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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…

机器学习 · 计算机科学 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)…

机器学习 · 统计学 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…

机器学习 · 计算机科学 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…

最优化与控制 · 数学 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…

应用统计 · 统计学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

声音 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

神经与进化计算 · 计算机科学 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…

信息检索 · 计算机科学 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…

信息检索 · 计算机科学 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…

机器学习 · 计算机科学 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…

统计方法学 · 统计学 2025-11-20 Jiajun Liu , Guangcai Mao , Xiaofei Wang