Local Discrimination of Binary Classifiers via Localized AUC Functional

In high-stakes risk prediction, interval-valued predictions provide a natural way to represent predictive uncertainty. However, standard evaluation tools such as the receiver operating characteristic (ROC) curve and the area under the curve (AUC) are designed for point-valued predictions and do not capture how uncertainty affects discrimination performance. To address this gap, we develop an uncertainty-aware ROC framework and corresponding interval-based AUC (iAUC) metrics for evaluating the performance of interval-valued risk predictions. The framework constructs two ROC-style curves with associated areas $\mathrm{AUC}_L$ and $\mathrm{AUC}_U$, and shows that these quantities induce a three-region decomposition of positive-negative rankings into confidently correct, ambiguous, and confidently incorrect orderings. Under valid class-conditional coverage, $\mathrm{AUC}_L$ and $\mathrm{AUC}_U$, together with the pairwise miscoverage rate, provide theoretical bounds on the optimal AUC, linking interval coverage to achievable discrimination. The framework is compatible with a range of methods for quantifying epistemic uncertainty in risk prediction, including Bayesian, bootstrap, and ensemble-based procedures, and provides a practical way to compare predictive models and interval-generation methods. Experiments on clinical benchmark data and MIMIC-IV mortality prediction show that models with similar point AUC can have different uncertainty-aware ranking profiles, and that the proposed decomposition can support risk-aware model selection and threshold-based abstention.

Accurate diagnostic and risk-prediction models are important for supporting clinical decision-making during infectious disease outbreaks. However, privacy and governance requirements may restrict patient-level data sharing across healthcare institutions, and data distributions often vary. Moreover, AUC is widely used to evaluate discriminative performance, motivating its direct optimization in model development. We propose geographically regularized AUC-maximizing personalized federated learning (GrAUC-PFL), which directly optimizes a smooth pairwise AUC surrogate to learn personalized models while keeping patient-level data local and accounting for institutional heterogeneity. Graph-based regularization encourages geographically neighboring institutions to have similar coefficient vectors while retaining a personalized models. Simulations and a real-data application suggest improved discriminative performance, particularly when geographically neighboring institutions have similar data-generating characteristics.

Modern machine learning models can be accurate on average yet still make mistakes that dominate deployment cost. We introduce Locus, a distribution-free wrapper that produces a per-input loss-scale reliability score for a fixed prediction function. Rather than quantifying uncertainty about the label, Locus models the realized loss of the prediction function using any engine that outputs a predictive distribution for the loss given an input. A simple split-calibration step turns this function into a distribution-free interpretable score that is comparable across inputs and can be read as an upper loss level. The score is useful on its own for ranking, and it can optionally be thresholded to obtain a transparent flagging rule with distribution-free control of large-loss events. Experiments across 13 regression benchmarks show that Locus yields effective risk ranking and reduces large-loss frequency compared to standard heuristics.