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The statistical consistency of surrogate losses for discrete prediction tasks is often checked via the condition of calibration. However, directly verifying calibration can be arduous. Recent work shows that for polyhedral surrogates, a…

Machine Learning · Computer Science 2025-05-21 Drona Khurana , Anish Thilagar , Dhamma Kimpara , Rafael Frongillo

The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make…

Machine Learning · Computer Science 2014-05-16 Elad Hazan , Tomer Koren , Kfir Y. Levy

We consider the problem of rank loss minimization in the setting of multilabel classification, which is usually tackled by means of convex surrogate losses defined on pairs of labels. Very recently, this approach was put into question by a…

Machine Learning · Computer Science 2012-07-03 Krzysztof Dembczynski , Wojciech Kotlowski , Eyke Huellermeier

Consider a classification problem where we have both labeled and unlabeled data available. We show that for linear classifiers defined by convex margin-based surrogate losses that are decreasing, it is impossible to construct any…

Machine Learning · Statistics 2019-01-09 Jesse H. Krijthe , Marco Loog

Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require.…

Machine Learning · Statistics 2012-08-17 David Weiss , Benjamin Sapp , Ben Taskar

In this paper we consider learning in passive setting but with a slight modification. We assume that the target expected loss, also referred to as target risk, is provided in advance for learner as prior knowledge. Unlike most studies in…

Machine Learning · Computer Science 2013-05-21 Mehrdad Mahdavi , Rong Jin

We propose a generic framework to calibrate accuracy and confidence of a prediction in deep neural networks through stochastic inferences. We interpret stochastic regularization using a Bayesian model, and analyze the relation between…

Machine Learning · Computer Science 2019-04-25 Seonguk Seo , Paul Hongsuck Seo , Bohyung Han

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

In decision-making problems under uncertainty, predicting unknown parameters is often considered independent of the optimization part. Decision-focused learning (DFL) is a task-oriented framework that integrates prediction and optimization…

Machine Learning · Computer Science 2025-02-11 Haeun Jeon , Hyunglip Bae , Minsu Park , Chanyeong Kim , Woo Chang Kim

In this work we consider the task of constructing prediction intervals in an inductive batch setting. We present a discriminative learning framework which optimizes the expected error rate under a budget constraint on the interval sizes.…

Machine Learning · Computer Science 2018-02-28 Nir Rosenfeld , Yishay Mansour , Elad Yom-Tov

Empirical risk minimization frequently employs convex surrogates to underlying discrete loss functions in order to achieve computational tractability during optimization. However, classical convex surrogates can only tightly bound modular…

Machine Learning · Statistics 2016-04-13 Jiaqian Yu , Matthew Blaschko

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach…

Machine Learning · Statistics 2016-06-09 Tolga Bolukbasi , Kai-Wei Chang , Joseph Wang , Venkatesh Saligrama

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…

Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…

Machine Learning · Computer Science 2022-03-01 Tao Huang , Zekang Li , Hua Lu , Yong Shan , Shusheng Yang , Yang Feng , Fei Wang , Shan You , Chang Xu

We propose and analyze a novel theoretical and algorithmic framework for structured prediction. While so far the term has referred to discrete output spaces, here we consider more general settings, such as manifolds or spaces of probability…

Machine Learning · Statistics 2020-02-14 Carlo Ciliberto , Lorenzo Rosasco , Alessandro Rudi

We study the key framework of learning with abstention in the multi-class classification setting. In this setting, the learner can choose to abstain from making a prediction with some pre-defined cost. We present a series of new theoretical…

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

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

The minimization of loss functions is the heart and soul of Machine Learning. In this paper, we propose an off-the-shelf optimization approach that can minimize virtually any non-differentiable and non-decomposable loss function (e.g.…

Machine Learning · Computer Science 2019-05-27 Josif Grabocka , Randolf Scholz , Lars Schmidt-Thieme

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…

Machine Learning · Computer Science 2018-05-22 Yi Xu , Shenghuo Zhu , Sen Yang , Chi Zhang , Rong Jin , Tianbao Yang

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo