Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Scalable Nonlinear AUC Maximization Methods   The area under the ROC curve (AUC) is a measure of interest in various
machine learning and data mining applications. It has been widely used to
evaluate classification performance on heavily imbalanced data. The kernelized
AUC maximization machines have established a superior generalization ability
compared to linear AUC machines because of their capability in modeling the
complex nonlinear structure underlying most real-world data. However, the high
training complexity renders the kernelized AUC machines infeasible for
large-scale data. In this paper, we present two nonlinear AUC maximization
algorithms that optimize pairwise linear classifiers over a finite-dimensional
feature space constructed via the k-means Nystr\"{o}m method. Our first
algorithm maximize the AUC metric by optimizing a pairwise squared hinge loss
function using the truncated Newton method. However, the second-order batch AUC
maximization method becomes expensive to optimize for extremely massive
datasets. This motivate us to develop a first-order stochastic AUC maximization
algorithm that incorporates a scheduled regularization update and scheduled
averaging techniques to accelerate the convergence of the classifier.
Experiments on several benchmark datasets demonstrate that the proposed AUC
classifiers are more efficient than kernelized AUC machines while they are able
to surpass or at least match the AUC performance of the kernelized AUC
machines. The experiments also show that the proposed stochastic AUC classifier
outperforms the state-of-the-art online AUC maximization methods in terms of
AUC classification accuracy.

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The categories of this paper are: hep-ph
17
The categories of this paper are: q-fin
8
The categories of this paper are: hep-ex
20
The categories of this paper are: acc-phys
27
The categories of this paper are: comp-gas
18
The categories of this paper are: econ
33
The categories of this paper are: plasm-ph
7
The categories of this paper are: hep-th
31
The categories of this paper are: ao-sci
16
The categories of this paper are: stat
28
The categories of this paper are: alg-geom
29
The categories of this paper are: funct-an
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The categories of this paper are: hep-lat
12
The categories of this paper are: nucl-th
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg