Column generation-based prototype learning for optimizing area under the receiver operating characteristic curve

The traditional classification algorithms focus on the maximization of classification accuracy which might lead to poor performance in practice by forcing classifiers to overfit to the majority class. In order to overcome this issue, various approaches focus on the optimization of alternative loss functions such as the Area Under the Curve (AUC). AUC is a Receiver Operating Characteristics (ROC) metric that has been widely used to measure …