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ICML
2004
IEEE
16 years 6 days ago
Optimising area under the ROC curve using gradient descent
This paper introduces RankOpt, a linear binary classifier which optimises the area under the ROC curve (the AUC). Unlike standard binary classifiers, RankOpt adopts the AUC stat...
Alan Herschtal, Bhavani Raskutti
SDM
2008
SIAM
165views Data Mining» more  SDM 2008»
15 years 8 months ago
On the Dangers of Cross-Validation. An Experimental Evaluation
Cross validation allows models to be tested using the full training set by means of repeated resampling; thus, maximizing the total number of points used for testing and potential...
R. Bharat Rao, Glenn Fung
CVPR
2010
IEEE
15 years 4 months ago
Multi-structure model selection via kernel optimisation
Our goal is to fit the multiple instances (or structures) of a generic model existing in data. Here we propose a novel model selection scheme to estimate the number of genuine str...
Tat-Jun Chin, David Suter, Hanzi Wang
ICML
2007
IEEE
16 years 7 months ago
Pegasos: Primal Estimated sub-GrAdient SOlver for SVM
We describe and analyze a simple and effective iterative algorithm for solving the optimization problem cast by Support Vector Machines (SVM). Our method alternates between stocha...
Shai Shalev-Shwartz, Yoram Singer, Nathan Srebro
CORR
2011
Springer
186views Education» more  CORR 2011»
14 years 10 months ago
Blind Compressed Sensing Over a Structured Union of Subspaces
—This paper addresses the problem of simultaneous signal recovery and dictionary learning based on compressive measurements. Multiple signals are analyzed jointly, with multiple ...
Jorge Silva, Minhua Chen, Yonina C. Eldar, Guiller...