diff --git a/content/method/method.tex b/content/method/method.tex index 9f2131e..a5a3e5f 100644 --- a/content/method/method.tex +++ b/content/method/method.tex @@ -231,7 +231,7 @@ This yields two versions of our objective. Substituting the ICDF threshold into expressions, our estimated TPR at a fixed FPR of $\alpha$ is $1 - \hat{F}_1(\hat{F}_0^{-1}(\alpha))$. Therefore, to maximise TPR we minimise: \begin{equation} - \mathcal{L}_{\text{ROLL-TPR@FPR}}(f_{\theta}(\mathbf{X}) ; \alpha) = \hat{F}_1(\hat{F}_0^{-1}(\alpha)) + \mathcal{L}_{\text{ROLL-TPR@FPR}}(f_{\theta}(\mathcal{B}) ; \alpha) = \hat{F}_1(\hat{F}_0^{-1}(\alpha)) \label{eq:roll-tpr-at-fpr} \end{equation} @@ -250,7 +250,7 @@ As both loss forms are symmetric in structure, it is sufficient to treat the TPR If $y_i = 1$, then $(\mathbf{x}_i, y_i) \in \mathcal{B}_1$ and $f_\theta(\mathbf{x}_i)$ has no effect on $\hat{F}_0^{-1}(\alpha)$. Therefore: \begin{equation} - \left.\frac{\partial \mathcal{L}_{\text{ROLL-TPR@FPR}}(f_\theta(\mathbf{X}) ; \alpha)} + \left.\frac{\partial \mathcal{L}_{\text{ROLL-TPR@FPR}}(f_\theta(\mathcal{B}) ; \alpha)} {\partial f_\theta(\mathbf{x}_i)}\right|_{y_i = 1} = \frac{\partial \hat{F}_1(\hat{F}_0^{-1}(\alpha))}{\partial f_\theta(\mathbf{x}_i)} \end{equation} @@ -366,14 +366,11 @@ where TODO EXPLAIN ERF AND IERF. Plugging into the general ROLL framework, the t $\tau$ achieving FPR $= \alpha$ and the resulting loss are: \begin{align} \tau &= \mu_0 + \sigma_0\sqrt{2}\,\text{ierf}(2\alpha - 1) \nonumber \\ - \mathcal{L}_{\text{ROLL-TPR@FPR}}^{\text{GAUSSIAN}}(f_{\theta}(\mathbf{X}) ; \alpha) + \mathcal{L}_{\text{ROLL-TPR@FPR}}^{\text{GAUSSIAN}}(f_{\theta}(\mathcal{B}) ; \alpha) &= \frac{1}{2}\left[1 + \text{erf}\!\left(\frac{\tau - \mu_1}{\sigma_1\sqrt{2}}\right)\right] \label{eq:roll-tpr-at-fpr-gaussian} \end{align} - - - \subsubsection{Gradient Derivation} \label{sec:roll-gaussian-backward}