machine learning - Maximize AUC of a classifier having a set of probabilities that the object belongs to class -


consider binary classification task 2 target classes -- {men, women}. each person you've got set of actions , each action you've got set of real-valued features. goal classify persons men/women highest possible auc.

the easiest approach train classifier predicts whether particular action belongs man or woman (indeed, have features actions, can train classifier without additional work).

the question how derive probability of being man or woman based on probabilities each of actions belong man or woman?


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