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 Performance Analysis


Faster Online Learning of Optimal Threshold for Consistent F-measure Optimization

Neural Information Processing Systems

In this paper, we consider online F-measure optimization (OFO). Unlike traditional performance metrics (e.g., classification error rate), F-measure is non-decomposable over training examples and is a non-convex function of model parameters, making it much more difficult to be optimized in an online fashion. Most existing results of OFO usually suffer from high memory/computational costs and/or lack statistical consistency guarantee for optimizing F-measure at the population level.




On preserving non-discrimination when combining expert advice

Neural Information Processing Systems

Discrimination is commonly an issue in applications where decisions need to be made sequentially. The most prominent such application is online advertising where platforms need to sequentially select which ad to display in response to particular query searches.