Variance Reduced Stochastic Proximal Algorithm for AUC Maximization

Soham Dan, Dushyant Sahoo. Variance Reduced Stochastic Proximal Algorithm for AUC Maximization. In Nuria Oliver, Fernando Pérez-Cruz, Stefan Kramer, Jesse Read, José Antonio Lozano, editors, Machine Learning and Knowledge Discovery in Databases. Research Track - European Conference, ECML PKDD 2021, Bilbao, Spain, September 13-17, 2021, Proceedings, Part III. Volume 12977 of Lecture Notes in Computer Science, pages 184-199, Springer, 2021. [doi]

Abstract

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