{"paper":{"title":"Efficient estimation of AUC in a sliding window","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ML"],"primary_cat":"cs.LG","authors_text":"Nikolaj Tatti","submitted_at":"2019-02-02T03:03:01Z","abstract_excerpt":"In many applications, monitoring area under the ROC curve (AUC) in a sliding window over a data stream is a natural way of detecting changes in the system. The drawback is that computing AUC in a sliding window is expensive, especially if the window size is large and the data flow is significant.\n  In this paper we propose a scheme for maintaining an approximate AUC in a sliding window of length $k$. More specifically, we propose an algorithm that, given $\\epsilon$, estimates AUC within $\\epsilon / 2$, and can maintain this estimate in $O((\\log k) / \\epsilon)$ time, per update, as the window s"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1902.00632","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}