Sequential Linearithmic Time Optimal Unimodal Fitting When Minimizing Univariate Linear Losses
Year: 2023
Type: preprint
Abstract: This paper focuses on optimal unimodal transformation of the score outputs of a univariate learning model under linear loss functions. We demonstrate that the optimal mapping between score values and the target region is a rectangular function. To produce this optimal rectangular fit for the observed samples, we propose a sequential approach that can its estimation with each incoming new sample. Our approach has logarithmic time complexity per iteration and is optimally efficient.
Source: arXiv (Cornell University)
Authors: Gokcesu, Kaan, Gokcesu, Hakan
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4362679205
