Rationale and Objectives
Traditional two-class receiver operating characteristic (ROC) analysis is inadequate for the complete evaluation of observer performance in tasks with more than two classes.
Materials and Methods
Here, a Monte Carlo estimation method for operating point coordinates on a three-class ROC surface is developed and compared with analytically calculated coordinates in two special cases: (1) univariate and (2) restricted bivariate trinormal underlying data.
Results
In both cases, the statistical estimates were found to be good in the sense that the analytical values lay within the 95% confidence interval of the estimated values about 95% of the time.
Conclusions
The statistical estimation method should be key in the development of a pragmatic performance metric for evaluation of observers in classification tasks with three or more classes.
Receiver operating characteristic (ROC) analysis has, for many years, been the standard for evaluating observer performance in a medical decision task with two classes to which observations belong . A particularly familiar example is the canonical radiologic task of identifying whether an abnormality, such as a fracture or lesion, is present in an image.
Not all medical, or even radiological, tasks are so readily restricted to two outcomes, however. A particular task might require distinguishing among multiple types of abnormality or distinguishing normal tissue from abnormalities of different types , or, in the computer-aided diagnosis (CAD) task that originally motivated much of the work in this area, one might need to distinguish malignant and benign actual lesions from the false-positive detections produced by an automated scheme . Traditional two-class ROC analysis is inadequate for the complete evaluation of observer performance in such tasks. Unfortunately, although the broader theoretical characteristics of observer behavior in a three-class classification task were outlined many decades ago , the extension of this knowledge to a complete understanding and the implementation of such knowledge into practical tools for addressing real clinical problems have remained elusive.
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Theory
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LR1(x→)≡p(x→∣∣class1)p(x→∣∣class3) LR
1
(
x
→
)
≡
p
(
x
→
|
class
1
)
p
(
x
→
|
class
3
)
LR2(x→)≡p(x→∣∣class2)p(x→∣∣class3) LR
2
(
x
→
)
≡
p
(
x
→
|
class
2
)
p
(
x
→
|
class
3
)
and instead of a simple point boundary between regions where the various classifications are made, we have a set of three intersecting decision boundary line segments
γ121LR1−γ212LR2=γ313−γ323 γ
121
LR
1
−
γ
212
LR
2
=
γ
313
−
γ
323
γ131LR1+(γ232−γ212)LR2=γ313 γ
131
LR
1
+
(
γ
232
−
γ
212
)
LR
2
=
γ
313
(γ131−γ121)LR1+γ232LR2=γ323, (
γ
131
−
γ
121
)
LR
1
+
γ
232
LR
2
=
γ
323
,
which we call, respectively, the “1-vs.-2” boundary, the “1-vs.-3” boundary, and the “2-vs.-3” boundary . The γjij γ
j
i
j are the decision criteria used by the ideal observer, only five of which are independent (Equations 1 through 3 can be multiplied by any number, but the lines described will be left unchanged). For brevity, this collection of values can be written as a vector γ→ γ
→ . The conditional probability of the observer assigning an observation to class i , given that it is actually drawn from class j , is the integral of the PDF of the likelihood ratios (conditional on membership in class j ) over the region where class i is decided; this misclassification probability is denoted by Pij P
i
j , and forms one of the six coordinates of the ROC space .
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p(x|class1)=N(x;μ1,σ21), p
(
x
|
class
1
)
=
N
(
x
;
μ
1
,
σ
1
2
)
,
p(x|class2)=N(x;μ2,σ22), p
(
x
|
class
2
)
=
N
(
x
;
μ
2
,
σ
2
2
)
,
p(x|class3)=N(x;0,1), p
(
x
|
class
3
)
=
N
(
x
;
0
,
1
)
,
where N(x;μ,σ2) N
(
x
;
μ
,
σ
2
) is a normal PDF of x with mean μ and variance σ2 σ
2 . This means LR1 LR
1 and LR2 LR
2 are each functions of the single variable x , and so we can express LR2 LR
2 as a relation of LR1 LR
1 . Using the properties of normal functions, these relations can be “cataloged” and the results used to analytically calculate operating points of the ideal observer given particular values of the decision criteria γ→ γ
→ . An example of such an LR curve for a particular set of data parameters μ and σ2 σ
2 , and decision criteria γ→ γ
→ , is shown in Figure 1 .
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p(x→∣∣class1)=N(x→;μ→1,I), p
(
x
→
|
class
1
)
=
N
(
x
→
;
μ
→
1
,
I
)
,
p(x→∣∣class2)=N(x→;μ→2,I), p
(
x
→
|
class
2
)
=
N
(
x
→
;
μ
→
2
,
I
)
,
p(x→∣∣class3)=N(x→;0→,I), p
(
x
→
|
class
3
)
=
N
(
x
→
;
0
→
,
I
)
,
where I is the 2×2 2
×
2 identity matrix. It can be shown, generalizing the approach of Barrett et al for the two-class case , that
λ1(x→)=x→⋅μ→1−∣∣μ1−→∣∣22 λ
1
(
x
→
)
=
x
→
·
μ
→
1
−
|
μ
1
→
|
2
2
λ2(x→)=x→⋅μ→2−∣∣μ2−→∣∣22 λ
2
(
x
→
)
=
x
→
·
μ
→
2
−
|
μ
2
→
|
2
2
where λi(x→)≡logLRi(x→) λ
i
(
x
→
)
≡
logLR
i
(
x
→
) . From this it follows that the random variables λ1 λ
1 and λ2 λ
2 also follow bivariate normal distributions for each of the three classes.
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Materials and methods
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Results
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Table 1
Univariate Data
fCI(P12) f
C
I
(
P
12
) fCI(P13) f
C
I
(
P
13
) fCI(P21) f
C
I
(
P
21
) fCI(P23) f
C
I
(
P
23
) fCI(P31) f
C
I
(
P
31
) fCI(P32) f
C
I
(
P
32
) 0.96 0.97 0.92 0.99 0.89 0.91
The fraction of all conditions (decision criteria γ→ γ
→ and univariate data parameters β→ β
→ ) for which the analytically calculated operation point coordinate lay within the 95% confidence interval of the estimated operating point.
Table 2
Bivariate Data
fCI(P12) f
C
I
(
P
12
) fCI(P13) f
C
I
(
P
13
) fCI(P21) f
C
I
(
P
21
) fCI(P23) f
C
I
(
P
23
) fCI(P31) f
C
I
(
P
31
) fCI(P32) f
C
I
(
P
32
) 0.94 0.96 0.94 0.93 0.93 0.9
The fraction of all conditions (decision criteria γ→ γ
→ and bivariate data parameters β→ β
→ ) for which the analytically calculated operation point coordinate lay within the 95% confidence interval of the estimated operating point.
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Discussion
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Conclusion
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Acknowledgments
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