On the optimal binary classifier with an application
提出一种基于累积改进曲线随机序的最优二元分类器，该分类器在ROC和CAP曲线及指标上均最优，并应用于银行客户未来交易预测。
The alternative accumulated improvement curve stochastic order is a criterion for the comparison of the performance of classifiers that predict binary responses. An explicit optimal classifier for this criterion is obtained. That optimal classifier has the largest ROC and CAP curves and indexes, that is, it is also optimal for the criteria based on the comparison of such curves and indexes. An application of the results to the search of the best classifier to predict clients of a bank which will make a transaction in the future is developed.