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Gradient descent is a simple and widely used optimization method for machine learning. For homogeneous linear classifiers applied to separable data, gradient descent has been shown to converge to the maximal margin (or equivalently, the…

Machine Learning · Statistics 2019-07-30 Denali Molitor , Deanna Needell , Rachel Ward

We consider the problem of $n$-class classification ($n\geq 2$), where the classifier can choose to abstain from making predictions at a given cost, say, a factor $\alpha$ of the cost of misclassification. Designing consistent algorithms…

Machine Learning · Computer Science 2015-05-18 Harish G. Ramaswamy , Ambuj Tewari , Shivani Agarwal

This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions,…

Optimization and Control · Mathematics 2026-04-08 Renzi Wang , Panagiotis Patrinos , Alberto Bemporad

This paper presents a comprehensive analysis of the growth rate of $H$-consistency bounds (and excess error bounds) for various surrogate losses used in classification. We prove a square-root growth rate near zero for smooth margin-based…

Machine Learning · Computer Science 2024-07-09 Anqi Mao , Mehryar Mohri , Yutao Zhong

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

Convex potential minimisation is the de facto approach to binary classification. However, Long and Servedio [2010] proved that under symmetric label noise (SLN), minimisation of any convex potential over a linear function class can result…

Machine Learning · Computer Science 2015-05-29 Brendan van Rooyen , Aditya Krishna Menon , Robert C. Williamson

Often, the performance on a supervised machine learning task is evaluated with a emph{task loss} function that cannot be optimized directly. Examples of such loss functions include the classification error, the edit distance and the BLEU…

Sparsity-inducing penalties are useful tools to design multiclass support vector machines (SVMs). In this paper, we propose a convex optimization approach for efficiently and exactly solving the multiclass SVM learning problem involving a…

Machine Learning · Computer Science 2015-12-15 G. Chierchia , Nelly Pustelnik , Jean-Christophe Pesquet , B. Pesquet-Popescu

Recent research has introduced a key notion of $H$-consistency bounds for surrogate losses. These bounds offer finite-sample guarantees, quantifying the relationship between the zero-one estimation error (or other target loss) and the…

Machine Learning · Computer Science 2025-12-30 Anqi Mao , Mehryar Mohri , Yutao Zhong

In this dissertation, we focus on several important problems in structured prediction. In structured prediction, the label has a rich intrinsic substructure, and the loss varies with respect to the predicted label and the true label pair.…

Machine Learning · Computer Science 2018-09-18 Heejin Choi

We present a comprehensive study of surrogate loss functions for learning to defer. We introduce a broad family of surrogate losses, parameterized by a non-increasing function $\Psi$, and establish their realizable $H$-consistency under…

Machine Learning · Computer Science 2024-07-19 Anqi Mao , Mehryar Mohri , Yutao Zhong

We present a study of surrogate losses and algorithms for the general problem of learning to defer with multiple experts. We first introduce a new family of surrogate losses specifically tailored for the multiple-expert setting, where the…

Machine Learning · Computer Science 2024-04-02 Anqi Mao , Mehryar Mohri , Yutao Zhong

In various approaches to learning, notably in domain adaptation, active learning, learning under covariate shift, semi-supervised learning, learning with concept drift, and the like, one often wants to compare a baseline classifier to one…

Machine Learning · Computer Science 2017-07-14 Marco Loog , Jesse H. Krijthe , Are C. Jensen

We consider the problem of learning support vector machines robust to uncertainty. It has been established in the literature that typical loss functions, including the hinge loss, are sensible to data perturbations and outliers, thus…

Machine Learning · Computer Science 2024-02-06 Valentina Cepeda , Andrés Gómez , Shaoning Han

The F-measure is a widely used performance measure for multi-label classification, where multiple labels can be active in an instance simultaneously (e.g. in image tagging, multiple tags can be active in any image). In particular, the…

Machine Learning · Statistics 2020-09-17 Mingyuan Zhang , Harish G. Ramaswamy , Shivani Agarwal

We study the problem of classification with a reject option for a fixed predictor, applicable in natural language processing. We introduce a new problem formulation for this scenario, and an algorithm minimizing a new surrogate loss…

Machine Learning · Computer Science 2023-02-01 Christopher Mohri , Daniel Andor , Eunsol Choi , Michael Collins

We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational…

Machine Learning · Statistics 2009-01-06 Mark D. Reid , Robert C. Williamson

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

In this work we provide a theoretical framework for structured prediction that generalizes the existing theory of surrogate methods for binary and multiclass classification based on estimating conditional probabilities with smooth convex…

Machine Learning · Computer Science 2019-02-14 Alex Nowak-Vila , Francis Bach , Alessandro Rudi

The $F_\beta$ score is a commonly used measure of classification performance, which plays crucial roles in classification tasks with imbalanced data sets. However, the $F_\beta$ score cannot be used as a loss function by gradient-based…

Machine Learning · Computer Science 2021-04-06 Namgil Lee , Heejung Yang , Hojin Yoo