The goodness of covariance selection problem from AUC bounds.
Navid Tafaghodi KhajaviAnthony KuhPublished in: Allerton (2016)
Keyphrases
- upper bound
- receiver operating characteristic
- upper and lower bounds
- decision trees
- logistic regression
- classification accuracy
- lower bound
- worst case
- bipartite ranking
- model selection
- training set
- naive bayes
- error rate
- probability estimation
- class distribution
- pairwise
- misclassification rate
- tight bounds
- error bounds
- feature selection
- covariance matrices
- optimal solution
- feature extraction
- covariance matrix
- contingency tables
- distribution free
- machine learning algorithms
- maximum likelihood
- newly constructed
- worst case bounds
- binary and multi class