| Presentation | 2011-11-09 Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization Daiki SUEHIRO, Kohei HATANO, Eiji TAKIMOTO, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Finding linear classifiers 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 classifier is guaranteed to have a certain margin over pairs. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | ranking / AUC / soft margin optimization / reduction |
| Paper # | IBISML2011-48 |
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| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2011/11/2(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Information-Based Induction Sciences and Machine Learning (IBISML) |
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| Language | ENG |
| 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 |
| 1st Author's Name | Daiki SUEHIRO |
| 1st Author's Affiliation | Department of Informatics, Kyushu University() |
| 2nd Author's Name | Kohei HATANO |
| 2nd Author's Affiliation | Department of Informatics, Kyushu University |
| 3rd Author's Name | Eiji TAKIMOTO |
| 3rd Author's Affiliation | Department of Informatics, Kyushu University |
| Date | 2011-11-09 |
| Paper # | IBISML2011-48 |
| Volume (vol) | vol.111 |
| Number (no) | 275 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |