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Given a prediction task, understanding when one can and cannot design a consistent convex surrogate loss, particularly a low-dimensional one, is an important and active area of machine learning research. The prediction task may be given as…

Machine Learning · Computer Science 2021-02-17 Jessie Finocchiaro , Rafael Frongillo , Bo Waggoner

In multiclass classification over $n$ outcomes, the outcomes must be embedded into the reals with dimension at least $n-1$ in order to design a consistent surrogate loss that leads to the "correct" classification, regardless of the data…

Machine Learning · Computer Science 2026-01-21 Enrique Nueve , Bo Waggoner , Dhamma Kimpara , Jessie Finocchiaro

Various evaluation measures have been developed for multi-label classification, including Hamming Loss (HL), Subset Accuracy (SA) and Ranking Loss (RL). However, there is a gap between empirical results and the existing theories: 1) an…

Machine Learning · Computer Science 2020-11-17 Guoqiang Wu , Jun Zhu

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise…

Machine Learning · Statistics 2009-12-18 Mark D. Reid , Robert C. Williamson

We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many…

Machine Learning · Computer Science 2022-06-30 Jessie Finocchiaro , Rafael M. Frongillo , Bo Waggoner

The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…

Optimization and Control · Mathematics 2024-01-04 Rufeng Xiao , Yuze Ge , Rujun Jiang , Yifan Yan

We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via…

Machine Learning · Computer Science 2018-01-30 Anton Osokin , Francis Bach , Simon Lacoste-Julien

This paper considers binary and multilabel classification problems in a setting where labels are missing independently and with a known rate. Missing labels are a ubiquitous phenomenon in extreme multi-label classification (XMC) tasks, such…

Machine Learning · Computer Science 2021-09-24 Erik Schultheis , Rohit Babbar

Multiclass multilabel classification is the task of attributing multiple labels to examples via predictions. Current models formulate a reduction of the multilabel setting into either multiple binary classifications or multiclass…

Machine Learning · Computer Science 2022-11-01 Gabriel Bénédict , Vincent Koops , Daan Odijk , Maarten de Rijke

We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many…

Machine Learning · Computer Science 2022-01-12 Jessie Finocchiaro , Rafael Frongillo , Bo Waggoner

We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are…

Machine Learning · Statistics 2018-05-07 Siong Thye Goh , Cynthia Rudin

We study the consistency of surrogate risks for robust binary classification. It is common to learn robust classifiers by adversarial training, which seeks to minimize the expected $0$-$1$ loss when each example can be maliciously corrupted…

Machine Learning · Computer Science 2025-10-09 Natalie Frank , Jonathan Niles-Weed

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent…

Machine Learning · Computer Science 2019-01-10 Kirill Struminsky , Simon Lacoste-Julien , Anton Osokin

The choice of loss function in classification involves a fundamental trade-off: smooth losses (like Cross-Entropy) enable fast optimization rates but yield slow square-root consistency bounds, while piecewise-linear losses (like Hinge)…

Machine Learning · Computer Science 2026-05-01 Mehryar Mohri , Yutao Zhong

This manuscript provides optimization guarantees, generalization bounds, and statistical consistency results for AdaBoost variants which replace the exponential loss with the logistic and similar losses (specifically, twice differentiable…

Machine Learning · Computer Science 2013-05-14 Matus Telgarsky

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Statistics Theory · Mathematics 2017-07-18 Yiyuan She , Kun Chen

Learning to rank has recently emerged as an attractive technique to train deep convolutional neural networks for various computer vision tasks. Pairwise ranking, in particular, has been successful in multi-label image classification,…

Computer Vision and Pattern Recognition · Computer Science 2017-06-02 Yuncheng Li , Yale Song , Jiebo Luo

To scale optimization and simulation, prior work has explored training machine-learning surrogates that map problem parameters to solutions inexpensively at inference time. Unfortunately, commonly used approaches, including supervised and…

Machine Learning · Computer Science 2026-05-12 Khai Nguyen , Petros Ellinas , Anvita Bhagavathula , Priya L. Donti

Multi-label loss functions are usually non-differentiable, requiring surrogate loss functions for gradient-based optimisation. The consistency of surrogate loss functions is not proven and is exacerbated by the conflicting nature of…

Machine Learning · Computer Science 2024-02-02 Kaan Demir , Bach Nguyen , Bing Xue , Mengjie Zhang