Surrogate Regret Bounds for the Area Under the ROC Curve via Strongly Proper Losses

The area under the ROC curve (AUC) is a widely used performance measure in machine learning, and has been widely studied in recent years particularly in the context of bipartite ranking. A dominant theoretical and algorithmic framework for AUC optimization/bipartite ranking has been to reduce the problem to pairwise classification; in particular, it is well… CONTINUE READING