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Our main focus is on the generalization bound, which serves as an upper limit for the generalization error. Our analysis delves into regression and classification tasks separately to ensure a thorough examination. We assume the target…

Machine Learning · Statistics 2024-07-30 Wen-Liang Hwang

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 study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted…

Machine Learning · Statistics 2014-02-11 Pierre Gaillard , Gilles Stoltz , Tim Van Erven

Designing proper loss functions is essential in training deep networks. Especially in the field of semantic segmentation, various evaluation metrics have been proposed for diverse scenarios. Despite the success of the widely adopted…

Computer Vision and Pattern Recognition · Computer Science 2020-12-04 Hao Li , Chenxin Tao , Xizhou Zhu , Xiaogang Wang , Gao Huang , Jifeng Dai

Decision-focused learning (DFL) trains a machine learning (ML) model to predict parameters of an optimization problem, to directly minimize decision regret, i.e., maximize decision quality. Gradient-based DFL requires computing the…

Machine Learning · Computer Science 2025-08-26 Jayanta Mandi , Ali İrfan Mahmutoğulları , Senne Berden , Tias Guns

We study the sequential general online regression, known also as the sequential probability assignments, under logarithmic loss when compared against a broad class of experts. We focus on obtaining tight, often matching, lower and upper…

Machine Learning · Computer Science 2023-02-02 Changlong Wu , Mohsen Heidari , Ananth Grama , Wojciech Szpankowski

We study consistency properties of surrogate loss functions for general multiclass learning problems, defined by a general multiclass loss matrix. We extend the notion of classification calibration, which has been studied for binary and…

Machine Learning · Computer Science 2015-08-25 Harish G. Ramaswamy , Shivani Agarwal

Consider the sequential optimization of an expensive to evaluate and possibly non-convex objective function $f$ from noisy feedback, that can be considered as a continuum-armed bandit problem. Upper bounds on the regret performance of…

Machine Learning · Statistics 2021-03-11 Sattar Vakili , Kia Khezeli , Victor Picheny

Probabilistic classifiers are central for making informed decisions under uncertainty. Based on the maximum expected utility principle, optimal decision rules can be derived using the posterior class probabilities and misclassification…

Machine Learning · Computer Science 2025-03-25 Alexandre Perez-Lebel , Gael Varoquaux , Sanmi Koyejo , Matthieu Doutreligne , Marine Le Morvan

We derive an alternative proof for the regret of Thompson sampling (\ts) in the stochastic linear bandit setting. While we obtain a regret bound of order $\widetilde{O}(d^{3/2}\sqrt{T})$ as in previous results, the proof sheds new light on…

Machine Learning · Statistics 2019-11-06 Marc Abeille , Alessandro Lazaric

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a…

Machine Learning · Computer Science 2018-05-28 Siwei Lyu , Yiming Ying

For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…

Machine Learning · Statistics 2026-05-26 Alexander Shen , Mikael Kuusela

This paper describes an efficient reduction of the learning problem of ranking to binary classification. The reduction guarantees an average pairwise misranking regret of at most that of the binary classifier regret, improving a recent…

Machine Learning · Computer Science 2007-12-07 Nir Ailon , Mehryar Mohri

We revisit online binary classification by shifting the focus from competing with the best-in-class binary loss to competing against relaxed benchmarks that capture smoothed notions of optimality. Instead of measuring regret relative to the…

Machine Learning · Statistics 2025-04-16 Omar Montasser , Abhishek Shetty , Nikita Zhivotovskiy

We present a detailed study of surrogate losses and algorithms for multi-label learning, supported by $H$-consistency bounds. We first show that, for the simplest form of multi-label loss (the popular Hamming loss), the well-known…

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

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

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction.…

Machine Learning · Statistics 2015-03-09 Willem Waegeman , Krzysztof Dembczynski , Arkadiusz Jachnik , Weiwei Cheng , Eyke Hullermeier

We present Gaptron, a randomized first-order algorithm for online multiclass classification. In the full information setting we show expected mistake bounds with respect to the logistic loss, hinge loss, and the smooth hinge loss with…

Machine Learning · Computer Science 2021-03-01 Dirk van der Hoeven

We employ an evolutionary optimization framework that perturbs initial states to generate informative and diverse policy demonstrations. A joint surrogate fitness function guides the optimization by combining local diversity, behavioral…

Machine Learning · Computer Science 2025-04-22 Philipp Altmann , Céline Davignon , Maximilian Zorn , Fabian Ritz , Claudia Linnhoff-Popien , Thomas Gabor

The goal of this paper is to characterize Gaussian-Process optimization in the setting where the function domain is large relative to the number of admissible function evaluations, i.e., where it is impossible to find the global optimum. We…

Machine Learning · Computer Science 2022-01-26 Manuel Wüthrich , Bernhard Schölkopf , Andreas Krause