ROC analysis in ordinal regression learning

Nowadays the area under the receiver operating characteristics (ROC) curve, which corresponds to the Wilcoxon–Mann–Whitney test statistic, is increasingly used as a performance measure for binary classification systems. In this article we present a natural generalization of this concept for more than two ordered categories, a setting known as ordinal regression. Our extension of the Wilcoxon–Mann–Whitney statistic now corresponds to the volume under an r-dimensional surface (VUS) for r ordered categories and differs from extensions recently proposed for multi-class classification. VUS rather evaluates the ranking returned by an ordinal regression model instead of measuring the error rate, a way of thinking which has especially advantages with skew class or cost distributions. We give theoretical and experimental evidence of the advantages and different behavior of VUS compared to error rate, mean absolute error and other ranking-based performance measures for ordinal regression. The results demonstrate that the models produced by ordinal regression algorithms minimizing the error rate or a preference learning based loss, not necessarily impose a good ranking on the data.