Research map / Optimization / Nonconvex and smooth optimization
Stochastic Online AUC Maximization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace the pairwise AUC objective with a stochastic saddle point formulation solved by SOLAM (O(d) space and per-iteration cost) | online AUC maximization · 12 benchmark datasets | testing AUC | Mixed |
| Use SOLAM with the l2 loss saddle formulation instead of OPAUC | covtype · covtype | testing AUC: +0.95 AUC points (0.9744 vs 0.8244) | Helped |
| Use SOLAM instead of OPAUC | acoustic · acoustic | testing AUC: 0.8898 vs 0.8192 | Helped |
| Use SOLAM instead of OPAUC | diabetes · diabetes | testing AUC: 0.8253 vs 0.8309 | Hurt |
| Use SOLAM instead of OPAUC | a9a · a9a | testing AUC: 0.9001 vs 0.9002 | No clear effect |
| Use SOLAM instead of OPAUC | news20 · news20 | testing AUC: 0.9467 vs 0.8871 | Helped |
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