auc optimization
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2020 ◽  
Vol 31 (12) ◽  
pp. 5561-5574
Author(s):  
San Gultekin ◽  
Avishek Saha ◽  
Adwait Ratnaparkhi ◽  
John Paisley
Keyword(s):  

2020 ◽  
Vol 34 (04) ◽  
pp. 5734-5741
Author(s):  
Wanli Shi ◽  
Bin Gu ◽  
Xiang Li ◽  
Heng Huang

Semi-supervised ordinal regression (S2OR) problems are ubiquitous in real-world applications, where only a few ordered instances are labeled and massive instances remain unlabeled. Recent researches have shown that directly optimizing concordance index or AUC can impose a better ranking on the data than optimizing the traditional error rate in ordinal regression (OR) problems. In this paper, we propose an unbiased objective function for S2OR AUC optimization based on ordinal binary decomposition approach. Besides, to handle the large-scale kernelized learning problems, we propose a scalable algorithm called QS3ORAO using the doubly stochastic gradients (DSG) framework for functional optimization. Theoretically, we prove that our method can converge to the optimal solution at the rate of O(1/t), where t is the number of iterations for stochastic data sampling. Extensive experimental results on various benchmark and real-world datasets also demonstrate that our method is efficient and effective while retaining similar generalization performance.


2020 ◽  
Vol 34 (04) ◽  
pp. 5684-5691
Author(s):  
Song-Qing Shen ◽  
Bin-Bin Yang ◽  
Wei Gao

Making an erroneous decision may cause serious results in diverse mission-critical tasks such as medical diagnosis and bioinformatics. Previous work focuses on classification with a reject option, i.e., abstain rather than classify an instance of low confidence. Most mission-critical tasks are always accompanied with class imbalance and cost sensitivity, where AUC has been shown a preferable measure than accuracy in classification. In this work, we propose the framework of AUC optimization with a reject option, and the basic idea is to withhold the decision of ranking a pair of positive and negative instances with a lower cost, rather than mis-ranking. We obtain the Bayes optimal solution for ranking, and learn the reject function and score function for ranking, simultaneously. An online algorithm has been developed for AUC optimization with a reject option, by considering the convex relaxation and plug-in rule. We verify, both theoretically and empirically, the effectiveness of the proposed algorithm.


2020 ◽  
Vol 19 (8) ◽  
pp. 4191-4212
Author(s):  
Zhenhuan Yang ◽  
◽  
Wei Shen ◽  
Yiming Ying ◽  
Xiaoming Yuan ◽  
...  
Keyword(s):  

Author(s):  
Wanli Shi ◽  
Bin Gu ◽  
Xiang Li ◽  
Xiang Geng ◽  
Heng Huang

Semi-supervised learning is pervasive in real-world applications, where only a few labeled data are available and large amounts of instances remain unlabeled. Since AUC is an important model evaluation metric in classification, directly optimizing AUC in semi-supervised learning scenario has drawn much attention in the machine learning community. Recently, it has been shown that one could find an unbiased solution for the semi-supervised AUC maximization problem without knowing the class prior distribution. However, this method is hardly scalable for nonlinear classification problems with kernels. To address this problem, in this paper, we propose a novel scalable quadruply stochastic gradient algorithm (QSG-S2AUC) for nonlinear semi-supervised AUC optimization. In each iteration of the stochastic optimization process, our method randomly samples a positive instance, a negative instance, an unlabeled instance and their random features to compute the gradient and then update the model by using this quadruply stochastic gradient to approach the optimal solution. More importantly, we prove that QSG-S2AUC can converge to the optimal solution in O(1/t), where t is the iteration number. Extensive experimental results on  a variety of benchmark datasets show that QSG-S2AUC is far more efficient than the existing state-of-the-art algorithms for semi-supervised AUC maximization, while retaining the similar generalization performance.


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