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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 2022-06-30 Jessie Finocchiaro , Rafael M. Frongillo , Bo Waggoner

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

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…

Machine Learning · Computer Science 2018-01-30 Anton Osokin , Francis Bach , Simon Lacoste-Julien

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

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

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

Adversarial robustness is an increasingly critical property of classifiers in applications. The design of robust algorithms relies on surrogate losses since the optimization of the adversarial loss with most hypothesis sets is NP-hard. But…

Machine Learning · Computer Science 2021-05-05 Pranjal Awasthi , Natalie Frank , Anqi Mao , Mehryar Mohri , Yutao Zhong

Top-$k$ classification is a generalization of multiclass classification used widely in information retrieval, image classification, and other extreme classification settings. Several hinge-like (piecewise-linear) surrogates have been…

Machine Learning · Computer Science 2022-07-20 Jessie Finocchiaro , Rafael Frongillo , Emma Goodwill , Anish Thilagar

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent…

Machine Learning · Computer Science 2019-01-10 Kirill Struminsky , Simon Lacoste-Julien , Anton Osokin

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

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

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

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

Surrogate regret bounds, also known as excess risk bounds, bridge the gap between the convergence rates of surrogate and target losses. The regret transfer is lossless if the surrogate regret bound is linear. While convex smooth surrogate…

Machine Learning · Computer Science 2025-11-27 Yuzhou Cao , Han Bao , Lei Feng , Bo An

The choice of loss function in classification involves a fundamental trade-off: smooth losses (like Cross-Entropy) enable fast optimization rates but yield slow square-root consistency bounds, while piecewise-linear losses (like Hinge)…

Machine Learning · Computer Science 2026-05-01 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

Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…

Machine Learning · Statistics 2024-11-19 Junjie Yang , Matthieu Labeau , Florence d'Alché-Buc

Surrogate risk minimization is an ubiquitous paradigm in supervised machine learning, wherein a target problem is solved by minimizing a surrogate loss on a dataset. Surrogate regret bounds, also called excess risk bounds, are a common tool…

Machine Learning · Computer Science 2021-10-28 Rafael Frongillo , Bo Waggoner

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

In this paper, we study the problem of consistency in the context of adversarial examples. Specifically, we tackle the following question: can surrogate losses still be used as a proxy for minimizing the $0/1$ loss in the presence of an…

Machine Learning · Computer Science 2022-05-23 Laurent Meunier , Raphaël Ettedgui , Rafael Pinot , Yann Chevaleyre , Jamal Atif
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