Related papers: One-Pass AUC Optimization
We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…
AUC is a common metric for evaluating the performance of a classifier. However, most classifiers are trained with cross entropy, and it does not optimize the AUC metric directly, which leaves a gap between the training and evaluation stage.…
We introduce a model of online algorithms subject to strict constraints on data retention. An online learning algorithm encounters a stream of data points, one per round, generated by some stationary process. Crucially, each data point can…
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…
The Partial Area Under the ROC Curve (PAUC), typically including One-way Partial AUC (OPAUC) and Two-way Partial AUC (TPAUC), measures the average performance of a binary classifier within a specific false positive rate and/or true positive…
For nonparametric regression in the streaming setting, where data constantly flow in and require real-time analysis, a main challenge is that data are cleared from the computer system once processed due to limited computer memory and…
In many real tasks the features are evolving, with some features being vanished and some other features augmented. For example, in environment monitoring some sensors expired whereas some new ones deployed; in mobile game recommendation…
The area under the receiver operating characteristic curve (AUC) is often used to evaluate the performance of clinical prediction models. Recently, a more refined strategy has been proposed to examine a partial area under the curve (pAUC),…
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…
This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…
The Area Under the ROC Curve (AUC) is an important model metric for evaluating binary classifiers, and many algorithms have been proposed to optimize AUC approximately. It raises the question of whether the generally insignificant gains…
We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…
This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…
For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…
Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient,…
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.…
This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…
This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous…
The most popular classification algorithms are designed to maximize classification accuracy during training. However, this strategy may fail in the presence of class imbalance since it is possible to train models with high accuracy by…
Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…