Exploring the Algorithm-Dependent Generalization of AUPRC Optimization with List Stability Peisong Wen 1,2 Zhiyong Yang 2 Yuan He

Neural Information Processing Systems 

Stochastic optimization of the Area Under the Precision-Recall Curve (AUPRC) is a crucial problem for machine learning. Although various algorithms have been extensively studied for AUPRC optimization, the generalization is only guaranteed in the multi-query case. In this work, we present the first trial in the singlequery generalization of stochastic AUPRC optimization. For sharper generalization bounds, we focus on algorithm-dependent generalization. There are both algorithmic and theoretical obstacles to our destination.