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Exact Reformulation and Optimization for Direct Metric Optimization in Binary Imbalanced Classification

This paper introduces, for the first time, exact constrained reformulations for direct metric optimization (DMO) problems, which can be effectively solved by exact penalty methods and is expected to be applicable to a wide range of DMO problems for binary IC and beyond.

Le Peng, Y. Travadi, Chuan He et al. · 2 citations