A Log-linear Gradient Descent Algorithm for Unbalanced Binary Classification using the All Pairs Squared Hinge Loss

التفاصيل البيبلوغرافية
العنوان: A Log-linear Gradient Descent Algorithm for Unbalanced Binary Classification using the All Pairs Squared Hinge Loss
المؤلفون: Rust, Kyle R., Hocking, Toby D.
سنة النشر: 2023
المجموعة: Computer Science
مصطلحات موضوعية: Computer Science - Machine Learning, Computer Science - Artificial Intelligence
الوصف: Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are used to evaluate binary classification algorithms. Because the Area Under the Curve (AUC) is a constant function of the predicted values, learning algorithms instead optimize convex relaxations which involve a sum over all pairs of labeled positive and negative examples. Naive learning algorithms compute the gradient in quadratic time, which is too slow for learning using large batch sizes. We propose a new functional representation of the square loss and squared hinge loss, which results in algorithms that compute the gradient in either linear or log-linear time, and makes it possible to use gradient descent learning with large batch sizes. In our empirical study of supervised binary classification problems, we show that our new algorithm can achieve higher test AUC values on imbalanced data sets than previous algorithms, and make use of larger batch sizes than were previously feasible.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2302.11062
رقم الانضمام: edsarx.2302.11062
قاعدة البيانات: arXiv
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