Efficient AUC optimization for classification

T. Calders, S. Jaroszewicz

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    52 Citations (Scopus)
    356 Downloads (Pure)

    Abstract

    In this paper we show an efficient method for inducing classifiers that directly optimize the area under the ROC curve. Recently, AUC gained importance in the classification community as a mean to compare the performance of classifiers. Because most classification methods do not optimize this measure directly, several classification learning methods are emerging that directly optimize the AUC. These methods, however, require many costly computations of the AUC, and hence, do not scale well to large datasets. In this paper, we develop a method to increase the efficiency of computing AUC based on a polynomial approximation of the AUC. As a proof of concept, the approximation is plugged into the construction of a scalable linear classifier that directly optimizes AUC using a gradient descent method. Experiments on real-life datasets show a high accuracy and efficiency of the polynomial approximation.
    Original languageEnglish
    Title of host publicationProceedings of the 11th European Conference on Principles and Practice of Knowledge Discovery in Databases (PKDD 2007) 17-21 September 2007, Warsaw, Poland
    EditorsJ.N. Kok, J. Koronacki, R. Lopez de Mantaras, S. Matwin, D. Mladenic, A. Skowron
    Place of PublicationBerlin, Germany
    PublisherSpringer
    Pages42-53
    ISBN (Print)978-3-540-74975-2
    DOIs
    Publication statusPublished - 2007
    Eventconference; PKDD 2007, Warsaw, Poland; 2007-09-17; 2007-09-21 -
    Duration: 17 Sep 200721 Sep 2007

    Publication series

    NameLecture Notes in Computer Science
    Volume4702
    ISSN (Print)0302-9743

    Conference

    Conferenceconference; PKDD 2007, Warsaw, Poland; 2007-09-17; 2007-09-21
    Period17/09/0721/09/07
    OtherPKDD 2007, Warsaw, Poland

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