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Surrogate Regret Bounds for the Area Under the ROC Curve via Strongly Proper Losses
Shivani Agarwal
Video in druga učna gradiva
Oznake: computer science;machine learning
The area under the ROC curve (AUC) is a widely used performance measure in machine learning, and has been widely studied in recent years particularly in the context of bipartite ranking. A dominant theoretical and algorithmic framework for AUC optimization/bipartite ranking has been to reduce the pr ...
Leto: 2013 Vir: videolectures.net
On Consistent Surrogate Risk Minimization and Property Elicitation
Shivani Agarwal
Video in druga učna gradiva
Oznake: computer science;machine learning;active learning;computational learning theory;on-line learning;reinforcement learning;semi-supervised learning
Surrogate risk minimization is a popular framework for supervised learning; property elicitation is a widely studied area in probability forecasting, machine learning, statistics and economics. In this paper, we connect these two themes by showing that calibrated surrogate losses in supervised lear ...
Leto: 2015 Vir: videolectures.net
Št. zadetkov: 2
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