This repository implements Stochastic Hard Thresholding Algorithms for AUC Maximization by Yang et al., 2020.
In a Python 2.7 enrivoment
Change the directory in your favor in build.sh test_simu.py test_high_dim_colon.py test_high_dim_leukemia.py
Run build.sh to build
Datasets are available at https://drive.google.com/drive/folders/1qdeFB7OEZgs4FqBjASKH1FPiyCoz9mcw?usp=sharing