图 书 馆
通过强烈适当的损失，ROC曲线下面积的代理后悔界限Surrogate Regret Bounds for the Area Under the ROC Curve via Strongly Proper Losses |
|
| 课程网址: | http://videolectures.net/colt2013_agarwal_bounds/ |
| 主讲教师: | Shivani Agarwal |
| 开课单位: | 班加罗尔印度科学院 |
| 开课时间: | 2011-08-02 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The area under the ROC curve (AUC) is a widely used performance measure in machine learning, and has been widely studied in recent years particularly in the context of bipartite ranking. A dominant theoretical and algorithmic framework for AUC optimization/bipartite ranking has been to reduce the problem to pairwise classification; in particular, it is well known that the AUC regret can be formulated as a pairwise classification regret, which in turn can be upper bounded using usual regret bounds for binary classification. Recently, Kotlowski et al. (2011) showed AUC regret bounds in terms of the regret associated with ‘balanced’ versions of the standard (non-pairwise) logistic and exponential losses. In this paper, we obtain such (non-pairwise) surrogate regret bounds for the AUC in terms of a broad class of proper (composite) losses that we term strongly proper. Our proof technique is considerably simpler than that of Kotlowski et al. (2011), and relies on properties of proper (composite) losses as elucidated recently by Reid and Williamson (2009, 2010, 2011) and others. Our result yields explicit surrogate bounds (with no hidden balancing terms) in terms of a variety of strongly proper losses, including for example logistic, exponential, squared and squared hinge losses. An important consequence is that standard algorithms minimizing a (non-pairwise) strongly proper loss, such as logistic regression and boosting algorithms (assuming a universal function class and appropriate regularization), are in fact AUC-consistent; moreover, our results allow us to quantify the AUC regret in terms of the corresponding surrogate regret. We also obtain tighter surrogate regret bounds under certain low-noise conditions via a recent result of Clémenand Robbiano (2011). |
| 关 键 词: | ROC曲线; 机器学习; 二部图排序; 算法框架; 简化问题; 后悔界限 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-10-17：cwx |
| 阅读次数: | 119 |