AUC Maximization in the Era of Big Data and AI: A Survey

Area under the ROC curve, a.k.a. AUC, is a measure of choice for assessing the performance of a classifier for imbalanced data. AUC maximization refers to a learning paradigm that learns a predictive model by directly maximizing its AUC score. It has been studied for more than two decades dating back to late 90s, and a huge amount of work has been devoted to AUC maximization since then. Recently, stochastic AUC maximization for big data and deep AUC maximization (DAM) for deep learning have received increasing attention and yielded dramatic impact for solving real-world problems. However, to the best our knowledge, there is no comprehensive survey of related works for AUC maximization. This article aims to…

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  National Science Foundation

  Awards: 1933212, 1816227, DMS-2110836, 1844403, IIS-2110546, 2110546, IIS-1816227, 2110836, 2110545