Online AUC maximization

• Main Authors: ZHAO, Peilin, HOI, Steven C. H., JIN, Rong, YANG, Tianbo
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2011
• Subjects: Computer Sciences; Databases and Information Systems; Theory and Algorithms
• Online Access: https://ink.library.smu.edu.sg/sis_research/2351; https://ink.library.smu.edu.sg/context/sis_research/article/3351/viewcontent/Online_AUC_Maximization.pdf
• Institution: Singapore Management University

Most studies of online learning measure the performance of a learner by classification accuracy, which is inappropriate for applications where the data are unevenly distributed among different classes. We address this limitation by developing online learning algorithm for maximizing Area Under the R...