Related papers: Efficient estimation of AUC in a sliding window
The area under the ROC curve (AUC) is a widely used performance measure in machine learning. Increasingly, however, in several applications, ranging from ranking to biometric screening to medicine, performance is measured not in terms of…
Clustering is an important technique for identifying structural information in large-scale data analysis, where the underlying dataset may be too large to store. In many applications, recent data can provide more accurate information and…
Multi-object tracking remains challenging due to frequent occurrence of occlusions and outliers. In order to handle this problem, we propose an Approximation-Shrink Scheme for sequential optimization. This scheme is realized by introducing…
Maximizing submodular functions under cardinality constraints lies at the core of numerous data mining and machine learning applications, including data diversification, data summarization, and coverage problems. In this work, we study this…
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…
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…
The increasing popularity of jumbo frames means growing variance in the size of packets transmitted in modern networks. Consequently, network monitoring tools must maintain explicit traffic volume statistics rather than settle for packet…
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,…
Area under the receiver operating characteristics curve (AUC) is an important metric for a wide range of signal processing and machine learning problems, and scalable methods for optimizing AUC have recently been proposed. However, handling…
Indexing of static and dynamic sets is fundamental to a large set of applications such as information retrieval and caching. Denoting the characteristic vector of the set by B, we consider the problem of encoding sets and multisets to…
The Area Under the ROC Curve (AUC) is a widely used performance metric for binary classifiers. However, as a global ranking statistic, the AUC aggregates model behavior over the entire dataset, masking localized weaknesses in specific…
AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss…
ROC curves and cost curves are two popular ways of visualising classifier performance, finding appropriate thresholds according to the operating condition, and deriving useful aggregated measures such as the area under the ROC curve (AUC)…
Analytic function, also called window function, is to query the aggregation of data over a sliding window. For example, a simple query over the online stock platform is to return the average price of a stock of the last three days. These…
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…
Super point is a special kind of host whose cardinality, the number of contacting hosts in a certain period, is bigger than a threshold. Super point cardinality estimation plays important roles in network field. This paper proposes a super…
Sliding-window aggregation is a widely-used approach for extracting insights from the most recent portion of a data stream. The aggregations of interest can usually be expressed as binary operators that are associative but not necessarily…
Metric $k$-center clustering is a fundamental unsupervised learning primitive. Although widely used, this primitive is heavily affected by noise in the data, so that a more sensible variant seeks for the best solution that disregards a…
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…
In this paper, we show the arc length of the optimal ROC curve is an $f$-divergence. By leveraging this result, we express the arc length using a variational objective and estimate it accurately using positive and negative samples. We show…