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基于数据重平衡的AUC优化Boosting算法

DOI: 10.3724/SP.J.1004.2013.01467, PP. 1467-1475

Keywords: AUC优化,Boosting,精度优化,数据重平衡

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Abstract:

?接收者操作特性(Receiveroperatingcharacteristics,ROC)曲线下面积(AreaundertheROCcurve,AUC)常被用于度量分类器在整个类先验分布上的总体分类性能.原始Boosting算法优化分类精度,但在AUC度量下并非最优.提出了一种AUC优化Boosting改进算法,通过在原始Boosting迭代中引入数据重平衡操作,实现弱学习算法优化目标从精度向AUC的迁移.实验结果表明,较之原始Boosting算法,新算法在AUC度量下能获得更好性能.

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