Variance Reduced Stochastic Proximal Algorithm for AUC Maximization

v1v2 (latest)

Variance Reduced Stochastic Proximal Algorithm for AUC Maximization

8 November 2019

ArXiv (abs)PDF HTML

Papers citing "Variance Reduced Stochastic Proximal Algorithm for AUC Maximization"

14 / 14 papers shown

Title
Stochastic Optimization for DC Functions and Non-smooth Non-convex Regularizers with Non-asymptotic Convergence Yi Tian Xu Qi Qi Qihang Lin Rong Jin Tianbao Yang 63 42 0 28 Nov 2018
Stochastic Variance Reduction Methods for Saddle-Point Problems B. Palaniappan Francis R. Bach 119 214 0 20 May 2016
Support Vector Algorithms for Optimizing the Partial Area Under the ROC Curve Harikrishna Narasimhan S. Agarwal 32 39 0 13 May 2016
Simultaneous Model Selection and Optimization through Parameter-free Stochastic Learning Francesco Orabona 140 103 0 15 Jun 2014
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 156 739 0 19 Mar 2014
Stochastic Optimization for Machine Learning Andrew Cotter 65 27 0 15 Aug 2013
On the Generalization Ability of Online Learning Algorithms for Pairwise Loss Functions Purushottam Kar Bharath K. Sriperumbudur Prateek Jain H. Karnick 71 113 0 11 May 2013
One-Pass AUC Optimization Wei Gao Rong Jin Shenghuo Zhu Zhi Zhou 98 185 0 07 May 2013
A simpler approach to obtaining an O(1/t) convergence rate for the projected stochastic subgradient method Simon Lacoste-Julien Mark Schmidt Francis R. Bach 180 260 0 10 Dec 2012
Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization Shai Shalev-Shwartz Tong Zhang 184 1,033 0 10 Sep 2012
On the Consistency of AUC Pairwise Optimization Wei Gao Zhi Zhou 117 124 0 03 Aug 2012
Projection-free Online Learning Elad Hazan Satyen Kale 105 248 0 18 Jun 2012
Smoothing Multivariate Performance Measures Xinhua Zhang Ankan Saha S.V.N. Vishwanathan 72 44 0 14 Feb 2012
Making Gradient Descent Optimal for Strongly Convex Stochastic Optimization Alexander Rakhlin Ohad Shamir Karthik Sridharan 167 768 0 26 Sep 2011