Directly and Efficiently Optimizing Prediction Error and AUC of Linear Classifiers

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are constructed by the means of empirical risk minimization, surr...

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Hauptverfasser: Ghanbari, Hiva, Scheinberg, Katya
Format: Artikel
Sprache:eng
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