Evaluation of Binary Classifiers for Asymptotically Dependent and Independent Extremes
渐近相关与渐近独立极端事件的二元分类器评估
Machine learning classification methods usually assume that all possible classes are sufficiently present within the training set. Due to their inherent rarities, extreme events are always under-represented and classifiers tailored for predicting extremes need to be carefully designed to handle this under-representation. In this article, we address the question of how to assess and compare classifiers with respect to their capacity to capture extreme occurrences. This is…