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