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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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48 results for AUC bounds

This paper analyzes the quality of covariance selection in graphical models using AUC bounds.

problem Quality assessment of covariance selection in graphical models.
method Formulated as a detection problem, the paper uses AUC bounds to measure model quality.
result Quality of tree approximation models decays exponentially with increasing dimension.

AUC (area under ROC curve) is an important evaluation criterion, which has been popularly used in many learning tasks such as class-imbalance learning, cost-sensitive learning, learning to rank, etc. Many learning approaches try to optimize AUC, while owing to the non-convexity and discontinuousness of AUC, almost all …

2012-08-03abs ↗pdf ↗

The study examines the generalization of Macro-AUC in multi-label learning, identifying label imbalance as a critical factor.

problem Theoretical understanding of Macro-AUC in multi-label learning is lacking.
method Characterization of generalization properties of learning algorithms based on surrogate losses w.r.t. Macro-AUC, identification of label imbalance as a critical factor.
result The widely-used univariate loss-based algorithm is more sensitive to label imbalance than pairwise and reweighted loss-based ones, implying worse performance.

Paper estimates optimal ROC curve arc length and AUC, improving classification performance.

problem Estimating optimal ROC curve arc length and AUC in imbalanced binary classification.
method Expresses arc length and AUC as variational objectives, estimating using positive and negative samples.
result Proposed classification procedure maximizes an approximate lower bound of maximal AUC.

The paper explores symmetric losses for better learning from corrupted labels.

problem Learning from corrupted labels with balanced error rate or AUC maximization.
method Proves theoretical properties of symmetric losses and proposes a convex barrier hinge loss.
result Symmetric losses are advantageous in BER minimization and AUC maximization from corrupted labels.

A new method for AUC optimization using only positive and unlabeled data.

problem Imbalanced classification and small sample problems.
method Developed a novel semi-supervised AUC optimization method based on positive and unlabeled data.
result Unlabeled data can improve generalization performance in PU and semi-supervised AUC optimization.

Modified AUC improves CNN training by considering model confidence.

problem Improving binary classifier performance metrics.
method Proposes a modified AUC metric that incorporates model confidence into BCE loss for CNN training.
result Demonstrates improved performance on three datasets: MNIST, prostate MRI, and brain MRI.

New DAM method improves AUC scores in medical image classification.

problem Maximizing AUC in large-scale medical image classification.
method Proposes AUC margin loss for robust optimization, conducts extensive empirical studies.
result Improves performance on four medical image classification tasks, achieving 1st place on Stanford CheXpert.

FairPOT balances fairness and AUC performance by selectively transforming risk scores.

problem Balancing fairness and AUC performance in high-stakes domains.
method FairPOT uses proportional optimal transport to selectively transform risk scores.
result FairPOT consistently improves fairness with minimal AUC degradation or even positive gains.

New models improve classification model performance, especially robust to small training sets.

problem Improving classification model performance, especially robust to small training sets.
method Distributionally robust AUC maximization models using Kantorovich metric and hinge loss function.
result The proposed DR-AUC models outperform standard models in general and worst-case out-of-sample performance.

The paper breaks down AUC into cluster-level components for better model diagnostics.

problem Global AUC masks weaknesses in specific subpopulations, leading to financial or operational risks.
method Formal decomposition of AUC into intra- and inter-cluster components, comparing with other performance metrics.
result Allows practitioners to evaluate and diagnose model performance within and across clusters.

Paper tackles AUC maximization with deep neural networks for better classification of imbalanced data.

problem Stochastic AUC maximization with deep neural networks for better fit to imbalanced data classification.
method Saddle point reformulation of a surrogated loss of AUC, non-convex concave min-max problem, Polyak-Łojasiewicz (PL) condition, AdaGrad-style algorithm.
result Effective algorithms developed with faster convergence rate and adaptive step size scheme.

Develops algorithms to optimize a partial area under the ROC curve.

problem Optimizing performance measures between specific false positive rates.
method Support vector algorithms based on minimizing convex surrogates for partial AUC.
result Polynomial time algorithm for solving combinatorial optimization problem associated with partial AUC.

Develops a method to learn personalized attribute preferences from diverse annotators.

problem Learning attribute preferences from a wide spectrum of annotators with varying interests.
method Multi-task approach with AUC-based loss function and closed-form solution.
result Empirically validated method outperforms traditional consensus-based methods.

A robust framework maximizes AUC with outlier detection and feature selection for PU classification.

problem Challenges in PU classification, especially with complex data and mislabeled/unlabeled samples.
method Unified AUC maximization, outlier detection, and feature selection.
result Generalization error bounds and practical guidance for model training.

This work optimizes model performance while ensuring fairness through AUC constraints.

problem Ensuring fairness in machine learning models, especially for protected populations.
method Formulates fairness-aware machine learning model training as AUC optimization subject to fairness constraints, solves using stochastic first-order methods.
result Demonstrates effectiveness of the approach on real-world data under different fairness metrics.

A new algorithm improves efficiency for semi-supervised AUC optimization.

problem Optimizing AUC in semi-supervised learning with limited labeled data.
method Quadruply Stochastic Gradients (QSG-S2AUC) for nonlinear classification problems.
result QSG-S2AUC converges to optimal solution in O(1/t) iterations.

Optimizes partial AUC across various FPRs for machine learning models.

problem Lack of scalable algorithms for optimizing partial AUC in a range of FPRs.
method Formulated as a non-smooth DC program, developed an efficient approximated gradient descent method using Moreau envelope smoothing.
result Achieved a complexity of O(1/ε6)O(1/ε^6) for finding nearly εε-critical solutions.

Paper studies SGD stability and optimization error in pairwise learning.

problem Stability and optimization error of SGD for pairwise learning.
method Established stability and optimization error trade-offs for SGD in convex, strongly convex, and non-convex settings.
result Lower bounds for SGD optimization error and excess expected risk.

New algorithm optimizes AUC in binary classification and changepoint detection.

problem Difficult to optimize AUC in binary classification and changepoint detection.
method Proposes efficient path-following algorithms for choosing optimal learning rate.
result Proposed line search algorithm computes complete AUM/AUC representation.

Efficiently maximizes AUC with deep nets, reducing communication rounds.

problem Maximizing AUC with deep neural networks in a distributed setting.
method Communication-efficient distributed optimization algorithm for non-convex concave AUC maximization.
result Achieves linear speedup with significantly fewer communication rounds.

Improves ROC/AUC for multi-class classification.

problem Lack of sensible plots, sensitivity to imbalanced data, inability to specify mis-classification cost, and lack of evaluation uncertainty quantification.
method Factorizes multi-class ROC into a one-dimensional vector representation for visualization and summary.
result Provides a binary AUC-equivalent summary and mis-classification weights specification.

We develop a scoring and classification procedure based on the PAC-Bayesian approach and the AUC (Area Under Curve) criterion. We focus initially on the class of linear score functions. We derive PAC-Bayesian non-asymptotic bounds for two types of prior for the score parameters: a Gaussian prior, and a spike-and-slab p…

2014-10-07abs ↗pdf ↗

AUC-spec optimizes graph-based SSL for complex label distributions.

problem Training accurate models with scarce labeled data and abundant unlabeled data.
method Computes a low-dimensional representation that maximizes class separation via AUC optimization.
result AUC-spec achieves competitive results on synthetic and real-world datasets.

A scalable algorithm improves AUC optimization for semi-supervised ordinal regression.

problem Optimizing AUC for semi-supervised ordinal regression with limited labeled data.
method Proposes QS3^3ORAO using quadruply stochastic gradients for scalable kernelized learning.
result Converges to optimal solution at O(1/t)O(1/t) rate, demonstrating efficiency and effectiveness.

Proposes a method to evaluate classifiers with missing labels using multiple imputation.

problem Missing labels during model evaluation can introduce bias, especially in Missing Not At Random (MNAR) data.
method Develops a multiple imputation technique to estimate and provide predictive distributions for metrics like precision, recall, and ROC-AUC.
result The predictive distribution's location and shape are generally correct, even in the MNAR regime.

New optimization method improves AUC for binary classification and changepoint detection.

problem Non-convex AUC and sub-optimal points in ROC curves.
method AUM (Area Under Min(FP, FN)) surrogate loss function based on sorting and summing ROC curve points.
result AUM minimization learning algorithm improves AUC and speeds up compared to previous methods.