Fast Stochastic Recursive Momentum Methods for Imbalanced Data Mining
Abstract
Standard deep learning models have been mainly designed for balanced data mining tasks and use accuracy to evaluate the classifier. However, in many real-world applications, the distribution of data is skewed. If the standard models, which are designed to optimize the accuracy, are applied to the imbalanced data, the prediction performance could be poor because the model bias towards the majority class. To address the imbalanced data mining problem, areas under precision-recall curves (AUPRC) was proposed as a good measure to evaluate the performance of prediction models on imbalanced data sets, and shows excellent capability in identifying the models with high predictive power. To improve the performance of models, researchers recently design methods to directly optimize AUPRC for imbalanced data mining. However, these approaches suffer from a high iteration complexity and efficient methods are desired. In this paper, we propose a faster stochastic method (i.e., ROAP) for maximizing the AURPC based on the momentum-based variance reduced technique. Our new method is based on the maximization of non-parametric averaged precision (AP), which is a popular unbiased point estimator of AUPRC, and the optimization objective in this paper can be converted into a sum of dependent compositional functions, where the inner functions rely on random variables of both inner and outer levels. Compared to previous methods, our ROAP algorithm can achieve a lower iteration complexity of $O(\epsilon^{-3})$ for finding an ϵ-stationary solution. Furthermore, we extend our method to an adaptive version (i.e., AROAP) with the same iteration complexity of $O(\epsilon^{-3})$. To the best of our knowledge, this paper is the first work showing that the variance reduction method can be incorporated into maximizing the AURPC for efficient data mining on imbalanced datasets. Finally, we conduct extensive experiments on various imbalanced data sets with different models to demonstrate the efficiency of our new algorithms.
Integrity signals
Registry
Cites
Statistics
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
AUPRC is a commonly used metric to evaluate model performance on datasets with imbalanced labels.
“Since the metric of AUPRC is a commonly used metric to evaluate model performance on datasets with imbalanced labels56,57, we calculate the AUPRC of the two models and compare their differences.”
From Probabilistic medical predictions of large language models (2024) · cites this paper as [56]
Cites
Deep Residual Learning for Image Recognition
He, K., Zhang, X., Ren, S., & Sun, J. (2016) · 2016 IEEE Conference on Computer Vision and Pattern Recognition (CVPR) · doi:10.1109/cvpr.2016.90 · Cited by 235,474 · see citing works
Adam: A Method for Stochastic Optimization
Kingma, D. P., & Ba, J. (2014) · arXiv · doi:10.48550/arxiv.1412.6980 · Cited by 98,946 · see citing works
(2010) · Cited by 8,261 · see citing works
The relationship between Precision-Recall and ROC curves
Davis, J., & Goadrich, M. (2006) · Proceedings of the 23rd international conference on Machine learning - ICML '06 · doi:10.1145/1143844.1143874 · Cited by 6,559 · see citing works
Accelerating Stochastic Gradient Descent using Predictive Variance Reduction
Johnson, R., & Zhang, T. (2013) · Cited by 1,815 · see citing works
On the Convergence of Adam and Beyond
Reddi, S. J., Kale, S., & Kumar, S. (2019) · arXiv · doi:10.48550/arxiv.1904.09237 · Cited by 1,771 · see citing works
Artificial intelligence and statistics
Wiggins, L. L. (1989) · Computers Environment and Urban Systems · doi:10.1016/0198-9715(89)90027-6 · Cited by 1,116 · see citing works
A Markov random field model for term dependencies
Metzler, D., & Croft, W. B. (2005) · International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR) · doi:10.1145/1076034.1076115 · Cited by 851 · see citing works
A support vector method for multivariate performance measures
Joachims, T. (2005) · International Conference on Machine Learning · doi:10.1145/1102351.1102399 · Cited by 795 · see citing works
(2006) · doi:10.7551/mitpress/7503.003.0029 · Cited by 753 · see citing works
A support vector method for optimizing average precision
Yue, Y., Finley, T., Radlinski, F., & Joachims, T. (2007) · International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR) · doi:10.1145/1277741.1277790 · Cited by 709 · see citing works
Area under the Precision-Recall Curve: Point Estimates and Confidence Intervals
Boyd, K., Eng, K., & Page, D. (2013) · ECML/PKDD · doi:10.1007/978-3-642-40994-3_29 · Cited by 549 · see citing works
AUC Optimization vs. Error Rate Minimization
Cortes, C., & Mohri, M. (2003) · Cited by 530 · see citing works
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential EstimatorPreprint
Fang, C., Li, C. J., Lin, Z., et al. (2018) · arXiv (Cornell University) · doi:10.48550/arxiv.1807.01695 · Cited by 243 · see citing works
A general approximation framework for direct optimization of information retrieval measures
Qin, T., Liu, T., & Li, H. (2009) · Information Retrieval · doi:10.1007/s10791-009-9124-x · Cited by 217 · see citing works
Optimising area under the ROC curve using gradient descent
Herschtal, A., & Raskutti, B. (2004) · doi:10.1145/1015330.1015366 · Cited by 196 · see citing works
Wang, M., Fang, E. X., & Liu, H. (2016) · Mathematical Programming · doi:10.1007/s10107-016-1017-3 · Cited by 186 · see citing works
Solving a Class of Non-Convex Min-Max Games Using Iterative First Order MethodsPreprint
Nouiehed, M., Sanjabi, M., Huang, T., Lee, J. D., & Razaviyayn, M. (2019) · arXiv (Cornell University) · doi:10.48550/arxiv.1902.08297 · Cited by 156 · see citing works
Yuan, Z., Yan, Y., Milan Sonka, A., & Yang, T. (2021) · IEEE/CVF International Conference on Computer Vision (ICCV) · doi:10.1109/iccv48922.2021.00303 · Cited by 118 · see citing works
Adaptive weighted imbalance learning with application to abnormal activity recognition
Gao, X., Chen, Z., Tang, S., Zhang, Y., & Li, J. (2015) · Neurocomputing · doi:10.1016/j.neucom.2015.09.064 · Cited by 103 · see citing works
A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
Ghadimi, S., Ruszczyński, A., & Wang, M. (2020) · SIAM Journal on Optimization · doi:10.1137/18m1230542 · Cited by 72 · see citing works
SpiderBoost and Momentum: Faster Variance Reduction Algorithms
Wang, Z., Ji, K., Zhou, Y., et al. (2019) · neural information processing systems · Cited by 59 · see citing works
Multi-Classifier Interactive Learning for Ambiguous Speech Emotion Recognition
Zhou, Y., Liang, X., Gu, Y., Yin, Y., & Yao, L. (2022) · IEEE/ACM Transactions on Audio Speech and Language Processing · doi:10.1109/taslp.2022.3145287 · Cited by 58 · see citing works
FESTA: Flow Estimation via Spatial-Temporal Attention for Scene Point Clouds
Wang, H., Pang, J., Lodhi, M. A., Tian, Y., & Tian, D. (2021) · IEEE Computer Society Conference on Computer Vision and Pattern Recognition/Proceedings - IEEE Computer Society Conference on Computer Vision and Pattern Recognition/Proceedings · doi:10.1109/cvpr46437.2021.01395 · Cited by 45 · see citing works
Accelerated Method for Stochastic Composition Optimization With Nonsmooth Regularization
Huo, Z., Gu, B., Liu, J., et al. (2018) · Proceedings of the AAAI Conference on Artificial Intelligence · doi:10.1609/aaai.v32i1.11795 · Cited by 22 · see citing works
Efficient Optimization for Average Precision SVM
Mohapatra, P., Jawahar, C. V., & Kumar, M. (2014) · HAL (Le Centre pour la Communication Scientifique Directe) · Cited by 17 · see citing works
A Stochastic Composite Gradient Method with Incremental Variance ReductionPreprint
Zhang, J., & Xiao, L. (2019) · arXiv (Cornell University) · doi:10.48550/arxiv.1906.10186 · Cited by 10 · see citing works
Doubly Sparse Asynchronous Learning for Stochastic Composite Optimization
Bao, R., Wu, X., Xian, W., et al. (2022) · International Joint Conference on Artificial Intelligence · doi:10.24963/ijcai.2022/266 · Cited by 10 · see citing works
Self-citationStochastically Controlled Stochastic Gradient for the Convex and Non-convex Composition problemPreprint
Liu, L., Liu, J., Hsieh, C., et al. (2018) · arXiv (Cornell University) · doi:10.48550/arxiv.1809.02505 · Cited by 9 · see citing works
Stochastic Recursive Momentum Method for Non-Convex Compositional OptimizationPreprint
Yuan, H., & Hu, W. (2020) · arXiv (Cornell University) · doi:10.48550/arxiv.2006.01688 · Cited by 8 · see citing works
Momentum Accelerates the Convergence of Stochastic AUPRC MaximizationPreprint
Wang, G., Yang, M., Zhang, L., et al. (2021) · arXiv (Cornell University) · doi:10.48550/arxiv.2107.01173 · Cited by 3 · see citing works
Flagged first, then by citations
Cited by
Sorted by citations
Probabilistic medical predictions of large language models
Gu, B., Desai, R. J., Lin, K. J., & Yang, J. (2024) · npj Digital Medicine · doi:10.1038/s41746-024-01366-4 · Cited by 50 · see citing works
- Authors
- Wu, X., Huang, F., & Huang, H.
- Affiliations
- University of Pittsburgh (US)
- Venue
- 2022 IEEE International Conference on Data Mining (ICDM)
- Publisher
- IEEE
- Published
- 2022-11
- Pages
- 578-587
- ISSN
- 1550-4786 (ISSN-L)
- OpenAlex
- W4318812304
- Cited by
- 7
- References
- 31
- Citations by year
- 2026: 1 · 2025: 1 · 2024: 2 · 2023: 3
- FWCI
- 0.83
- Type
- conference paper
- Language
- en
- Open access
- closed
- Locations
- Proceedings (publishedVersion)
- Topics
- Physical Sciences › Computer Science › Artificial Intelligence › Imbalanced Data Classification Techniques
- Physical Sciences › Computer Science › Artificial Intelligence › Stochastic Gradient Optimization Techniques
- Physical Sciences › Computer Science › Artificial Intelligence › Machine Learning and Data Classification
- Keywords
- stochastic optimization, momentum methods, variance reduction, iteration complexity, adaptive optimization, compositional functions
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review