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Related papers: On the Consistency of AUC Pairwise Optimization

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Area under ROC curve (AUC) is a widely used performance measure for classification models. We propose two new distributionally robust AUC maximization models (DR-AUC) that rely on the Kantorovich metric and approximate the AUC with the…

Optimization and Control · Mathematics 2020-05-28 Wenbo Ma , Miguel A. Lejeune

Receiver Operating Characteristic (ROC) curves are useful for evaluation in binary classification and changepoint detection, but difficult to use for learning since the Area Under the Curve (AUC) is piecewise constant (gradient zero almost…

Machine Learning · Computer Science 2024-10-14 Jadon Fowler , Toby Dylan Hocking

Receiver operating characteristic (ROC) curve is an informative tool in binary classification and Area Under ROC Curve (AUC) is a popular metric for reporting performance of binary classifiers. In this paper, first we present a…

Machine Learning · Computer Science 2021-09-14 Khashayar Namdar , Masoom A. Haider , Farzad Khalvati

The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i.i.d. from the same distribution,…

Machine Learning · Computer Science 2023-11-07 Siran Dai , Qianqian Xu , Zhiyong Yang , Xiaochun Cao , Qingming Huang

The Area Under the ROC Curve (AUC) is a crucial metric for machine learning, which evaluates the average performance over all possible True Positive Rates (TPRs) and False Positive Rates (FPRs). Based on the knowledge that a skillful…

Machine Learning · Computer Science 2022-06-24 Zhiyong Yang , Qianqian Xu , Shilong Bao , Yuan He , Xiaochun Cao , Qingming Huang

In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area…

Machine Learning · Computer Science 2026-02-05 Yuqi Li , Matthew M. Engelhard

Performance measurement is an essential task once a statistical model is created. The Area Under the receiving operating characteristics Curve (AUC) is the most popular measure for evaluating the quality of a binary classifier. In this…

Computation · Statistics 2021-05-24 Robin Van Oirbeek , Jolien Ponnet , Tim Verdonck

The top-$k$ error is often employed to evaluate performance for challenging classification tasks in computer vision as it is designed to compensate for ambiguity in ground truth labels. This practical success motivates our theoretical…

Machine Learning · Computer Science 2020-07-09 Forest Yang , Sanmi Koyejo

(Partial) ranking loss is a commonly used evaluation measure for multi-label classification, which is usually optimized with convex surrogates for computational efficiency. Prior theoretical work on multi-label ranking mainly focuses on…

Machine Learning · Computer Science 2021-05-12 Guoqiang Wu , Chongxuan Li , Kun Xu , Jun Zhu

Adversarial robustness is an increasingly critical property of classifiers in applications. The design of robust algorithms relies on surrogate losses since the optimization of the adversarial loss with most hypothesis sets is NP-hard. But…

Machine Learning · Computer Science 2021-05-05 Pranjal Awasthi , Natalie Frank , Anqi Mao , Mehryar Mohri , Yutao Zhong

The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make…

Machine Learning · Computer Science 2014-05-16 Elad Hazan , Tomer Koren , Kfir Y. Levy

In machine learning, the loss functions optimized during training often differ from the target loss that defines task performance due to computational intractability or lack of differentiability. We present an in-depth study of the target…

Machine Learning · Computer Science 2025-12-30 Yutao Zhong

The minimization of loss functions is the heart and soul of Machine Learning. In this paper, we propose an off-the-shelf optimization approach that can minimize virtually any non-differentiable and non-decomposable loss function (e.g.…

Machine Learning · Computer Science 2019-05-27 Josif Grabocka , Randolf Scholz , Lars Schmidt-Thieme

A sequence of works in unconstrained online convex optimisation have investigated the possibility of adapting simultaneously to the norm $U$ of the comparator and the maximum norm $G$ of the gradients. In full generality, matching upper and…

Machine Learning · Computer Science 2022-06-16 Jack J. Mayo , Hédi Hadiji , Tim van Erven

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are…

Machine Learning · Computer Science 2018-02-08 Hiva Ghanbari , Katya Scheinberg

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent…

Machine Learning · Computer Science 2019-01-10 Kirill Struminsky , Simon Lacoste-Julien , Anton Osokin

In this paper, we study the problem of consistency in the context of adversarial examples. Specifically, we tackle the following question: can surrogate losses still be used as a proxy for minimizing the $0/1$ loss in the presence of an…

Machine Learning · Computer Science 2022-05-23 Laurent Meunier , Raphaël Ettedgui , Rafael Pinot , Yann Chevaleyre , Jamal Atif

Adequate evaluation of an information retrieval system to estimate future performance is a crucial task. Area under the ROC curve (AUC) is widely used to evaluate the generalization of a retrieval system. However, the objective function…

Information Retrieval · Computer Science 2016-04-26 Sean J. Welleck

Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a…

Machine Learning · Computer Science 2023-02-23 Andrea Pugnana , Salvatore Ruggieri

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 that requires only…

Machine Learning · Computer Science 2020-07-07 Wei Gao , Rong Jin , Shenghuo Zhu , Zhi-Hua Zhou