The Difference Between Precision-recall and ROC Curves for Evaluating the Performance of Credit Card Fraud Detection Models

The study is devoted to the actual problem of fraudulent transactions detecting with use of machine learning. Presently the receiver Operator Characteristic (ROC) curves are commonly used to present results for binary decision problems in machine learning. However, for a skewed dataset ROC curves do...

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Bibliographic Details
Main Authors: Rustam Fayzrakhmanov, Alexandr Kulikov, Polina Repp
Format: Article
Language:English
Published: Anhalt University of Applied Sciences 2018-03-01
Series:Proceedings of the International Conference on Applied Innovations in IT
Subjects:
Online Access:https://icaiit.org/paper.php?paper=6th_ICAIIT/1_3