Fast Stochastic AUC Maximization with O(1/n)-Convergence Rate.
Mingrui LiuXiaoxuan ZhangZaiyi ChenXiaoyu WangTianbao YangPublished in: ICML (2018)
Keyphrases
- convergence rate
- step size
- convergence speed
- learning rate
- gradient method
- model selection
- receiver operating characteristic
- mutation operator
- decision trees
- global convergence
- learning algorithm
- wavelet neural network
- primal dual
- objective function
- class distribution
- optimization methods
- feature selection
- denoising
- policy iteration
- neural network
- gravitational search algorithm
- faster convergence rate