论文标题

平衡的自定进度学习,以最大化AUC

Balanced Self-Paced Learning for AUC Maximization

论文作者

Gu, Bin, Zhang, Chenkang, Xiong, Huan, Huang, Heng

论文摘要

学习提高AUC性能是机器学习的重要主题。但是,AUC最大化算法可能会由于嘈杂数据而降低泛化性能。自定进度学习是处理嘈杂数据的有效方法。但是,现有的自定进度学习方法仅限于指尖学习,而AUC最大化是一个成对的学习问题。为了解决这个具有挑战性的问题,我们创新提出了一种平衡的自定进度的AUC最大化算法(BSPAUC)。具体而言,我们首先为自进度的AUC提供了一个统计目标。基于此,我们提出了自定进度的AUC最大化公式,其中新颖的平衡自定为定态化项被嵌入,以确保所选的阳性和负样品具有适当的比例。特别是,关于所有重量变量的子问题在我们的配方中可能是非凸,而一个通常在现有的自进度问题中是凸出的。为了解决这个问题,我们提出了一种双环块坐标下降法。更重要的是,我们证明,相对于所有重量变量的子问题基于封闭式溶液会收敛到固定点,并且我们的BSPAUC在轻度假设下将固定优化目标的固定点收敛。考虑到基于深度学习和基于内核的实现,几个大规模数据集的实验结果表明,与现有的最新AUC最大化方法相比,我们的BSPAUC具有更好的概括性能。

Learning to improve AUC performance is an important topic in machine learning. However, AUC maximization algorithms may decrease generalization performance due to the noisy data. Self-paced learning is an effective method for handling noisy data. However, existing self-paced learning methods are limited to pointwise learning, while AUC maximization is a pairwise learning problem. To solve this challenging problem, we innovatively propose a balanced self-paced AUC maximization algorithm (BSPAUC). Specifically, we first provide a statistical objective for self-paced AUC. Based on this, we propose our self-paced AUC maximization formulation, where a novel balanced self-paced regularization term is embedded to ensure that the selected positive and negative samples have proper proportions. Specially, the sub-problem with respect to all weight variables may be non-convex in our formulation, while the one is normally convex in existing self-paced problems. To address this, we propose a doubly cyclic block coordinate descent method. More importantly, we prove that the sub-problem with respect to all weight variables converges to a stationary point on the basis of closed-form solutions, and our BSPAUC converges to a stationary point of our fixed optimization objective under a mild assumption. Considering both the deep learning and kernel-based implementations, experimental results on several large-scale datasets demonstrate that our BSPAUC has a better generalization performance than existing state-of-the-art AUC maximization methods.

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