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Related papers: Enhanced $H$-Consistency Bounds

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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

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

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 present a detailed study of $H$-consistency bounds for regression. We first present new theorems that generalize the tools previously given to establish $H$-consistency bounds. This generalization proves essential for analyzing…

Machine Learning · Computer Science 2024-03-29 Anqi Mao , Mehryar Mohri , Yutao Zhong

We introduce a new low-noise condition for classification, the Model Margin Noise (MM noise) assumption, and derive enhanced $\mathcal{H}$-consistency bounds under this condition. MM noise is weaker than Tsybakov noise condition: it is…

Machine Learning · Computer Science 2025-11-21 Mehryar Mohri , Yutao Zhong

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

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

This paper presents a comprehensive analysis of the growth rate of $H$-consistency bounds (and excess error bounds) for various surrogate losses used in classification. We prove a square-root growth rate near zero for smooth margin-based…

Machine Learning · Computer Science 2024-07-09 Anqi Mao , Mehryar Mohri , Yutao Zhong

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

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

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

Online structured prediction, including online classification as a special case, is the task of sequentially predicting labels from input features. In this setting, the surrogate regret -- the cumulative excess of the actual target loss…

Machine Learning · Computer Science 2026-05-15 Shinsaku Sakaue , Han Bao , Yuzhou Cao

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

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

The problem of learning to defer with multiple experts consists of optimally assigning input instances to experts, balancing the trade-off between their accuracy and computational cost. This is a critical challenge in natural language…

Machine Learning · Computer Science 2025-12-30 Anqi Mao , Mehryar Mohri , Yutao Zhong

The problem of bipartite ranking, where instances are labeled positive or negative and the goal is to learn a scoring function that minimizes the probability of mis-ranking a pair of positive and negative instances (or equivalently, that…

Machine Learning · Computer Science 2014-08-13 Shivani Agarwal

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

We consider optimization of generalized performance metrics for binary classification by means of surrogate losses. We focus on a class of metrics, which are linear-fractional functions of the false positive and false negative rates…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Krzysztof Dembczyński

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

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
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