Related papers: On the Consistency of AUC Pairwise Optimization
Dual-encoder retrievers depend on the principle that relevant documents should score higher than irrelevant ones for a given query. Yet the dominant Noise Contrastive Estimation (NCE) objective, which underpins Contrastive Loss, optimizes a…
Areas under ROC (AUROC) and precision-recall curves (AUPRC) are common metrics for evaluating classification performance for imbalanced problems. Compared with AUROC, AUPRC is a more appropriate metric for highly imbalanced datasets. While…
Minimizing an adversarial surrogate risk is a common technique for learning robust classifiers. Prior work showed that convex surrogate losses are not statistically consistent in the adversarial context -- or in other words, a minimizing…
In recommendation systems, one is interested in the ranking of the predicted items as opposed to other losses such as the mean squared error. Although a variety of ways to evaluate rankings exist in the literature, here we focus on the Area…
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…
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…
Commonly used classification algorithms in machine learning, such as support vector machines, minimize a convex surrogate loss on training examples. In practice, these algorithms are surprisingly robust to errors in the training data. In…
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…
The area under the ROC curve (AUC) is one of the most widely used performance measures for classification models in machine learning. However, it summarizes the true positive rates (TPRs) over all false positive rates (FPRs) in the ROC…
In machine learning (ML), a widespread claim is that the area under the precision-recall curve (AUPRC) is a superior metric for model comparison to the area under the receiver operating characteristic (AUROC) for tasks with class imbalance.…
ROC curves and cost curves are two popular ways of visualising classifier performance, finding appropriate thresholds according to the operating condition, and deriving useful aggregated measures such as the area under the ROC curve (AUC)…
This paper aims to provide a better understanding of a symmetric loss. First, we emphasize that using a symmetric loss is advantageous in the balanced error rate (BER) minimization and area under the receiver operating characteristic curve…
Macro-AUC is the arithmetic mean of the class-wise AUCs in multi-label learning and is commonly used in practice. However, its theoretical understanding is far lacking. Toward solving it, we characterize the generalization properties of…
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…
In this paper, we propose systematic and efficient gradient-based methods for both one-way and two-way partial AUC (pAUC) maximization that are applicable to deep learning. We propose new formulations of pAUC surrogate objectives by using…
Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the…
We study a family of algorithms, which we refer to as local update methods, that generalize many federated learning and meta-learning algorithms. We prove that for quadratic objectives, local update methods perform stochastic gradient…
Robustness to adversarial perturbations is of paramount concern in modern machine learning. One of the state-of-the-art methods for training robust classifiers is adversarial training, which involves minimizing a supremum-based surrogate…
Learning-based techniques have become popular in both model predictive control (MPC) and reinforcement learning (RL). Probabilistic ensemble (PE) models offer a promising approach for modelling system dynamics, showcasing the ability to…
We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncertain parameters predicted by a machine learning model. To…