DeepAUC
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yzhuoning
Stochastic AUC Maximization with Deep Neural Networks
Deep AUC Maximization 
This is the official implementation of the paper "Stochastic AUC Maximization with Deep Neural Networks" published on ICLR2020.
Installation
Python=3.5
Numpy=1.18.5
Scipy=1.2.1
Scikit-Learn=0.20.3
Pillow=5.0.0
Tensorflow>=1.10.0
Run
python PPD_SG.py/PPD_AdaGrad.py --dataset=10 --train_batch_size=128 --use_L2=False --split_index=4 --lr=0.01 --keep_index=0.1 --t0=200
Hyperparameter tuning
gamma=[500, 1000, 2000, ...]
eta = [0.1, 0.01, ...]
T0=[1000, 2000, 3000, ...,]
Bibtex
If you use this repository in your work, please cite our paper:
@inproceedings{
Liu2020Stochastic,
title={Stochastic AUC Maximization with Deep Neural Networks},
author={Mingrui Liu and Zhuoning Yuan and Yiming Ying and Tianbao Yang},
booktitle={International Conference on Learning Representations},
year={2020},
url={https://openreview.net/forum?id=HJepXaVYDr}
}
yzhuoning