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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…

Machine Learning · Computer Science 2020-12-03 Kunal Talwar

The Softmax loss is one of the most widely employed surrogate objectives for classification and ranking tasks. To elucidate its theoretical properties, the Fenchel-Young framework situates it as a canonical instance within a broad family of…

Machine Learning · Computer Science 2026-02-02 Yuanhao Pu , Defu Lian , Enhong Chen

We present a detailed study of estimation errors in terms of surrogate loss estimation errors. We refer to such guarantees as $\mathscr{H}$-consistency estimation error bounds, since they account for the hypothesis set $\mathscr{H}$…

Machine Learning · Computer Science 2022-05-18 Pranjal Awasthi , Anqi Mao , Mehryar Mohri , Yutao Zhong

In machine learning, the loss functions optimized during training often differ from the target loss that defines task performance due to computational intractability or lack of differentiability. We present an in-depth study of the target…

Machine Learning · Computer Science 2025-12-30 Yutao Zhong

The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and…

Machine Learning · Computer Science 2018-05-22 Parameswaran Kamalaruban , Robert C. Williamson , Xinhua Zhang

We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all…

Machine Learning · Computer Science 2012-07-03 Shai Ben-David , David Loker , Nathan Srebro , Karthik Sridharan

Finding classifiers robust to adversarial examples is critical for their safe deployment. Determining the robustness of the best possible classifier under a given threat model for a given data distribution and comparing it to that achieved…

Machine Learning · Computer Science 2023-12-08 Sihui Dai , Wenxin Ding , Arjun Nitin Bhagoji , Daniel Cullina , Ben Y. Zhao , Haitao Zheng , Prateek Mittal

Metric learning seeks perceptual embeddings where visually similar instances are close and dissimilar instances are apart, but learned representations can be sub-optimal when the distribution of intra-class samples is diverse and distinct…

Machine Learning · Computer Science 2021-08-30 Elad Levi , Tete Xiao , Xiaolong Wang , Trevor Darrell

We prove an L2 recovery bound for a family of sparse estimators defined as minimizers of some empirical loss functions -- which include hinge loss and logistic loss. More precisely, we achieve an upper-bound for coefficients estimation…

Statistics Theory · Mathematics 2019-01-15 Antoine Dedieu

In this paper, we propose an ensemble learning algorithm called \textit{under-bagging $k$-nearest neighbors} (\textit{under-bagging $k$-NN}) for imbalanced classification problems. On the theoretical side, by developing a new learning…

Machine Learning · Statistics 2021-09-03 Hanyuan Hang , Yuchao Cai , Hanfang Yang , Zhouchen Lin

Recent advances in machine learning have emphasized the integration of structured optimization components into end-to-end differentiable models, enabling richer inductive biases and tighter alignment with task-specific objectives. In this…

Machine Learning · Computer Science 2026-02-27 Camilo Gomez , Pengyang Wang , Liansheng Tang

We examine a new form of smooth approximation to the zero one loss in which learning is performed using a reformulation of the widely used logistic function. Our approach is based on using the posterior mean of a novel generalized…

Computer Vision and Pattern Recognition · Computer Science 2015-11-19 Md Kamrul Hasan , Christopher J. Pal

In statistical learning theory, convex surrogates of the 0-1 loss are highly preferred because of the computational and theoretical virtues that convexity brings in. This is of more importance if we consider smooth surrogates as witnessed…

Machine Learning · Computer Science 2014-02-11 Mehrdad Mahdavi , Lijun Zhang , Rong Jin

Modern machine learning approaches to classification, including AdaBoost, support vector machines, and deep neural networks, utilize surrogate loss techniques to circumvent the computational complexity of minimizing empirical classification…

Econometrics · Economics 2023-07-26 Toru Kitagawa , Shosei Sakaguchi , Aleksey Tetenov

In sparse target inference problems it has been shown that significant gains can be achieved by adaptive sensing using convex criteria. We generalize previous work on adaptive sensing to (a) include multiple classes of targets with…

Information Theory · Computer Science 2014-09-30 Gregory E. Newstadt , Beipeng Mu , Dennis Wei , Jonathan P. How , Alfred O. Hero

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

Let $\cF$ be a set of $M$ classification procedures with values in $[-1,1]$. Given a loss function, we want to construct a procedure which mimics at the best possible rate the best procedure in $\cF$. This fastest rate is called optimal…

Statistics Theory · Mathematics 2008-12-02 Guillaume Lecué

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

Incremental gradient and incremental proximal methods are a fundamental class of optimization algorithms used for solving finite sum problems, broadly studied in the literature. Yet, without strong convexity, their convergence guarantees…

Optimization and Control · Mathematics 2024-07-01 Xufeng Cai , Jelena Diakonikolas

Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…

Machine Learning · Computer Science 2024-07-25 Ivan Karpukhin , Stanislav Dereka , Sergey Kolesnikov