Stochastic AUC Optimization Algorithms With Linear Convergence.
Michael NatoleYiming YingSiwei LyuPublished in: Frontiers Appl. Math. Stat. (2019)
Keyphrases
- optimization problems
- discrete optimization
- learning algorithm
- stochastic approximation
- machine learning algorithms
- optimization methods
- stochastic search
- decision trees
- computational cost
- global optimization
- stochastic gradient
- global convergence
- convergence rate
- combinatorial optimization
- monte carlo
- objective function
- evolution strategy
- logistic regression
- model selection
- worst case
- optimization approaches
- quasi newton