In many cost-sensitive environments class probability estimates are used by decisionmakers to evaluate the expected utility from a set of alternatives. Supervisedlearning can be used to build class probability estimates; however, it often is verycostly to obtain training data with class labels....

This paper is about constructing confidence bands around an ROCcurve such that (1 - \delta)% of the ROC curves traced by data setsof size r will fall completely within the bands. We introduce tothe machine learning community three methods from the medicalfield that are applicable to generate...