The partial area under the receiver operating characteristic curve (pAUC) is an important performance metric for binary classification that summarizes true positive rates within a specific range of false positive rates (FPRs). Classifiers that achieve high pAUC need to be obtained in many real-world applications such as cybersecurity, medical care, and advertising. Although many methods for maximizing the pAUC have been proposed, they typically require both labeled positive and negative data for training. However, in practice, labeled negative data are often difficult to collect due to privacy concerns or the need for high expertise to annotate them. In this paper, we propose a method for maximizing the pAUC from positive and unlabeled (PU) data without negative data. Within an empirical risk minimization framework, we show that the pAUC, including its FPR-dependent thresholds, can be represented using only the positive and marginal densities, and derive an empirical estimator from PU data. A classifier is then trained by maximizing the derived smoothed empirical pAUC estimator. We experimentally demonstrate the effectiveness of the proposed method with ten real-world datasets.
Figures & tables
Figure 1: The comparison between the AUC and pAUC: (a) AUC. (b) pAUC within FPR range [α,β] .
Figure 2: A visual explanation of determining threshold t^α : The vertical and horizontal axes represent FPR(t) and threshold t , respectively. s(k) denotes the k -th smallest score within the scores of all training data {s(x)} , where x∈Xp∪X . From Eq. ( 11 ), FPR(t)=1 for any t smaller than s(1) and FPR(t)=0 for any t greater than or equal to s(Np+N) . FPR(t) is a discrete function where its value changes only when t crosses one of the score s(k) . When threshold t exceeds the score of the unlabeled (positive) instance, FPR(t) decreases (increases). By checking s(1),s(2),⋯ in ascending order and identifying the first (minimum) score at which FPR(t)≤α , we can take the score ( s(6) in the figure) as the threshold t^α .
Data
π
Ours
NNPU
PUAUC
PAUC
PUpAUCh
2step
MNIST
0.1
0.683 ± 0.074
0.522 ± 0.131
0.627 ± 0.056
0.597 ± 0.070
0.675 ± 0.073
0.633 ± 0.058
0.2
0.633 ± 0.071
0.577 ± 0.068
0.592 ± 0.054
0.473 ± 0.058
0.624 ± 0.064
0.592 ± 0.054
FMNIST
0.1
0.924 ± 0.025
0.756 ± 0.022
0.895 ± 0.037
0.824 ± 0.064
0.925 ± 0.028
0.907 ± 0.037
0.2
0.914 ± 0.028
0.770 ± 0.035
0.867 ± 0.047
0.649 ± 0.119
0.912 ± 0.036
0.873 ± 0.047
SVHN
0.1
0.247 ± 0.081
0.055 ± 0.004
0.208 ± 0.070
0.201 ± 0.053
0.233 ± 0.078
0.202 ± 0.075
0.2
0.191 ± 0.073
0.054 ± 0.004
0.171 ± 0.053
0.161 ± 0.032
0.152 ± 0.065
0.157 ± 0.053
Table 1: Test average pAUCs and their standard deviations with α=0 , β=0.1 over different labeled positive data sizes Np=30 , 50 , and 100 . Values in bold are not statistically different at the 5% level from the best performing method in each row according to a paired t-test. ‘# Best’ row represents the number of results of each method that are the best or comparable to it.
Data
π
Ours
NNPU
PUAUC
PAUC
PUpAUCh
2step
MNIST
0.1
0.755 ± 0.056
0.610 ± 0.127
0.725 ± 0.048
0.736 ± 0.055
0.749 ± 0.055
0.730 ± 0.050
0.2
0.723 ± 0.065
0.677 ± 0.062
0.696 ± 0.049
0.652 ± 0.062
0.717 ± 0.056
0.697 ± 0.049
FMNIST
0.1
0.943 ± 0.022
0.775 ± 0.016
0.925 ± 0.028
0.926 ± 0.032
0.940 ± 0.023
0.934 ± 0.027
0.2
0.934 ± 0.023
0.789 ± 0.033
0.904 ± 0.034
0.853 ± 0.059
0.931 ± 0.026
0.911 ± 0.033
SVHN
0.1
0.342 ± 0.092
0.105 ± 0.005
0.305 ± 0.081
0.334 ± 0.086
0.329 ± 0.089
0.313 ± 0.084
0.2
0.289 ± 0.090
0.104 ± 0.005
0.262 ± 0.063
0.264 ± 0.052
0.221 ± 0.067
0.259 ± 0.064
Table 2: Test average pAUCs and their standard deviations with α=0 , β=0.2 over different labeled positive data sizes Np=30 , 50 , and 100 . Values in bold are not statistically different at the 5% level from the best performing method in each row according to a paired t-test. ‘# Best’ row represents the number of results of each method that are the best or comparable to it.
Figure 3: The average test pAUCs and their standard errors with α=0 , β=0.2 over different class-priors π∈{0.1,0.2} when changing the number of labeled positive data Np .
Figure 4: The average test pAUCs and their standard errors with α=0 , β=0.2 when true class-prior π=0.2 . ‘Input π ’ means the class-prior value used for training.
Data
π
Ours
NNPU
PUAUC
PAUC
PUpAUCh
2step
MNIST
0.2
0.721 ± 0.061
0.676 ± 0.065
0.696 ± 0.049
0.652 ± 0.062
0.716 ± 0.053
0.697 ± 0.049
FMNIST
0.2
0.933 ± 0.024
0.808 ± 0.055
0.904 ± 0.034
0.853 ± 0.059
0.932 ± 0.026
0.910 ± 0.033
SVHN
0.2
0.301 ± 0.073
0.104 ± 0.005
0.262 ± 0.063
0.264 ± 0.052
0.292 ± 0.083
0.266 ± 0.063
CIFAR10
0.2
0.571 ± 0.064
0.494 ± 0.078
0.559 ± 0.078
0.459 ± 0.070
0.539 ± 0.081
0.556 ± 0.078
SUSY
0.2
0.523 ± 0.044
0.488 ± 0.051
0.499 ± 0.047
0.434 ± 0.056
0.505 ± 0.039
0.498 ± 0.046
CODRNA
0.2
0.821 ± 0.043
0.639 ± 0.167
0.827 ± 0.048
0.705 ± 0.072
0.824 ± 0.043
0.829 ± 0.047
Table 3: The results using estimated class-prior when the true class-prior is π=0.2 : test average pAUCs and their standard deviations with α=0 , β=0.2 over different labeled positive data sizes Np=30 , 50 , and 100 . Values in bold are not statistically different at the 5% level from the best performing method in each row according to a paired t-test. ‘# Best’ row represents the number of results of each method that are the best or comparable to it.
Appendix figures & tables8 assets
Supplementary material from the paper’s appendix.
Appendix
Data
π
Ours
NNPU
PUAUC
PAUC
PUpAUCh
2step
MNIST
0.1
0.838 ± 0.043
0.698 ± 0.126
0.823 ± 0.041
0.839 ± 0.048
0.839 ± 0.042
0.826 ± 0.036
0.2
0.821 ± 0.048
0.776 ± 0.063
0.800 ± 0.046
0.776 ± 0.041
0.818 ± 0.050
0.808 ± 0.050
FMNIST
0.1
0.958 ± 0.021
0.795 ± 0.011
0.955 ± 0.020
0.964 ± 0.019
0.958 ± 0.021
0.963 ± 0.018
0.2
0.954 ± 0.024
0.806 ± 0.034
0.943 ± 0.022
0.910 ± 0.037
0.951 ± 0.025
0.958 ± 0.018
SVHN
0.1
0.423 ± 0.098
0.154 ± 0.006
0.402 ± 0.092
0.451 ± 0.104
0.377 ± 0.092
0.410 ± 0.097
0.2
0.360 ± 0.104
0.154 ± 0.007
0.353 ± 0.074
0.391 ± 0.085
0.258 ± 0.063
0.351 ± 0.081
Appendix
Table 4: Test average pAUCs and their standard deviations with α=0.1 , β=0.2 over different labeled positive data sizes Np=30 , 50 , and 100 . Values in bold are not statistically different at the 5% level from the best performing method in each row according to a paired t-test. ‘# Best’ row represents the number of results of each method that are the best or comparable to it.
Data
π
Ours
NNPU
PUAUC
PAUC
PUpAUCh
2step
MNIST
0.01
0.799 ± 0.054
0.338 ± 0.009
0.768 ± 0.055
0.794 ± 0.052
0.799 ± 0.053
0.792 ± 0.055
FMNIST
0.01
0.949 ± 0.021
0.731 ± 0.112
0.945 ± 0.021
0.947 ± 0.022
0.949 ± 0.021
0.954 ± 0.017
SVHN
0.01
0.411 ± 0.089
0.105 ± 0.005
0.363 ± 0.089
0.410 ± 0.089
0.412 ± 0.083
0.398 ± 0.087
CIFAR10
0.01
0.661 ± 0.067
0.081 ± 0.053
0.634 ± 0.079
0.662 ± 0.072
0.656 ± 0.070
0.679 ± 0.063
SUSY
0.01
0.571 ± 0.022
0.295 ± 0.038
0.528 ± 0.041
0.570 ± 0.022
0.569 ± 0.022
0.552 ± 0.033
CODRNA
0.01
0.882 ± 0.025
0.124 ± 0.031
0.875 ± 0.032
0.883 ± 0.024
0.882 ± 0.024
0.881 ± 0.027
Appendix
Table 5: The results with π=0.01 and π=0.3 : test average pAUCs and their standard deviations with α=0 , β=0.2 over different labeled positive data sizes Np=30 , 50 , and 100 . Values in bold are not statistically different at the 5% level from the best performing method in each row according to a paired t-test. ‘# Best’ row represents the number of results of each method that are the best or comparable to it.
Data
π
Ours
PUAUC
PAUC
PUpAUCh
2step
MNIST
0.1
0.759 ± 0.058
0.727 ± 0.047
0.743 ± 0.057
0.752 ± 0.055
0.732 ± 0.048
0.2
0.727 ± 0.066
0.699 ± 0.050
0.652 ± 0.060
0.719 ± 0.057
0.700 ± 0.049
FMNIST
0.1
0.945 ± 0.023
0.915 ± 0.034
0.933 ± 0.027
0.944 ± 0.024
0.929 ± 0.029
0.2
0.939 ± 0.024
0.907 ± 0.036
0.854 ± 0.057
0.936 ± 0.026
0.915 ± 0.034
SVHN
0.1
0.346 ± 0.095
0.302 ± 0.070
0.328 ± 0.071
0.330 ± 0.096
0.308 ± 0.073
0.2
0.285 ± 0.091
0.262 ± 0.061
0.268 ± 0.050
0.227 ± 0.069
0.259 ± 0.062
Appendix
Table 6: The results using the logistic loss: test average pAUCs and their standard deviations with α=0 , β=0.2 over different labeled positive data sizes Np=30 , 50 , and 100 . Values in bold are not statistically different at the 5% level from the best performing method in each row according to a paired t-test. ‘# Best’ row represents the number of results of each method that are the best or comparable to it.
Figure 5: The average test pAUCs and their standard errors with α=0 , β=0.2 over different class-priors π∈{0.1,0.2} and positive data sizes Np∈{30,50,100} when changing the number of unlabeled data N .
Data
N
Ours
NNPU
PUAUC
PAUC
PUpAUCh
2step
MNIST
5,000
90.460
90.054
90.036
90.978
89.618
184.040
CIFAR10
9,000
305.871
304.184
302.897
305.471
302.469
608.849
Appendix
Table 7: Training time [sec] of each method on the MNIST and CIFAR10 datasets, where (α,β)=(0,0.2) , π=0.2 , Np=100 .
Data
β
Ours
NNPU
PUAUC
PAUC
PUpAUCh
2step
Mammography
0.1
0.784 ± 0.041
0.001 ± 0.001
0.754 ± 0.041
0.780 ± 0.045
0.786 ± 0.037
0.784 ± 0.037
Mammography
0.2
0.821 ± 0.039
0.004 ± 0.004
0.810 ± 0.032
0.831 ± 0.039
0.827 ± 0.036
0.834 ± 0.029
Online-shoppers
0.1
0.329 ± 0.081
0.222 ± 0.072
0.259 ± 0.069
0.226 ± 0.032
0.308 ± 0.085
0.263 ± 0.071
Online-shoppers
0.2
0.442 ± 0.079
0.331 ± 0.079
0.371 ± 0.073
0.386 ± 0.063
0.425 ± 0.079
0.379 ± 0.073
Appendix
Table 8: The results on Mammography and Online-shoppers: test average pAUCs and their standard deviations with α=0 , β=0.1 and α=0 , β=0.2 . Values in bold are not statistically different at the 5% level from the best performing method in each row according to a paired t-test.
Data
α
β
Np
FPR
Epoch 1
Epoch 10
Epoch 50
Epoch 100
FMNIST
0.0
0.1
30
FPR(t^α)
0.025
0.031
0.031
0.031
0.0
0.1
100
FPR(t^α)
0.017
0.020
0.022
0.023
0.0
0.1
30
FPR(t^β)
0.118
0.115
0.115
0.116
0.0
0.1
100
FPR(t^β)
0.107
0.109
0.108
0.109
0.0
0.2
30
FPR(t^α)
0.022
0.030
0.031
0.031
0.0
0.2
100
FPR(t^α)
0.013
0.021
0.021
0.022
Appendix
Table 9: FPRs induced by the estimated thresholds during training.
Data
c
Oracle − PUpAUCh
MNIST
1.5421
0.08379
FMNIST
0.6666
0.01786
SVHN
1.5432
0.09771
CIFAR10
1.5502
0.09186
SUSY
1.1720
0.04063
CODRNA
2.2437
0.04952
Appendix
Table 10: Pseudo-negative selection quality of PUpAUCh ( Iwata et al., 2020 ) and the test pAUC gap between Oracle and PUpAUCh. Larger c indicates greater positive contamination in the selected pseudo-negatives relative to random selection.
Maximizing the area under the receiver operating characteristic curve (AUC) is a standard approach to imbalanced binary classification. Although positive and negative data are required for maximizing the AUC, negative data are often difficult to collect in some real-world applications due to privacy concerns or the need for specialized expertise to annotate them. Thus, AUC maximization from positive and unlabeled (PU) data has been attracting attention. Existing methods assume that labeled positive data are unbiased samples from the true positive distribution. However, this ideal assumption is often violated in practice. In this paper, we propose a method to maximize the AUC from biased PU data. To address the bias, our key idea is to exploit {\it confidence}, i.e., the probability that an instance is positive, associated with the small number of labeled positive data. We derive an estimator of the AUC risk using biased PU data with confidence, enabling AUC maximization under such bias. We further show that the rewritten AUC risk induces a Bayes-optimal AUC ranking even when the available confidence is any strictly increasing transformation of the true posterior probability. We experimentally show the effectiveness of our method on eight real-world datasets.
We propose a new method of learning from positive and unlabeled (PU) examples in highly imbalanced datasets. Many real-world problems, such as disease gene identification, targeted marketing, fraud detection, and recommender systems, are hard to address with machine learning methods, due to limited labeled data. Often, training data comprises positive and unlabeled instances, the latter typically being dominated by negative, but including also several positive instances. While PU learning is well-studied, few methods address imbalanced settings or hard-to-detect positive examples that resemble negative ones. Our approach uses a focused empirical risk estimator, incorporating both positive and unlabeled examples to train binary classifiers. Empirical evaluations demonstrate state-of-the-art performance on imbalanced datasets under two labeling mechanisms - selecting positives completely at random (SCAR) and selecting at random (SAR). Beyond these controlled experiments, we demonstrate the value of the proposed method in the real-world application of financial misstatement detection.
Elias Zavitsanos, Georgios Paliouras
Institute of Informatics and Telecommunications, NCSR “Demokritos”, Patriarhou Gregoriou E and 27 Neapoleos St., Agia Paraskevi, 15310, Attica, Greece.
Positive-Unlabeled (PU) learning aims to achieve high-accuracy binary classification with limited labeled positive examples and numerous unlabeled ones. Existing cost-sensitive-based methods often rely on strong assumptions that examples with an observed positive label were selected entirely at random. In fact, the uneven distribution of labels is prevalent in real-world PU problems, indicating that most actual positive and unlabeled data are subject to selection bias. Building on the SAR-PU propensity-weighted framework of Bekker et al., we study a PU learning enhancement (PUe) framework using normalized propensity scores and normalized inverse probability weighting (NIPW). PUe's main contributions are a normalized inverse-probability-weighted PU risk formulation; additional theoretical analyses of normalized sample-weight error and common PU estimators under biased labeling; regularized deep propensity-score estimation; integration with modern cost-sensitive PU methods; and support for selectively labeled negative classes. Experiments on MNIST, CIFAR-10, and ADNI demonstrate improvements over several PU baselines under non-uniform label distributions.