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Two-way partial AUC (TPAUC) is a critical performance metric for binary classification with imbalanced data, as it focuses on specific ranges of the true positive rate (TPR) and false positive rate (FPR). However, stochastic algorithms for…

Machine Learning · Computer Science 2025-09-30 Linli Zhou , Bokun Wang , My T. Thai , Tianbao Yang

Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are useful for evaluating binary classification models, but difficult to use for learning since the Area Under the Curve (AUC)…

Machine Learning · Statistics 2021-07-06 Jonathan Hillman , Toby Dylan Hocking

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…

Machine Learning · Computer Science 2022-08-04 Tianbao Yang , Yiming Ying

Optimal performance is critical for decision-making tasks from medicine to autonomous driving, however common performance measures may be too general or too specific. For binary classifiers, diagnostic tests or prognosis at a timepoint,…

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

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…

Applications · Statistics 2025-08-12 Agus Sudjianto , Alice J. Liu

The Area under the ROC curve (AUC) is a well-known ranking metric for problems such as imbalanced learning and recommender systems. The vast majority of existing AUC-optimization-based machine learning methods only focus on binary-class…

Machine Learning · Computer Science 2021-07-29 Zhiyong Yang , Qianqian Xu , Shilong Bao , Xiaochun Cao , Qingming Huang

Area Under the Receiver Operating Characteristic Curve (AUC-ROC) is a popular evaluation metric for binary classifiers. In this paper, we discuss techniques to segment the AUC-ROC along human-interpretable dimensions. AUC-ROC is not an…

Machine Learning · Computer Science 2022-05-25 Arya Tafvizi , Besim Avci , Mukund Sundararajan

Area under the ROC curve (AUC) optimisation techniques developed for neural networks have recently demonstrated their capabilities in different audio and speech related tasks. However, due to its intrinsic nature, AUC optimisation has…

Sound · Computer Science 2021-10-28 Pablo Gimeno , Victoria Mingote , Alfonso Ortega , Antonio Miguel , Eduardo Lleida

Top-k error has become a popular metric for large-scale classification benchmarks due to the inevitable semantic ambiguity among classes. Existing literature on top-k optimization generally focuses on the optimization method of the top-k…

Machine Learning · Computer Science 2024-07-11 Zitai Wang , Qianqian Xu , Zhiyong Yang , 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

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

As machine learning being used increasingly in making high-stakes decisions, an arising challenge is to avoid unfair AI systems that lead to discriminatory decisions for protected population. A direct approach for obtaining a fair…

Machine Learning · Computer Science 2023-02-24 Yao Yao , Qihang Lin , Tianbao Yang

Cost-sensitive learning relies on the availability of a known and fixed cost matrix. However, in some scenarios, the cost matrix is uncertain during training, and re-train a classifier after the cost matrix is specified would not be an…

Machine Learning · Computer Science 2012-09-11 Rui Wang , Ke Tang

The Area Under the Curve (AUC) is an important performance metric for classification tasks, particularly in class-imbalanced scenarios. However, minimizing the AUC presents significant challenges due to the non-convex and discontinuous…

Machine Learning · Computer Science 2025-10-27 JunRu Luo , Difei Cheng , Bo Zhang

Stochastic optimization is an important task in many optimization problems where the tasks are not expressible as convex optimization problems. In the case of non-convex optimization problems, various different stochastic algorithms like…

Neural and Evolutionary Computing · Computer Science 2015-06-29 Jayanta Basak

Optimization metrics are crucial for building recommendation systems at scale. However, an effective and efficient metric for practical use remains elusive. While Top-K ranking metrics are the gold standard for optimization, they suffer…

Information Retrieval · Computer Science 2024-03-05 Wentao Shi , Chenxu Wang , Fuli Feng , Yang Zhang , Wenjie Wang , Junkang Wu , Xiangnan He

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

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a…

Machine Learning · Computer Science 2018-05-28 Siwei Lyu , Yiming Ying

The area under the ROC curve (AUC) is the standard measure of a biomarker's discriminatory accuracy; however, naive AUC estimates can be misleading when validation cohorts differ from the intended target population. Such covariate shifts…

Methodology · Statistics 2025-11-20 Jiajun Liu , Guangcai Mao , Xiaofei Wang