Functional Bipartite Ranking: a Wavelet-Based Filtering Approach

18 Dec 2013Stéphan ClémençonMarine Depecker

It is the main goal of this article to address the bipartite ranking issue from the perspective of functional data analysis (FDA). Given a training set of independent realizations of a (possibly sampled) second-order random function with a (locally) smooth autocorrelation structure and to which a binary label is randomly assigned, the objective is to learn a scoring function s with optimal ROC curve... (read more)

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