MBA: Mini-Batch AUC Optimization

Area under the receiver operating characteristics curve (AUC) is an important metric for a wide range of machine-learning problems, and scalable methods for optimizing AUC have recently been proposed. However, handling very large data sets remains an open challenge for this problem. This article pro...

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Bibliographic Details
Published in:IEEE transaction on neural networks and learning systems 2020-12, Vol.31 (12), p.5561-5574
Main Authors: Gultekin, San, Saha, Avishek, Ratnaparkhi, Adwait, Paisley, John
Format: Article
Language:English
Subjects:
Algorithms
Area under curve
convex optimization
Learning algorithms
Machine learning
matrix concentration inequalities
mini-batch
Optimization
Prediction methods
Quadratic equations
Risk reduction
Scalability
Statistical analysis
Statistical methods
U-statistics
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