Batch and online learning algorithms for nonconvex neyman-pearson classification

  • Authors:
  • Gilles Gasso;Aristidis Pappaioannou;Marina Spivak;Léon Bottou

  • Affiliations:
  • LITIS INSA, Rouen, France;NEC Labs, Princeton, NJ;NEC Labs, Princeton, NJ;NEC Labs, Princeton, NJ

  • Venue:
  • ACM Transactions on Intelligent Systems and Technology (TIST)
  • Year:
  • 2011

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Abstract

We describe and evaluate two algorithms for Neyman-Pearson (NP) classification problem which has been recently shown to be of a particular importance for bipartite ranking problems. NP classification is a nonconvex problem involving a constraint on false negatives rate. We investigated batch algorithm based on DC programming and stochastic gradient method well suited for large-scale datasets. Empirical evidences illustrate the potential of the proposed methods.