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thesis/method thesis/method

Chapter 3 of the BGU MSc thesis on ROLL. Core contribution chapter. Currently ~30 pages. Parent: thesis

Guidelines

  • sec:problem-formulation is now notation-only — motivation deferred to Ch. 2 via \Cref{sec:imbalanced-tpr-fpr,sec:neyman-pearson}
  • sec:imbalanced-tpr-fpr and sec:neyman-pearson were removed from this chapter and live in Ch. 2
  • Both objectives (TPR@FPR and FPR@TPR) are equivalent by negating scores and swapping labels; all derivations given for TPR@FPR only — FPR@TPR follows by transformation

Section Structure

Section Label Status
Problem Formulation (notation only) sec:problem-formulation Done
The ROLL Framework sec:roll-framework Written
Differentiability Problem sec:differentiability-problem Written
Score Distribution Fitting sec:score-distribution-fitting Written
General ROLL Formulation and Derivation sec:roll-formulation Written — core theoretical contribution
Gaussian ROLL (forward + gradient) sec:roll-gaussian Written
Beta ROLL (forward + gradient) sec:roll-beta Stub — TBD
KDE ROLL (forward + gradient) sec:roll-kde Written
Properties sec:roll-properties Written — gradient balance + locality
Custom Backward Pass sec:roll-backward Stub — TBD
Numerical Stability sec:roll-numerical-stability Stub — TBD
Bandwidth Estimation (ISJ + scheduling) sec:kde-bandwidth Written

Gotchas

  • KDE backward pass uses inverse-function-theorem approach deliberately; implicit differentiation was considered and rejected — user needs to explain the derivation in their own words
  • Correct gradient of threshold w.r.t. negative-class score: σ'(τ x_i) / Σ_j σ'(τ x_j) where sum is over ALL of B_0 — sympy-verified
  • Beta ROLL: translation-invariance does NOT hold when scores pass through sigmoid before fitting; gradient-balance property breaks for Beta — documented in sec:roll-properties
  • Gradient-balance proof uses a uniform-shift argument; requires translation-invariant CDF estimator