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AUC? #199

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ssobel opened this issue Jul 18, 2018 · 3 comments
Closed

AUC? #199

ssobel opened this issue Jul 18, 2018 · 3 comments

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@ssobel
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ssobel commented Jul 18, 2018

Hello, would it be possible to incorporate maximizing AUC as a goal? Thank you.

@fukatani
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fukatani commented Jul 19, 2018

Thank you for your proposal.

Currently, RGF does not support AUC.
But it is not difficult to support, I think.

This PR can be helpful. https://github.com/RGF-team/rgf/pull/155/files
You need first and second derivative for objective loss.

PR is welcome.

@StrikerRUS
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Unfortunately, it's impossible.
Please see keras-team/keras#1732

If you want to add any new objective, feel free to open a PR.

@ssobel
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ssobel commented Jul 19, 2018

Thank you.

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