图 书 馆
具有特异性约束的在线分类Online Classification with Specificity Constraints |
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| 课程网址: | http://videolectures.net/nips2010_bernstein_ocs/ |
| 主讲教师: | Andrey Bernstein |
| 开课单位: | 以色列理工学院 |
| 开课时间: | 2011-03-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We consider the online binary classification problem, where we are given m classifiers. At each stage, the classifiers map the input to the probability that the input belongs to the positive class. An online classification meta-algorithm is an algorithm that combines the outputs of the classifiers in order to attain a certain goal, without having prior knowledge on the form and statistics of the input, and without prior knowledge on the performance of the given classifiers. In this paper, we use sensitivity and specificity as the performance metrics of the meta-algorithm. In particular, our goal is to design an algorithm which satisfies the following two properties (asymptotically): (i) its average false positive rate (fp-rate) is under some given threshold, and (ii) its average true positive rate (tp-rate) is not worse than the tp-rate of the best convex combination of the m given classifiers that satisfies fp-rate constraint, in hindsight. We show that this problem is in fact a special case of the regret minimization problem with constraints, and therefore the above goal is not attainable. Hence, we pose a relaxed goal and propose a corresponding practical online learning meta-algorithm that attains it. In the case oftwo classifiers, we show that this algorithm takes a very simple form. To our best knowledge, this is the first algorithm that addresses the problem of the average tp-rate maximization under average fp-rate constraints in the online setting. |
| 关 键 词: | 计算机科学; 机器学习; 在线学习 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-05-29：吴雨秋(课程编辑志愿者) |
| 阅读次数: | 43 |