AUC as optimization function

CNevd / libffm-ftrl

libffm with ftrl updater

BSD 3-Clause "New" or "Revised" License

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AUC as optimization function #3

Closed AMilkov closed 7 years ago

AMilkov commented 7 years ago

How hard is to add AUC as a optimization function? Now the only option is logloss.

CNevd commented 7 years ago

you can mainly change the function wTx and train in ffm.cpp for computing auc loss and grad of each weight :)

AMilkov commented 7 years ago

@CNevd

Mate, the reason behind my question is to understand if I can afford to hire you to implement that?
I am afraid that I am not yet ready to do this all by myself ...

My Skype is tonyboy17 - lets continue the conversation there.

CNevd commented 7 years ago

got it