DRAUC: An Instance-wise Distributionally Robust AUC Optimization Framework

The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i. i. d. from the same distribution, which is often unachievable in practice. Distributionally Robust Optimization (DRO) enhances model performance by optimizing it for the local worst-case scenario, but directly integrating AUC optimization with DRO results in an intractable optimization problem. To tackle this challenge, methodically we propose an instance-wise surrogate loss of Distributionally Robust AUC (DRAUC) and build our optimization framework on top of it. Moreover, we highlight that conventional DRAUC may induce label bias, hence introducing distribution-aware DRAUC as a more suitable metric for robust AUC learning. Theoretically, we affirm that the generalization gap between the training loss and testing error diminishes if the training set is sufficiently large. Empirically, experiments on corrupted benchmark datasets demonstrate the effectiveness of our proposed method. Code is available at: https: //github. com/EldercatSAM/DRAUC.

Authors

• Siran Dai
• Qianqian Xu Key Laboratory of Intelligent Information Processing, Institute of Computing Technology, Chinese Academy of Sciences
• Zhiyong Yang School of Computer Science and Technology, University of Chinese Academy of Sciences
• Xiaochun Cao SUN YAT-SEN UNIVERSITY
• Qingming Huang School of Computer Science and Technology, University of Chinese Academy of Sciences Key Laboratory of Intelligent Information Processing, Institute of Computing Technology, Chinese Academy of Sciences Key Laboratory of Big Data Mining and Knowledge Management, University of Chinese Academy of Sciences

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