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Robust reductions from ranking to classification

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We reduce ranking, as measured by the Area Under the Receiver Operating Characteristic Curve (AUC), to binary classification. The core theorem shows that a binary classification regret of r on the induced binary problem implies an AUC regret of at most 2r. This is a large improvement over approaches such as ordering according to regressed scores, which have a regret transform of r ↦ nr where n is the number of elements.

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en

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http://eprints.lse.ac.uk/35410/

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