DETERMINING ONLINE CLASSIFIER PERFORMANCE VIA NORMALIZING FLOWS
Abstract:
The present disclosure describes techniques for determining performance of a classifier. A first machine learning model and a second machine learning model may be trained by aggregating updates to the first machine learning model and the second machine learning model received from a plurality of client computing devices. A cumulative distribution function (CDF) associated with a distribution of the positive samples in the user data may be estimated using the trained first machine learning model. A probability density function (PDF) associated with a distribution of the negative samples in the user data may be estimated using the trained second machine learning model. An integration-based computation of an area under the receiver operating characteristic curve (AUC) of the classifier may be performed using the PDF and the CDF.
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