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Stochastic Proximal AUC Maximization

Lei, Y; Ying, Y

Ying, Y (corresponding author), SUNY Albany, Dept Math & Stat, Albany, NY 12222 USA.

JOURNAL OF MACHINE LEARNING RESEARCH, 2021; 22 (): 1

Abstract

In this paper we consider the problem of maximizing the Area under the ROC curve (AUC) which is a widely used performance metric in imbalanced classif......

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