Statistical Analysis Stack Exchange
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Questions tagged [h-measure]

Measure of classification performance that can accommodate expert knowledge regarding misclassification costs, whenever that is available.

The h-measure was originally proposed by D.J.Hand. It overcomes the problem of capturing performance across multiple potential scenaria. It also proposes a sensible criterion for coherence of performance metrics which several popular alternatives do not, including the Area Under the Curve (AUC) and its variants.

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Is the H-measure a strictly proper or a proper scoring rule?

The H-measure was proposed by Dr Hand in his article Measuring classifier performance: a coherent alternative to the area under the ROC curve (2009), as a replacement for AUC-ROC. I haven't been able to find an article anywhere about the strictly…
Gabriel
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Is the AUC an incoherent measure of classifier performance?

I'm learning about performance measures for binary classifiers. Reading about the AUC-ROC score I came across the article Measuring classifier performance: a coherent alternative to the area under the ROC curve, Hand (2009). The author claims…
Gabriel
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