Related papers: Smooth Ranking SVM via Cutting-Plane Method
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…
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…
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…
This paper presents a review on methods for class-imbalanced learning with the Support Vector Machine (SVM) and its variants. We first explain the structure of SVM and its variants and discuss their inefficiency in learning with…
The ROC-SVM, originally proposed by Rakotomamonjy, directly maximizes the area under the ROC curve (AUC) and has become an attractive alternative of the conventional binary classification under the presence of class imbalance. However, its…
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…
Cutting-plane methods are well-studied localization(and optimization) algorithms. We show that they provide a natural framework to perform machinelearning ---and not just to solve optimization problems posed by machinelearning--- in…
The area under the ROC curve (AUC) is a measure of interest in various machine learning and data mining applications. It has been widely used to evaluate classification performance on heavily imbalanced data. The kernelized AUC maximization…
This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…
In recommendation systems, one is interested in the ranking of the predicted items as opposed to other losses such as the mean squared error. Although a variety of ways to evaluate rankings exist in the literature, here we focus on the Area…
Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting 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 aim at developing and improving the imbalanced business risk modeling via jointly using proper evaluation criteria, resampling, cross-validation, classifier regularization, and ensembling techniques. Area Under the Receiver Operating…
In this paper, we propose a new mathematical optimization model for multiclass classification based on arrangements of hyperplanes. Our approach preserves the core support vector machine (SVM) paradigm of maximizing class separation while…
Support Vector Machine (SVM) is a powerful tool in binary classification, known to attain excellent misclassification rates. On the other hand, many realworld classification problems, such as those found in medical diagnosis, churn or fraud…
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…
In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…
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…
Class imbalance problem is commonly faced while developing machine learning models for real-life issues. Due to this problem, the fitted model tends to be biased towards the majority class data, which leads to lower precision, recall, AUC,…
Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…