Convex hull-based multi-objective evolutionary computation for maximizing receiver operating characteristics performance

• DOI: 10.1007/s12293-015-0176-8
• Publication Date: 2015-12-23T18:33:02Z
• Authors: Wenjing Hong; Ke Tang
• Keywords: 0202 electrical engineering, electronic engineering, information engineering; 02 engineering and technology

The receiver operating characteristics (ROC) analysis has gained increasing popularity for analyzing the performance of classifiers. In particular, maximizing the convex hull of a set of classifiers in the ROC space, namely ROCCH maximization, is becoming an increasingly important problem. In this work, a new convex hull-based evolutionary multi-objective algorithm named ETriCM is proposed for evolving neural networks with respect to ROCCH maximization. Specially, convex hull-based sorting with convex hull of individual minima (CH-CHIM-sorting) and extreme area extraction selection (EAE-selection) are proposed as a novel selection operator. Empirical studies on 7 high-dimensional and imbalanced datasets show that ETriCM outperforms various state-of-the-art algorithms including convex hull-based evolutionary multi-objective algorithm (CH-EMOA) and non-dominated sorting genetic algorithm II (NSGA-II).