[r] How to train a neural network with a loss function based on cumulative AUC of multiple inputs

Hello,

I have almost no experience with neural networks, besides doing a few examples in books.

Basically the problem is I have 1000 cases of which 100 are true and 900 are false.

Each case has a score associated with it composed of multiple weighted sub-scores (Overall Score = W1 * Score 1 + W2 * Score 2 ... + WN * Score N)

The cases are then sorted on their overall score and a ROC curve is generated, by …

auc function loss machinelearning network neural network