Maximization of AUC and Buffered AUC in binary classification

Norton, M; Uryasev, S

Norton, M (reprint author), Naval Postgrad Sch, Dept Operat Res, Monterey, CA 93943 USA.

MATHEMATICAL PROGRAMMING, 2019; 174 (1-2): 575

Abstract

In binary classification, performance metrics that are defined as the probability that some error exceeds a threshold are numerically difficult to opt......

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