Small fixes

This commit is contained in:
2026-07-01 08:47:16 +03:00
parent 5933cda8c2
commit 06687667d5
+3 -6
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@@ -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}