On the Consistency of AUC Pairwise Optimization

3 Aug 2012 Wei Gao Zhi-Hua Zhou

AUC (area under ROC curve) is an important evaluation criterion, which has been popularly used in many learning tasks such as class-imbalance learning, cost-sensitive learning, learning to rank, etc. Many learning approaches try to optimize AUC, while owing to the non-convexity and discontinuousness of AUC, almost all approaches work with surrogate loss functions... (read more)

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