Multi-instance learning by maximizing the area under receiver operating characteristic curve

Title Multi-instance learning by maximizing the area under receiver operating characteristic curve
Author Sakarya, I. E., Kundakcıoğlu, Ömer Erhun
Publication Date: 2023-02
Publication Place - Springer
Subject Area under curve, Mixed integer linear programming, Multi-instance learning
Type Periodical
Language English
Digital Yes
Manuscript No
Library: Özyeğin University
Library Asset ID 0925-5001
Record ID ad0fc349-2d1b-428b-8d28-803adafb7906
Library Location Industrial Engineering
Date 2023-02
Sample Text The purpose of this study is to solve the multi-instance classification problem by maximizing the area under the Receiver Operating Characteristic (ROC) curve obtained for witness instances. We derive a mixed integer linear programming model that chooses witnesses and produces the best possible ROC curve using a linear ranking function for multi-instance classification. The formulation is solved using a commercial mathematical optimization solver as well as a fast metaheuristic approach. When the data is not linearly separable, we illustrate how new features can be generated to tackle the problem. We present a comprehensive computational study to compare our methods against the state-of-the-art approaches in the literature. Our study reveals the success of an optimal linear ranking function through cross validation for several benchmark instances.
DOI 10.1007/s10898-022-01219-y
Cilt 85
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Multi-instance learning by maximizing the area under receiver operating characteristic curve

Author Sakarya, I. E., Kundakcıoğlu, Ömer Erhun
Publication Date 2023-02
Publication Place - Springer
Subject Area under curve, Mixed integer linear programming, Multi-instance learning
Type Periodical
Language English
Digital Yes
Manuscript No
Library Özyeğin University
Library Asset ID 0925-5001
Record ID ad0fc349-2d1b-428b-8d28-803adafb7906
Library Location Industrial Engineering
Date 2023-02
Sample Text The purpose of this study is to solve the multi-instance classification problem by maximizing the area under the Receiver Operating Characteristic (ROC) curve obtained for witness instances. We derive a mixed integer linear programming model that chooses witnesses and produces the best possible ROC curve using a linear ranking function for multi-instance classification. The formulation is solved using a commercial mathematical optimization solver as well as a fast metaheuristic approach. When the data is not linearly separable, we illustrate how new features can be generated to tackle the problem. We present a comprehensive computational study to compare our methods against the state-of-the-art approaches in the literature. Our study reveals the success of an optimal linear ranking function through cross validation for several benchmark instances.
DOI 10.1007/s10898-022-01219-y
Cilt 85
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