Evolutionary Multitasking AUC Optimization. (arXiv:2201.01145v1 [cs.LG])

Learning to optimize the area under the receiver operating characteristics
curve (AUC) performance for imbalanced data has attracted much attention in
recent years. Although there have been several methods of AUC optimization,
scaling up AUC optimization is still an open issue due to its pairwise learning
style. Maximizing AUC in the large-scale dataset can be considered as a
non-convex and expensive problem. Inspired by the characteristic of pairwise
learning, the cheap AUC optimization task with a small-scale dataset sampled
from …

arxiv auc optimization