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Paper Abstract and Keywords
Presentation 2011-11-09 15:45
Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization
Daiki Suehiro, Kohei Hatano, Eiji Takimoto (Kyushu Univ.)
Abstract (in Japanese) (See Japanese page) 
(in English) Finding linear classifi ers that maximize AUC scores is important in ranking research. This is naturally
formulated as a 1-norm hard/soft margin optimization problem over pn pairs of p positive and n negative instances.
However, directly solving the optimization problems is impractical since the problem size (pn) is quadratically larger
than the given sample size (p+n). In this paper, we give (approximate) reductions from the problems to hard/soft
margin optimization problems of linear size. First, for the hard margin case, we show that the problem is reduced
to a hard margin optimization problem over p + n instances in which the bias constant term is to be optimized.
Then, for the soft margin case, we show that the problem is approximately reduced to a soft margin optimization
problem over p + n instances for which the resulting linear classifi er is guaranteed to have a certain margin over pairs.
Keyword (in Japanese) (See Japanese page) 
(in English) ranking / AUC / soft margin optimization / reduction / / / /  
Reference Info. IEICE Tech. Rep., vol. 111, no. 275, IBISML2011-48, pp. 39-46, Nov. 2011.
Paper # IBISML2011-48 
Date of Issue 2011-11-02 (IBISML) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380

Conference Information
Committee IBISML  
Conference Date 2011-11-09 - 2011-11-11 
Place (in Japanese) (See Japanese page) 
Place (in English) Nara Womens Univ. 
Topics (in Japanese) (See Japanese page) 
Topics (in English) The 14th IBIS workshop 
Paper Information
Registration To IBISML 
Conference Code 2011-11-IBISML 
Language English 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization 
Sub Title (in English)  
Keyword(1) ranking  
Keyword(2) AUC  
Keyword(3) soft margin optimization  
Keyword(4) reduction  
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1st Author's Name Daiki Suehiro  
1st Author's Affiliation Kyushu University (Kyushu Univ.)
2nd Author's Name Kohei Hatano  
2nd Author's Affiliation Kyushu University (Kyushu Univ.)
3rd Author's Name Eiji Takimoto  
3rd Author's Affiliation Kyushu University (Kyushu Univ.)
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Speaker
Date Time 2011-11-09 15:45:00 
Presentation Time 180 
Registration for IBISML 
Paper # IEICE-IBISML2011-48 
Volume (vol) IEICE-111 
Number (no) no.275 
Page pp.39-46 
#Pages IEICE-8 
Date of Issue IEICE-IBISML-2011-11-02 


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