講演名 | 2011-11-09 Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization , |
---|---|
PDFダウンロードページ | PDFダウンロードページへ |
抄録(和) | |
抄録(英) | 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. |
キーワード(和) | |
キーワード(英) | ranking / AUC / soft margin optimization / reduction |
資料番号 | IBISML2011-48 |
発行日 |
研究会情報 | |
研究会 | IBISML |
---|---|
開催期間 | 2011/11/2(から1日開催) |
開催地(和) | |
開催地(英) | |
テーマ(和) | |
テーマ(英) | |
委員長氏名(和) | |
委員長氏名(英) | |
副委員長氏名(和) | |
副委員長氏名(英) | |
幹事氏名(和) | |
幹事氏名(英) | |
幹事補佐氏名(和) | |
幹事補佐氏名(英) |
講演論文情報詳細 | |
申込み研究会 | Information-Based Induction Sciences and Machine Learning (IBISML) |
---|---|
本文の言語 | ENG |
タイトル(和) | |
サブタイトル(和) | |
タイトル(英) | Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization |
サブタイトル(和) | |
キーワード(1)(和/英) | / ranking |
第 1 著者 氏名(和/英) | / Daiki SUEHIRO |
第 1 著者 所属(和/英) | Department of Informatics, Kyushu University |
発表年月日 | 2011-11-09 |
資料番号 | IBISML2011-48 |
巻番号(vol) | vol.111 |
号番号(no) | 275 |
ページ範囲 | pp.- |
ページ数 | 8 |
発行日 |