and spam detection, practitioners commonly face the need to limit type I error (i.e., the conditional probability of misclassifying a class 0 observation as class 1) so that it remains below a desired threshold. To address this need, the Neyman-Pearson (NP) classification paradigm is a natural choice; it minimizes type II error (i.e., the conditional probability of misclassifying a class 1 observation as class 0) while enforcing an upper bound, alpha, on the type I error. Although the NP paradigm has a century-long history in hypothesis testing, it has not been well recognized and implemented in classification schemes. Common practices that directly limit the empirical type I error to no more than alpha do not satisfy the type I error control objective because the resulting classifiers are still likely to have type I errors much larger than alpha. As a result, the NP paradigm has not been properly implemented for many classification scenarios in practice. In this work, we develop the first umbrella algorithm that implements the NP paradigm for all scoring-type classification methods, including popular methods such as logistic regression, support vector machines and random forests. Powered by this umbrella algorithm, we propose a novel graphical tool for NP classification methods: NP receiver operating characteristic (NP-ROC) bands, motivated by the popular receiver operating characteristic (ROC) curves. NP-ROC bands will help choose in a data adaptive way and compare different NP classifiers.

Version:	2.1.5
Imports:	glmnet, e1071, randomForest, naivebayes, MASS, parallel, ada, stats, graphics, ROCR, tree
Suggests:	knitr, rmarkdown
Published:	2020-01-13
DOI:	10.32614/CRAN.package.nproc
Author:	Yang Feng [aut, cre], Jessica Li [aut], Xin Tong [aut], Ye Tian [ctb]
Maintainer:	Yang Feng <yangfengstat at gmail.com>
License:	GPL-2
URL:	http://advances.sciencemag.org/content/4/2/eaao1659
NeedsCompilation:	no
Citation:	nproc citation info
Materials:	ChangeLog
CRAN checks:	nproc results

Documentation:

Reference manual:	nproc.pdf
Vignettes:	nproc demo

Downloads:

Package source:	nproc_2.1.5.tar.gz
Windows binaries:	r-devel: nproc_2.1.5.zip, r-release: nproc_2.1.5.zip, r-oldrel: nproc_2.1.5.zip
macOS binaries:	r-release (arm64): nproc_2.1.5.tgz, r-oldrel (arm64): nproc_2.1.5.tgz, r-release (x86_64): nproc_2.1.5.tgz, r-oldrel (x86_64): nproc_2.1.5.tgz
Old sources:	nproc archive

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