arXiv:2602.04775cs.LG2026-02

为区间预测设计新评估方法,让模型在不确定时可拒判,提升风险决策可靠性。

Interval-Based AUC (iAUC): Extending ROC Analysis to Uncertainty-Aware Classification

  • 引入AUC_L和AUC_U,从三个区域分析排序正确性、错误性和不确定性。
  • 在有效覆盖条件下,两指标分别给出理论最优AUC的上下界。
  • 适用于任意构造区间的模型,适合医疗、金融等高风险场景评估。

在高风险预测中,通过区间值预测量化不确定性对可靠决策至关重要。然而,传统ROC曲线和AUC仅针对点估计设计,无法捕捉预测不确定性对排序性能的影响。本文提出面向区间预测的不确定性感知ROC框架,引入两个新指标:AUC_L和AUC_U。该框架实现对ROC平面的三区域分解,将成对排序划分为正确、错误和不确定三类。此方法自然支持选择性预测,允许模型对区间重叠的样本拒绝排序,从而优化拒判率与判别可靠性之间的权衡。我们证明,在满足类别条件覆盖性前提下,AUC_L和AUC_U分别提供理论最优AUC(AUC*)的严格下界和上界,刻画了可实现判别的物理极限。该框架适用于任意区间构造方式的预测模型。在真实世界基准数据集上的实验,以基于自助法(bootstrap-based)构造的区间为例,验证了框架的正确性,并展示了其在不确定性感知评估与决策中的实际价值。

原文摘要 · Abstract (English)

In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area under the curve (AUC) are designed for point scores and fail to capture the impact of predictive uncertainty on ranking performance. We propose an uncertainty-aware ROC framework specifically for interval-valued predictions, introducing two new measures: $AUC_L$ and $AUC_U$. This framework enables an informative three-region decomposition of the ROC plane, partitioning pairwise rankings into correct, incorrect, and uncertain orderings. This approach naturally supports selective prediction by allowing models to abstain from ranking cases with overlapping intervals, thereby optimizing the trade-off between abstention rate and discriminative reliability. We prove that under valid class-conditional coverage, $AUC_L$ and $AUC_U$ provide formal lower and upper bounds on the theoretical optimal AUC ($AUC^*$), characterizing the physical limit of achievable discrimination. The proposed framework applies broadly to interval-valued prediction models, regardless of the interval construction method. Experiments on real-world benchmark datasets, using bootstrap-based intervals as one instantiation, validate the framework's correctness and demonstrate its practical utility for uncertainty-aware evaluation and decision-making.

不确定性评估方法风险预测

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