A Large Deviation Bound for the Area Under the ROC Curve.
Shivani AgarwalThore GraepelRalf HerbrichDan RothPublished in: NIPS (2004)
Keyphrases
- large deviations
- distribution free
- generalization bounds
- asymptotically optimal
- data dependent
- upper bound
- heavy tailed
- generalization ability
- queue length
- lower bound
- importance sampling
- state dependent
- learning theory
- class distribution
- vc dimension
- worst case
- ranking algorithm
- queueing systems
- linear classifiers
- monte carlo