相关论文: On surrogate loss functions and $f$-divergences

Phylogenetics has seen an steady increase in substitution model complexity, which requires increasing amounts of computational power to compute likelihoods. This model complexity motivates strategies to approximate the likelihood functions…

Learning with abstention is a key scenario where the learner can abstain from making a prediction at some cost. In this paper, we analyze the score-based formulation of learning with abstention in the multi-class classification setting. We…

We propose a general approach for supervised learning with structured output spaces, such as combinatorial and polyhedral sets, that is based on minimizing estimated conditional risk functions. Given a loss function defined over pairs of…

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…

The top-$k$ error is often employed to evaluate performance for challenging classification tasks in computer vision as it is designed to compensate for ambiguity in ground truth labels. This practical success motivates our theoretical…

We consider the task of learning a classifier from the feature space $\mathcal{X}$ to the set of classes $\mathcal{Y} = \{0, 1\}$, when the features can be partitioned into class-conditionally independent feature sets $\mathcal{X}_1$ and…

We aim to approximate a continuously differentiable function $u:\mathbb{R}^d \rightarrow \mathbb{R}$ by a composition of functions $f\circ g$ where $g:\mathbb{R}^d \rightarrow \mathbb{R}^m$, $m\leq d$, and $f : \mathbb{R}^m \rightarrow…

Binary classification is a common statistical learning problem in which a model is estimated on a set of covariates for some outcome indicating the membership of one of two classes. In the literature, there exists a distinction between hard…

We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions…

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Deep learning has proven to be effective in a wide variety of loss minimization problems. However, many applications of interest, like minimizing projected Bellman error and min-max optimization, cannot be modelled as minimizing a scalar…

We propose an alternative to the standard GAN training approach, in which the discriminator is a binary classifier trained by cross-entropy to distinguish real samples from generated ones. Instead, we directly target the discrimination…

Binary classification rules based on covariates typically depend on simple loss functions such as zero-one misclassification. Some cases may require more complex loss functions. For example, individual-level monitoring of HIV-infected…

In this article, we study the binary classification problem with supervised data, in the case where the covariate-to-probability-of-success map is possibly spatially inhomogeneous. We devise nonparametric Bayesian procedures with…

Complex classification performance metrics such as the F${}_\beta$-measure and Jaccard index are often used, in order to handle class-imbalanced cases such as information retrieval and image segmentation. These performance metrics are not…

We consider the problem of binary classification with abstention in the relatively less studied \emph{bounded-rate} setting. We begin by obtaining a characterization of the Bayes optimal classifier for an arbitrary input-label distribution…

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…

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.…

This work proposes the Bregman-Tweedie classification model and analyzes the domain structure of the extended exponential function, an extension of the classic generalized exponential function with additional scaling parameter, and related…

(Partial) ranking loss is a commonly used evaluation measure for multi-label classification, which is usually optimized with convex surrogates for computational efficiency. Prior theoretical work on multi-label ranking mainly focuses on…