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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…

Machine Learning · Statistics 2019-09-10 Nontawat Charoenphakdee , Jongyeong Lee , Masashi Sugiyama

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

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

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

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…

Machine Learning · Computer Science 2025-10-09 Natalie Frank , Jonathan Niles-Weed

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise…

Machine Learning · Statistics 2009-12-18 Mark D. Reid , Robert C. Williamson

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

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

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

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

Labeling a training set is often expensive and susceptible to errors, making the design of robust loss functions for label noise an important problem. The symmetry condition provides theoretical guarantees for robustness to such noise. In…

Machine Learning · Computer Science 2026-05-21 Alexandre Lemire Paquin , Brahim Chaib-Draa , Philippe Giguère

We present surrogate regret bounds for arbitrary surrogate losses in the context of binary classification with label-dependent costs. Such bounds relate a classifier's risk, assessed with respect to a surrogate loss, to its cost-sensitive…

Machine Learning · Statistics 2010-09-15 Clayton Scott

Active learning is a type of sequential design for supervised machine learning, in which the learning algorithm sequentially requests the labels of selected instances from a large pool of unlabeled data points. The objective is to produce a…

Statistics Theory · Mathematics 2019-11-14 Steve Hanneke , Liu Yang

The Area Under the Curve (AUC) is an important performance metric for classification tasks, particularly in class-imbalanced scenarios. However, minimizing the AUC presents significant challenges due to the non-convex and discontinuous…

Machine Learning · Computer Science 2025-10-27 JunRu Luo , Difei Cheng , Bo Zhang

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

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

A central concern in classification is the vulnerability of machine learning models to adversarial attacks. Adversarial training is one of the most popular techniques for training robust classifiers, which involves minimizing an adversarial…

Machine Learning · Computer Science 2025-10-09 Natalie S. Frank

Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient,…

Machine Learning · Statistics 2026-01-14 The Tien Mai

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

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
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