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Use ~AUC as a loss function for neural networks. Uses Wilcoxon-Mann-Whitney U. statistic. Idea found in an old AAAI paper

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mysterefrank/pytorch_differentiable_auc

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pytorch_differentiable_auc

Notebook trains a neural network to maximize AUC on the imbalanced churn dataset included in the repo.

The isolated loss function is located in auc_loss.py

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Use ~AUC as a loss function for neural networks. Uses Wilcoxon-Mann-Whitney U. statistic. Idea found in an old AAAI paper

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