Area under the ROC curve, a.k.a. AUC, is a measure of choice for assessing the performance of a classifier for imbalanced data. AUC maximization refers to a learning paradigm that learns a predictive model by directly maximizing its AUC score. It has been studied for more than two decades dating back to late 90s and a huge amount of work has been devoted to AUC maximization since then. Recently, stochastic AUC maximization for big data and deep AUC maximization for deep learning have received increasing attention and yielded dramatic impact for solving real-world problems. However, to the best our knowledge there is no comprehensive survey of related works for AUC maximization. This paper aims to address the gap by reviewing the literature in the past two decades. We not only give a holistic view of the literature but also present detailed explanations and comparisons of different papers from formulations to algorithms and theoretical guarantees. We also identify and discuss remaining and emerging issues for deep AUC maximization, and provide suggestions on topics for future work.

本文概述了过去20年中与AUC最大化相关的文献，不仅提供全面的文献综述，还从公式到算法和理论保证提供了详细的解释和比较，并对深度学习AUC最大化的剩余和新兴问题进行了讨论。提供未来工作的建议。

大数据和人工智能时代的AUC最大化调查