L1-penalized AUC-optimization with a surrogate loss
Author:
Affiliation:
1. Department of Statistics and Data Science, Pukyong National University, Korea
2. Department of Statistics, Korea University, Korea
Funder
National Research Foundation of Korea
Ministry of Science and ICT, South Korea
Publisher
The Korean Statistical Society
Link
https://pdf.medrang.co.kr/CSAM/2024/031/CSAM031-02-203.pdf
Reference33 articles.
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2. Arzhaeva Y, Duin RP, and Tax D (2006). Linear model combining by optimizing the area under the ROC curve. Proceedings of 18th International Conference on Pattern Recognition (ICPR’06). 4, IEEE, 119-122.
3. Learning to Rank by Maximizing AUC with Linear Programming
4. Model-based clustering of high-dimensional data: A review
5. Brefeld U and Scheffer T (2005). AUC maximizing support vector learning. Proceedings of the ICML 2005 Workshop on ROC Analysis in Machine Learning.
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