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May, 2016
量化问题的在线优化方法
Stochastic Optimization Techniques for Quantification Performance Measures
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Harikrishna Narasimhan, Shuai Li, Purushottam Kar, Sanjay Chawla, Fabrizio Sebastiani
TL;DR
本研究提出了用于优化量化特定的性能参数的首批在线随机算法,其对于多变量优化的理论具有最优的收敛性,并通过实验验证,相对于现有的算法,能够更好地对性能参数进行优化。
Abstract
The estimation of
class prevalence
, i.e., the fraction of the population that belongs to a certain class, is a very useful tool in
data analytics
and learning, and finds applications in many domains, such as sent
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