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AUC Optimization

Project description

LibAUC

An end-to-end machine learning library for auc optimization.

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How to install

$ pip install libauc

Example

Run the following commands

$ python
>>> from libauc import *
>>> ...
>>> Losss = AUCMLoss(imratio=0.1)
>>> optimizer = PESG(model, a=Loss.a, b=Loss.b, alpha=Loss.alpha, lr=0.1, gamma=500, weight_decay=1e-5)
>>> ...
>>> loss = Loss(y_pred, targets)
>>> optimizer.zero_grad()
>>> loss.backward(retain_graph=True)
>>> optimizer.step()

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Project details


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