Related papers: A Log-linear Gradient Descent Algorithm for Unbala…
Distance/Similarity learning is a fundamental problem in machine learning. For example, kNN classifier or clustering methods are based on a distance/similarity measure. Metric learning algorithms enhance the efficiency of these methods by…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
Semi-supervised learning is pervasive in real-world applications, where only a few labeled data are available and large amounts of instances remain unlabeled. Since AUC is an important model evaluation metric in classification, directly…
Everybody writes that ROC curves, a very common tool in binary classification problems, should be optimal, and in particular concave, non-decreasing and above the 45-degree line. Everybody uses ROC curves, theoretical and especially…
While the area under the ROC curve is perhaps the most common measure that is used to rank the relative performance of different binary classifiers, longstanding field folklore has noted that it can be a measure that ill-captures the…
We consider active learning for binary classification in the agnostic pool-based setting. The vast majority of works in active learning in the agnostic setting are inspired by the CAL algorithm where each query is uniformly sampled from the…
Class imbalance distribution widely exists in real-world engineering. However, the mainstream optimization algorithms that seek to minimize error will trap the deep learning model in sub-optimums when facing extreme class imbalance. It…
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 propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…
This paper aims to provide a better understanding of a symmetric loss. First, we emphasize that using a symmetric loss is advantageous in the balanced error rate (BER) minimization and area under the receiver operating characteristic curve…
Receiver operating characteristic (ROC) analysis is a tool to evaluate the capacity of a numeric measure to distinguish between groups, often employed in the evaluation of diagnostic tests. Overall classification ability is sometimes…
In this paper, we propose algorithms that exploit negative curvature for solving noisy nonlinear nonconvex unconstrained optimization problems. We consider both deterministic and stochastic inexact settings, and develop two-step algorithms…
In this work, we utilize a Trust Region based Derivative Free Optimization (DFO-TR) method to directly maximize the Area Under Receiver Operating Characteristic Curve (AUC), which is a nonsmooth, noisy function. We show that AUC is a smooth…
In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…
The receiver operating characteristic (ROC) curve is a powerful statistical tool and has been widely applied in medical research. In the ROC curve estimation, a commonly used assumption is that larger the biomarker value, greater severity…
This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…
Recently, several studies have proven the global convergence and generalization abilities of the gradient descent method for two-layer ReLU networks. Most studies especially focused on the regression problems with the squared loss function,…
The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…
To assess the classification accuracy of a continuous diagnostic result, the receiver operating characteristic (ROC) curve is commonly used in applications. The partial area under the ROC curve (pAUC) is one of widely accepted summary…
We study the hardness of learning unitary transformations in $U(d)$ via gradient descent on time parameters of alternating operator sequences. We provide numerical evidence that, despite the non-convex nature of the loss landscape, gradient…