论文标题
进化多任务AUC优化
Evolutionary Multitasking AUC Optimization
论文作者
论文摘要
学习以优化接收器操作特性曲线(AUC)的性能下的区域不平衡的数据不平衡吸引了近年来引起了很多关注。尽管有几种AUC优化的方法,但由于其成对学习样式,扩大AUC优化仍然是一个空旷的问题。在大规模数据集中最大化AUC可以被视为一个非凸和昂贵的问题。受到成对学习的特征的启发,便宜的AUC优化任务是从大规模数据集中采样的小规模数据集的构建,以促进原始,大规模且昂贵的AUC优化任务的AUC准确性。本文开发了一个进化的多任务框架(称为EMTAUC),以在构建的廉价任务中充分利用信息,以获得更高的性能。在EMTAUC中,一个任务是从采样数据集中优化AUC,而另一个是从原始数据集中最大化AUC。此外,由于廉价的任务包含有限的知识,因此提出了一种动态调整廉价任务数据结构的策略,以将更多的知识引入多任务AUC AUC优化环境中。在一系列二进制分类数据集上评估了所提出的方法的性能。实验结果表明,EMTAUC对单个任务方法和在线方法具有很高的竞争力。可以从https://github.com/xiaofangxd/emtauc访问EMTAUC的补充材料和源代码实施。
Learning to optimize the area under the receiver operating characteristics curve (AUC) performance for imbalanced data has attracted much attention in recent years. Although there have been several methods of AUC optimization, scaling up AUC optimization is still an open issue due to its pairwise learning style. Maximizing AUC in the large-scale dataset can be considered as a non-convex and expensive problem. Inspired by the characteristic of pairwise learning, the cheap AUC optimization task with a small-scale dataset sampled from the large-scale dataset is constructed to promote the AUC accuracy of the original, large-scale, and expensive AUC optimization task. This paper develops an evolutionary multitasking framework (termed EMTAUC) to make full use of information among the constructed cheap and expensive tasks to obtain higher performance. In EMTAUC, one mission is to optimize AUC from the sampled dataset, and the other is to maximize AUC from the original dataset. Moreover, due to the cheap task containing limited knowledge, a strategy for dynamically adjusting the data structure of inexpensive tasks is proposed to introduce more knowledge into the multitasking AUC optimization environment. The performance of the proposed method is evaluated on a series of binary classification datasets. The experimental results demonstrate that EMTAUC is highly competitive to single task methods and online methods. Supplementary materials and source code implementation of EMTAUC can be accessed at https://github.com/xiaofangxd/EMTAUC.