Maximization of AUC and buffered AUC in binary classification
type: Item
instance of: scholarly article
title: Maximization of AUC and buffered AUC in binary classification
zbMATH Open document ID: 1421.90099
author: Matthew Norton
author: Stan Uryasev
published in: Mathematical Programming. Series A. Series B
publication date: 2019-04-24T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 68T10
zbMATH DE Number: 7047603
zbMATH Keywords: buffered probability of exceedance
zbMATH Keywords: conditional-value-at-risk
zbMATH Keywords: AUC
zbMATH Keywords: ROC curve
zbMATH Keywords: buffered AUC
zbMATH Keywords: support vector machine
zbMATH Keywords: convex programming
zbMATH Keywords: classification performance metric
zbMATH Keywords: generalization
describes a project that uses: UCI-ml
describes a project that uses: Scikit
MaRDI profile type: Publication
full work available at URL: s10107-018-1312-2
OpenAlex ID: W2844677341
cites work: 10.1162/153244302760200704
cites work: Support-vector networks
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cites work: Estimation and asymptotics for buffered probability of exceedance
cites work: Buffered Probability of Exceedance: Mathematical Properties and Optimization
cites work: Q4636973
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Wikidata QID: Q129580861
DOI: 10.1007/S10107-018-1312-2
description: scientific article; zbMATH DE number 7047603