A wavelet-based filtering approach to functional bipartite ranking

S. Clemencon, M. Depecker

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

It is the purpose of this paper to investigate the bipartite ranking task from the perspective of functional data analysis (FDA). Precisely, given a collection of independent copies of a (possibly sampled) random curve X (X(t))t[0,1] taking its values in a function space X, with a locally smooth autocorrelation structure and to which a binary label Y {1, 1} is randomly assigned, the goal is to learn a scoring functions: X R with optimal ROC curve. Based on nonlinear wavelet-based approximation, it is shown how to select compact finite dimensional representations of the input curves in order to build accurate ranking rules, using recent advances in the ranking problem for multivariate data with binary feedback.

Original languageEnglish
Title of host publication2011 IEEE Statistical Signal Processing Workshop, SSP 2011
Pages777-780
Number of pages4
DOIs
Publication statusPublished - 5 Sept 2011
Externally publishedYes
Event2011 IEEE Statistical Signal Processing Workshop, SSP 2011 - Nice, France
Duration: 28 Jun 201130 Jun 2011

Publication series

NameIEEE Workshop on Statistical Signal Processing Proceedings

Conference

Conference2011 IEEE Statistical Signal Processing Workshop, SSP 2011
Country/TerritoryFrance
CityNice
Period28/06/1130/06/11

Keywords

  • AUC maximization
  • ROC optimization
  • bipartite ranking
  • filtering methods
  • functional data analysis
  • supervised learning
  • wavelet analysis

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