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May, 2013
一遍AUC最优化
One-Pass AUC Optimization
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Wei Gao, Rong Jin, Shenghuo Zhu, Zhi-Hua Zhou
TL;DR
本研究提出一种基于回归的算法和一种随机算法,用于一次遍历训练数据集并进行 AUC 优化,可以高效地处理高维数据,并且只需要在内存中维护训练数据的前两阶统计量。
Abstract
AUC is an important performance measure and many algorithms have been devoted to
auc optimization
, mostly by minimizing a surrogate convex loss on a training data set. In this work, we focus on one-pass
auc optimization
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