A Multi-Level Knee Point Based Multi-Objective Evolutionary Algorithm for AUC Maximization

The area under receiver operating characteristic curve (AUC) is one of the widely used metrics for measuring imbalanced data classification results. Designing multi-objective evolutionary algorithms for AUC maximization problem has attracted much attention of researchers recently. However, most of these methods either search the Pareto front directly, or perform tailored convex hull search for AUC maximization. None of them take the advantage of multi-level knee points found in the process of evolution for AUC maximization. To this end, this paper proposes a multi-level knee point based multi-objective evolutionary algorithm (named MKnEA-AUC) for AUC maximization on the basis of a recently developed knee point driven evolutionary algorithm for multi/many-objective optimization. In MKnEA-AUC, an adaptive clustering strategy is proposed for automatically determining the knee points on the current population. By utilizing the preference of found knee points, the evolution of the population can converge quickly. We verify the effectiveness of the proposed algorithm MKnEA-AUC on 13 widely used benchmark data sets and the experimental results demonstrate that MKnEA-AUC is superior over the state-of-the-art algorithms for AUC maximization.