Stochastic AUC optimization with general loss

DOI10.3934/cpaa.2020188zbMath1446.90121OpenAlexW3033235298MaRDI QIDQ2191849

Yiming Ying, Zhenhuan Yang, Wei Shen, Xiao-Ming Yuan

Publication date: 26 June 2020

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/cpaa.2020188

zbMATH Keywords

stochastic optimizationBernstein polynomialAUC maximization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Uses Software

• UCI-ml
• LIBSVM

Cites Work

• Unnamed Item
• One-pass AUC optimization
• Interpolation and approximation by polynomials
• Ranking and empirical minimization of \(U\)-statistics
• Online Regularized Classification Algorithms
• Robust Stochastic Approximation Approach to Stochastic Programming
• Stochastic Model-Based Minimization of Weakly Convex Functions
• Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems
• Online Pairwise Learning Algorithms

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