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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

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a…

Machine Learning · Computer Science 2020-02-21 Qijia Jiang , Olaoluwa Adigun , Harikrishna Narasimhan , Mahdi Milani Fard , Maya Gupta

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

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

Machine learning is about forecasting. When the forecasts come with an evaluation metric the forecasts become useful. What are reasonable evaluation metrics? How do existing evaluation metrics relate? In this work, we provide a general…

Machine Learning · Computer Science 2025-07-08 Rabanus Derr , Robert C. Williamson

Designing proper loss functions is essential in training deep networks. Especially in the field of semantic segmentation, various evaluation metrics have been proposed for diverse scenarios. Despite the success of the widely adopted…

Computer Vision and Pattern Recognition · Computer Science 2020-12-04 Hao Li , Chenxin Tao , Xizhou Zhu , Xiaogang Wang , Gao Huang , Jifeng Dai

Amortized Bayesian model comparison (BMC) enables fast probabilistic ranking of models via simulation-based training of neural surrogates. However, the accuracy of neural surrogates deteriorates when simulation models are misspecified; the…

Machine Learning · Statistics 2026-05-13 Šimon Kucharský , Aayush Mishra , Daniel Habermann , Stefan T. Radev , Paul-Christian Bürkner

Deep neural networks often fail when deployed in real-world contexts due to distribution shift, a critical barrier to building safe and reliable systems. An emerging approach to address this problem relies on \emph{disagreement discrepancy}…

Machine Learning · Computer Science 2025-12-08 Neil G. Marchant , Andrew C. Cullen , Feng Liu , Sarah M. Erfani

Surrogate endpoints play an important role in drug development when they can be used to measure treatment effect early compared to the final clinical outcome and to predict clinical benefit or harm. Such endpoints are assessed for their…

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

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

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

Chemical Physics · Physics 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

We employ an evolutionary optimization framework that perturbs initial states to generate informative and diverse policy demonstrations. A joint surrogate fitness function guides the optimization by combining local diversity, behavioral…

Machine Learning · Computer Science 2025-04-22 Philipp Altmann , Céline Davignon , Maximilian Zorn , Fabian Ritz , Claudia Linnhoff-Popien , Thomas Gabor

A fundamental challenge in machine learning is the choice of a loss as it characterizes our learning task, is minimized in the training phase, and serves as an evaluation criterion for estimators. Proper losses are commonly chosen, ensuring…

Machine Learning · Statistics 2026-03-04 Han Bao , Asuka Takatsu

Computation of document image quality metrics often depends upon the availability of a ground truth image corresponding to the document. This limits the applicability of quality metrics in applications such as hyperparameter optimization of…

Computer Vision and Pattern Recognition · Computer Science 2018-07-10 Prashant Singh , Ekta Vats , Anders Hast

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

Optimization and Control · Mathematics 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

Multitask learning is widely used in practice to train a low-resource target task by augmenting it with multiple related source tasks. Yet, naively combining all the source tasks with a target task does not always improve the prediction…

Machine Learning · Computer Science 2023-12-29 Dongyue Li , Huy L. Nguyen , Hongyang R. Zhang
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