Related papers: Scalable Nonlinear AUC Maximization Methods

Stochastic optimization of the Area Under the Precision-Recall Curve (AUPRC) is a crucial problem for machine learning. Although various algorithms have been extensively studied for AUPRC optimization, the generalization is only guaranteed…

Assessment of risk prediction models has primarily utilized measures of discrimination, the ROC curve AUC and C-statistic. These derive from the risk distributions of patients and nonpatients, which in turn are derived from a population…

In this paper, we study multi-block min-max bilevel optimization problems, where the upper level is non-convex strongly-concave minimax objective and the lower level is a strongly convex objective, and there are multiple blocks of dual…

Convolutional Neural Networks (CNNs) have been used for automated detection of prostate cancer where Area Under Receiver Operating Characteristic (ROC) curve (AUC) is usually used as the performance metric. Given that AUC is not…

Model evaluation is of crucial importance in modern statistics application. The construction of ROC and calculation of AUC have been widely used for binary classification evaluation. Recent research generalizing the ROC/AUC analysis to…

A classification algorithm, called the Linear Centralization Classifier (LCC), is introduced. The algorithm seeks to find a transformation that best maps instances from the feature space to a space where they concentrate towards the center…

Background: Receiver Operating Characteristic (ROC) curves are widely used to evaluate the performance of Software Defect Prediction (SDP) models that estimate module fault-proneness, i.e., the probability that a module is faulty. A ROC…

We develop a scoring and classification procedure based on the PAC-Bayesian approach and the AUC (Area Under Curve) criterion. We focus initially on the class of linear score functions. We derive PAC-Bayesian non-asymptotic bounds for two…

The accuracy of a diagnostic test is typically characterised using the receiver operating characteristic (ROC) curve. Summarising indexes such as the area under the ROC curve (AUC) are used to compare different tests as well as to measure…

In this work we describe an Adaptive Regularization using Cubics (ARC) method for large-scale nonconvex unconstrained optimization using Limited-memory Quasi-Newton (LQN) matrices. ARC methods are a relatively new family of optimization…

In this paper, we study stochastic optimization of areas under precision-recall curves (AUPRC), which is widely used for combating imbalanced classification tasks. Although a few methods have been proposed for maximizing AUPRC, stochastic…

In the context of a binary classification problem, the optimal linear combination of continuous predictors can be estimated by maximizing an empirical estimate of the area under the receiver operating characteristic (ROC) curve (AUC). For…

The area under the receiver-operating characteristic curve (AUC) has become a popular index not only for measuring the overall prediction capacity of a marker but also the association strength between continuous and binary variables. In the…

Accurately predicting drug responses to cancer is an important problem hindering oncologists' efforts to find the most effective drugs to treat cancer, which is a core goal in precision medicine. The scientific community has focused on…

The receiver operating characteristic (ROC) curve and its summary measure, the Area Under the Curve (AUC), are well-established tools for evaluating the efficacy of biomarkers in biomedical studies. Compared to the traditional ROC curve,…

Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…

The area under the curve (AUC) of the receiver operating characteristics curve (ROC) evaluates the separation between patients and nonpatients or discrimination. For risk prediction models these risk distributions can be derived from the…

Machine learning (ML) is increasingly employed in real-world applications like medicine or economics, thus, potentially affecting large populations. However, ML models often do not perform homogeneously, leading to underperformance or,…

Area Under the Curve (AUC) is arguably the most popular measure of classification accuracy. We use a semiparametric framework to introduce a latent scale-invariant $R^2$, a novel measure of variation explained for an observed binary outcome…

Adaptive regularized framework using cubics has emerged as an alternative to line-search and trust-region algorithms for smooth nonconvex optimization, with an optimal complexity amongst second-order methods. In this paper, we propose and…